The Mathematical Theory of Maxwell's Equations

The Mathematical Theory of Maxwells Equations
Andreas Kirsch and Frank Hettlich

Department of Mathematics
Karlsruhe Institute of Technology (KIT)
Karlsruhe, Germany
c May 24, 2014

Preface
This book arose from lectures on Maxwells equations given by the authors between 2007 and
2013. Graduate students from pure and applied mathematics, physics including geophysics
and engineering attended these courses. We observed that the expectations of these groups
of students were quite different: In geophysics expansions of the electromagnetic fields into
spherical (vector-) harmonics inside and outside of balls are of particular interest. Graduate
students from numerical analysis wanted to learn about the variational treatments of interior
boundary value problems including an introduction to Sobolev spaces. A classical approach
in scattering theory which can be considered as a boundary value problem in the unbounded
exterior of a domain uses boundary integral equation methods which are particularly
helpful for deriving properties of the far field behaviour of the solution. This approach is, for
polygonal domains or, more generally, Lipschitz domains, also of increasing relevance from
the numerical point of view because the dimension of the region to be discretized is reduced
by one. In our courses we wanted to satisfy all of these wishes and designed an introduction
to Maxwells equations which coveres all of these concepts but restricted ourselves almost
completely (except Section 4.3) to the time-harmonic case or, in other words, to the frequency
domain, and to a number of model problems.
The Helmholtz equation is closely related to the Maxwell system (for time-harmonic fields).
As we will see, solutions of the scalar Helmholtz equation are used to generate solutions of
the Maxwell system (Hertz potentials), and every component of the electric and magnetic
field satisfies an equation of Helmholtz type. Therefore, and also for didactical reasons, we
will consider in each of our approaches first the simpler scalar Helmholtz equation before we
turn to the technically more complicated Maxwell system. In this way one clearly sees the
analogies and differences between the models.
In Chapter 1 we begin by formulating the Maxwell system in differential and integral form.
We derive special cases as the E mode and the Hmode and, in particular, the time
harmonic case. Boundary conditions and radiation conditions complement the models.
In Chapter 2 we study the particular case where the domain D is a ball. In this case we can
expand the fields inside and outside of D into spherical wave functiuons. First we study the
scalar stationary case; that is, the Laplace equation. We introduce the expansion into scalar
spherical harmonics as the analogon to the Fourier expansion on circles in R2 . This leads
directly to series expansions of solutions of the Laplace equation in spherical coordinates.
The extension to the Helmholtz equation requires the introduction of (spherical) Bessel- and
Hankel functiuons. We derive the most important properties of these special functions in
detail. After these preparations for the scalar Helmholtz equation we extend the analysis
3
4
to the expansion of solutions of Maxwells equations with respect to vector wave functions.
None of the results of this chapter are new, of course, but we have not been able to find such
a presentation of both, the scalar and the vectorial case, in the literature. We emphasize that
this chapter is completely self-contained and does not refer to any other chapter except for
the proof that the series solution of the exterior problem satisfies the radiation condition.
Chapter 3 deals with a particular scattering problem. The scattering object is of arbitrary
shape but, in this chapter, with sufficiently smooth boundary D. We present the classical
boundary integral equation method and follow very closely the fundamental monographs
[5, 6] by David Colton and Rainer Kress. In contrast to their approach we restrict ourselves
to the case of smooth boundary data (as it is the usual case of the scattering by incident
waves) which allows us to study the setting completely in Holder spaces and avoids the
notions of parallel surfaces and weak forms of the normal derivatives. For the scalar
problem we restrict ourselves to the Neumann boundary condition because our main goal
is the treatment for Maxwell equations. Here we believe as also done in [6] that the
canonical spaces on the boundary are Holder spaces where also the surface divergence is
Holder continuous. In order to prove the necessary properties of the scalar and vector
potentials a careful investigation of the differential geometric properties of the surface D is
needed. Parts of the technical details are moved to the Appendix 6. We emphasize that this
chapter is self countained and does not need any results from other chapters (except from
the appendix).
As an alternative approach for studying boundary value problems for the Helmholtz equation
or the Maxwell system we will study the weak or variational solution concept in Chapter 4.
We restrict ourselves to the interior boundary value problem with a general source term and
the homogeneous boundary condition of an ideal conductor. This makes it possible to work
(almost) solely in the Sobolev spaces H01 (D) and H0 (curl, D) of functions with vanishing
boundary traces or tangential boundary traces, respectively. In Section 4.1 we derive the basic properties of these special Sobolev spaces. The characteristic feature is that no regularity
of the boundary and no trace theorems are needed. Probably the biggest difference between
the scalar case of the Helmholtz equation and the vectorial case of Maxwells equations is
the fact that H0 (curl, D) is not compactly imbedded in L2 (D, C3 ) in contrast to the space
H01 (D) for the scalar problem. This makes it necessary to introduce the Helmholtz decomposition. The only proof which is beyond the scope of this elementary chapter is the proof that
the subspace of H0 (curl, D) consisting of divergence-free vector fields is compactly imbedded
in L2 (D, C3 ). For this part some regularity of the boundary (e.g. Lipschitz regularity) is
needed. Since the proof of this fact requires more advanced properties of Sobolev spaces it
it transponed to Chapter 5. We note that also this chapter is self contained except of the
beforementioned compactness property.
The final Chapter 5 presents the boundary integral equation method for Lipschitz domains.
The investigation requires more advanced properties of Sobolev spaces than those presented
in Section 4.1. In particular, Sobolev spaces on the boundary D have to be introduced and
the correponding trace operators. Perhaps different from most of the traditional approaches
we first consider the case of the cube (, )3 R3 and introduce Sobolev spaces of periodic
functions by the proper decay of the Fourier coefficients. The proofs of imbedding and trace
theorems are quite elementary. Then we use, as it is quite common, the partion of unity and
5
local maps to define the Sobolev spaces on the boundary and transfer the trace theorem to
general Lipschitz domains.
We define the scalar and vector potentials in Section 5.2 analogously to the classical case
as in Chapter 3 but have to interpret the boundary integrals as certain dual forms. The
boundary operators are then defined as traces of these potentials. In this way we follow the
classical approach as closely as possible. Our approach is similar but a bit more explicit
than in [16], see also [10]. Once the properties of the potentials and corresponding boundary
operators are known the introduction and investigation of the boundary integral equations is
almost classical. For example, for Lipschitz domains the Dirichlet boundary value problem
for the scalar Helmholtz equation is solved by a (properly modified) single layer ansatz.
This is preferable to a double layer ansatz because the corresponding double layer boundary
operator fails to be compact (in contrast to the case of smooth boundaries). Also, the single
layer boundary operator satisfies a Gardings inequality; that is, can be decomposed into a
coercive and a compart part. Analogously. the Neumann boundary value problem and the
electromagnetic case are treated. In our presentation we try to show the close connection
between the scalar and the vector cases.
Starting perhaps with the pioneering work of Costabel [7] many important contributions to
the study of boundary integral operators in Sobolev spaces for Lipschitz boundaries have
been published. It is impossible for the authors to give an overview on this subject but
instead refer to the monograph [10] and the survey article [4] from which we have learned a
lot. As mentioned above, our approach to introduce the Sobolev spaces, however, is different
from those in, e.g. [1, 2, 3].
In the Appendix 6 we collect results from vector calculus and differential geometry, in particular various forms of Greens theorem and the surface gradient and surface divergence for
(smooth) functions on (smooth) surfaces.
We want to emphasize that it was not our intention to present a comprehensive work on
Maxwells equations, not even for the time harmonic case or any of the beforementioned subareas. As said before this book arose from and is intended to be material for designing
graduate courses on Maxwells equations. The students should have some knowledge on vector analysis (curves, surfaces, divergence theorem) and functional analysis (normed spaces,
Hilbert spaces, linear and bounded operators, dual space). The union of the topics covered
in this monograph is certainly far too much for a single course. But it is very well possible
to choose parts of it because the chapters are all independent of each other. For example, in
the summer term 2012 (8 credit points; that is in our place, 16 weeks with 4 hours per week
plus exercises) one of the authors (A.K.) covered Sections 2.12.6 of Chapter 2 (only interior
cases), Chapter 3 without all of the proofs of the differential geometric properties of the
surface and all of the jump properties of the potentials, and Chapter 4 without Section 4.3.
Perhaps these notes can also be useful for designing courses on Special Functions (spherical
harmonics, Bessel functions) or on Sobolev spaces.
One of the authors wants to dedicate this book to his father, Arnold Kirsch (19222013), who
taught him about simplification of problems without falsification (as a concept of teaching
mathematics in high schools). In Chapter 4 of this monograph we have picked up this
concept by presenting the ideas for a special case only rather than trying to treat the most
6
general cases. Nevertheless, we admit that other parts of the monograph (in particular of
Chapters 3 and 5) are technically rather involved.
Karlsruhe, March 2014
Andreas Kirsch
Frank Hettlich
Contents
Preface
1 Introduction
1.1
Maxwells Equations . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
1.2
The Constitutive Equations . . . . . . . . . . . . . . . . . . . . . . . . . . .
11
1.3
Special Cases . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
12
1.4
Boundary and Radiation Conditions
. . . . . . . . . . . . . . . . . . . . . .
18
1.5
The Reference Problems . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
23
2 Expansion into Wave Functions
27
2.1
Separation in Spherical Coordinates . . . . . . . . . . . . . . . . . . . . . . .
27
2.2
Legendre Polynomials . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
31
2.3
Expansion into Spherical Harmonics . . . . . . . . . . . . . . . . . . . . . . .
40
2.4
Laplaces Equation in the Interior and Exterior of a Ball . . . . . . . . . . .
50
2.5
Bessel Functions
. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
54
2.6
The Helmholtz Equation in the Interior and Exterior of a Ball . . . . . . . .
62
2.7
Expansion of Electromagnetic Waves . . . . . . . . . . . . . . . . . . . . . .
72
2.8
Exercises . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
89
3 Scattering From a Perfect Conductor

3.1
3.2
91
A Scattering Problem for the Helmholtz Equation . . . . . . . . . . . . . . .
91
3.1.1
Representation Theorems . . . . . . . . . . . . . . . . . . . . . . . .
92
3.1.2
Volume and Surface Potentials . . . . . . . . . . . . . . . . . . . . . .
99
3.1.3
Boundary Integral Operators
3.1.4
Uniqueness and Existence . . . . . . . . . . . . . . . . . . . . . . . . 116
. . . . . . . . . . . . . . . . . . . . . . 112
A Scattering Problem for the Maxwell System . . . . . . . . . . . . . . . . . 124

7
CONTENTS
3.3
3.2.1
Representation Theorems . . . . . . . . . . . . . . . . . . . . . . . . 125
3.2.2
Vector Potentials and Boundary Integral Operators . . . . . . . . . . 135
3.2.3
Uniqueness and Existence . . . . . . . . . . . . . . . . . . . . . . . . 141
Exercises . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 145
4 The Variational Approach to the Cavity Problem

4.1
4.2
147
Sobolev Spaces . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 148

4.1.1
Basic Properties of Sobolev Spaces of Scalar Functions . . . . . . . . 148
4.1.2
Basic Properties of Sobolev Spaces of Vector Valued Functions . . . . 157
4.1.3
The Helmholtz Decomposition . . . . . . . . . . . . . . . . . . . . . . 160
The Cavity Problem . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 163

4.2.1
The Variational Formulation and Existence . . . . . . . . . . . . . . . 163
4.2.2
Uniqueness and Unique Continuation . . . . . . . . . . . . . . . . . . 173
4.3
The TimeDependent Cavity Problem . . . . . . . . . . . . . . . . . . . . . 183
4.4
Exercises . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 198
5 Boundary Integral Equation Methods for Lipschitz Domains

5.1
201
Advanced Properties of Sobolev Spaces . . . . . . . . . . . . . . . . . . . . . 201

5.1.1
Sobolev Spaces of Scalar Functions . . . . . . . . . . . . . . . . . . . 203
5.1.2
Sobolev Spaces of Vector-Valued Functions . . . . . . . . . . . . . . . 216
5.1.3
The Case of a Ball Revisited . . . . . . . . . . . . . . . . . . . . . . . 235
5.2
Surface Potentials . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 245
5.3
Boundary Integral Equation Methods . . . . . . . . . . . . . . . . . . . . . . 263
5.4
Exercises . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 274
6 Appendix
277
6.1
Table of Differential Operators . . . . . . . . . . . . . . . . . . . . . . . . . . 277
6.2
Results from Linear Functional Analysis . . . . . . . . . . . . . . . . . . . . 279
6.3
Elementary Facts from Differential Geometry
6.4
Integral Identities . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 286
6.5
Surface Gradient and Surface Divergence . . . . . . . . . . . . . . . . . . . . 288
. . . . . . . . . . . . . . . . . 281
Bibliography
292
Index
294
Chapter 1
Introduction
In this introductory chapter we will explain the physical model and derive the boundary value
problems which we will investigate in this monograph. We begin by formulating Maxwells
equations in differential form as our starting point. In this monograph we consider exclusively
linear media; that is, the constitutive relations are linear. The restriction to special cases
leads to the analogous equations in electrostatics or magnetostatics and, assuming periodic
time dependence when going into the frequency domain, to time harmonic fields. In the
presence of media the fields have to satisfy certain continuity and boundary conditions and,
if the region is unbounded, a radiation condition at infinity. We finish this chapter by
introducing two model problems which we will treat in detail in Chapters 3 and 4.
1.1
Maxwells Equations
Electromagnetic wave propagation is described by four particular equations, the Maxwell

equations, which relate five vector fields E, D, H, B, J and the scalar field . In differential
form these read as follows
B
+ curlx E = 0
(Faradays Law of Induction)
t
D
curlx H = J (Amperes Law)
t
divx D =
(Gauss Electric Law)
divx B = 0
(Gauss Magnetic Law) .
The fields E and D denote the electric field (in V /m) and electric displacement (in As/m2 )
respectively, while H and B denote the magnetic field (in A/m) and magnetic flux density
(in V s/m2 = T =Tesla). Likewise, J and denote the current density (in A/m2 ) and
charge density (in As/m3 ) of the medium.
Here and throughout we use the rationalized MKS-system, i.e. the fields are given with
respect to the units Volt (V ), Ampere (A), meter (m), and second (s). All fields depend both
9
10
CHAPTER 1. INTRODUCTION
on the space variable x R3 and on the time variable t R. We note that the differential
operators are always taken with respect to the spacial variable x without indicating this.
The definition of the differential operators div and curl, e.g., in cartesian coordinates and
basic identities are listed in Appendix 6.1 .
The actual equations that govern the behavior of the electromagnetic field were first completely formulated by James Clark Maxwell (18311879) in Treatise on Electricity and Magnetism in 1873. It was the ingeneous idea of Maxwell to modify Amperes Law which was
known up to that time in the form curl H = J for stationary currents. Furthermore, he
collected the four equations as a consistent theory to describe electromagnetic phenomena.
As a first observation we note that in domains where the equations are satisfied one derives
from the identity div curl H = 0 the well known equation of continuity which combines the
charge density and the current density.
Conclusion 1.1 Gauss Electric Law and Amperes Law imply the equation of continuity

D
= div
= div curl H J = div J .
t
t
Historically, and more closely connected to the physical situation, the integral forms of
Maxwells equations should be the starting point. In order to derive these integral relations,
we begin by letting S be a connected smooth surface with boundary S in the interior of a
region 0 in R3 where electromagnetic waves propagate. In particular, we require that the
unit normal vector (x) for x S is continuous and directed always into one side of S,
which we call the positive side of S. By (x) we denote a unit vector tangent to the boundary
of S at x S. This vector, lying in the tangent plane of S together with a second vector
n(x) in the tangent plane at x S and normal to S is oriented such that {, n, , } form
a mathematically positive system; that is, is directed counterclockwise when we look at S
from the positive side, and n(x) is directed to the outside of S. Furthermore, let R3 be
an open set with boundary and outer unit normal vector (x) at x .
Then Amperes law describing the effect of the external and the induced current on the
magnetic field is of the form
Z
Z
Z
d
D ds +
J ds .
(1.1)
H d` =
dt
S
It is named by Andre Marie Ampère (17751836).

Next, Faradays law of induction (Michael Faraday, 17911867), which is
Z
Z
d
E d` =
B ds ,
dt
(1.2)
describes how a time-varying magnetic field effects the electric field.

Finally, the equations include Gauss Electric Law
Z
Z
D ds =
dx
(1.3)
1.2. THE CONSTITUTIVE EQUATIONS
11
descibing the sources of the electric displacement, and Gauss Magnetic Law
Z
B ds = 0
(1.4)
which ensures that there are no magnetic currents. Both named after Carl Friedrich Gauss
(17771855).
In regions where the vector fields are smooth functions and and are at least continuous
we can apply the following integral identities due to Stokes and Gauss for surfaces S and
solids lying completely in D.
Z
Z
curl F ds =
F d` (Stokes),
(1.5)
S
Z
F ds (Gauss),
div F dx =
(1.6)
see Appendix 6.3. To derive the Maxwells equations in differential form we choose F to be
one of the fields H, E, B or D. With these formulas we can eliminate the boundary integrals
in (1.1)(1.4). We then use the fact that we can vary the surface S and the solid in D
arbitrarily. By equating the integrands we are led to Maxwells equations in differential form
as presented in the begining.
With Maxwells equations many electromagnetic phenomena became explainable. For instance they predicted the existence of electromagnetic waves as light or X-rays in vacuum.
It took about 20 years after Maxwells work when Heinrich Rudolf Hertz (18571894) could
show experimentally the existence of electromagenetic waves, in Karlsruhe, Germany. For
more details on the physical background of Maxwells equations we refer to text books as
J.D. Jackson, Classical Electrodynamics [11].
1.2
The Constitutive Equations
In the general setting the equations are not yet complete. Obviously, there are more unknowns than equations. The Constitutive Equations couple them:
D = D(E, H) and B = B(E, H) .
The electric properties of the material, which give these relationships are complicated. In
general, they not only depend on the molecular character but also on macroscopic quantities
as density and temperature of the material. Also, there are time-dependent dependencies
as, e.g., the hysteresis effect, i.e. the fields at time t depend also on the past.
As a first approximation one starts with representations of the form
D = E + 4P
and B = H 4M
12
where P denotes the electric polarization vector and M the magnetization of the material.
These can be interpreted as mean values of microscopic effects in the material. Analogously,
and J are macroscopic mean values of the free charge and current densities in the medium.
If we ignore ferro-electric and ferro-magnetic media and if the fields are relativly small one
can model the dependencies by linear equations of the form
D = E
and B = H
with matrix-valued functions : R3 R33 , the dielectric tensor , and : R3 R33 , the
permeability tensor . In this case we call a medium linear .
The special case of an isotropic medium means that polarization and magnetization do not
depend on the directions. Otherwise a medium is called anisotropic. In the isotropic case
dielectricity and permeability can be modeled as just real valued functions, and we have
D = E
and B = H
with scalar functions , : R3 R.

In the simplest case these functions and are constant and we call such a medium homogeneous. It is the case, e.g., in vacuum.
We indicated already that also and J can depend on the material and the fields. Therefore,
we need a further relation. In conducting media the electric field induces a current. In a
linear approximation this is described by Ohms Law :
J = E + Je
where Je is the external current density. For isotropic media the function : R3 R is
called the conductivity . If = 0 then the material is called a dielectric. In vacuum we have
= 0 and = 0 8.854 1012 AS/V m, = 0 = 4 107 V s/Am. In anisotropic media,
also the function is matrix valued.
1.3
Special Cases
Under specific physical assumptions the Maxwell system can be reduced to elliptic second
order partial differential equations. They serve often as simpler models for electromagnetic
wave propagation. Also in this monograph we will always explain the approaches first for
the simpler scalar wave equation.
Vacuum
Vacuum is a homogeneous, dielectric medium with = 0 , = 0 , and = 0, and no charge
distributions and no external currents; that is, = 0 and Je = 0. The law of induction takes
the form
H
+ curl E = 0 .
0
t
1.3. SPECIAL CASES
13
Assuming sufficiently smooth functions a differentiation with respect to time t and an application of Amperes Law yields
0 0
2H
+ curl curl H = 0 .
t2
The term c0 = 1/ 0 0 has the dimension of a velocity and is called the speed of light.
From the identity curl curl = div where the vector valued Laplace operator is taken
componentwise it follows that the components of H are solutions of the linear wave equation
1 2H
H = 0 .
c20 t2
Analogously, one derives the same equation for the cartesian components of the electric field:
1 2E
E = 0 .
c20 t2
Therefore, a solution of the Maxwell system in vacuum can also be described by a divergence
free solution of one of the two vector valued wave equations and defining the other field by
Amperes Law or by Faradays Law of Induction, respectively.
Electro- and Magnetostatics

Next we consider the Maxwell system in the case of stationary fields; that is, E, D, H, B,
J and are constant with respect to time. For the electric field E this situation in a region
is called electrostatics. The law of induction reduces to the differential equation
curl E = 0 in .
Therefore, if is simply connected there exists a potential u : R with E = u in .
In a homogeneous medium Gauss Electric Law yields the Poisson equation
= div D = div(0 E) = 0 u
for the potential u. Thus, the electrostatics is described by the basic elliptic partial differential equation u = /0 . Mathematically, we are led to the field of potential theory.
Example 1.2 The most important example is the spherical symmetric electric field gener1 1
ated by a point charge, e.g., at the origin. For x R3 with x 6= 0 the function u(x) = 4
|x|
is harmonic; that is, satisfies u = 0. Thus by
E(x) = u(x) =
1 x
,
4 |x|3
x 6= 0 ,
we obtain a stationary solution, the field of an electric monopole .
14
In magnetostatics one considers H being constant in time. For the magnetic field the
situation is different because, by Amperes law we have curl H = J . Thus in general
curl H does not vanish. However, according to Gauss magnetic law we have
div B = 0 .
From this identity we conclude the existence of a vector potential A : R3 R3 with
B = curl A in D. Substituting this into Amperes Law yields (for homogeneous media )
after multiplication with 0 the equation
0 J = curl curl A = div A A .
Since curl = 0 we can add gradients u to A without changing B. We will see later
that we can choose u such that the resulting potential A satisfies div A = 0. This choice of
normalization is called Coulomb gauge named by Charles Augustin de Coulomb (17361806).
With this normalization we get also in magnetostatics the Poisson equation
A = 0 J .
We note that in this case the Laplacian is vector valued and has to be taken componentwise.
Time Harmonic Fields

For our purpose of considering wave phenomena the most important situtation are time
harmonic fields. Under the assumptions that the fields allow a Fourier transformation in
time we set
Z
E(x, t) eit dt ,
E(x; ) = (Ft E)(x; ) =
R
Z
H(x; ) = (Ft H)(x; ) =
H(x, t) eit dt ,
etc. We note that the fields E, H, etc are now complex valued; that is, E(; ), H(; ) :
R3 C3 and also all other Fourier transformed fields. Although they are vector fields
we denote them by capital Latin letters only. According to Ft (u0 ) = iFt u Maxwells
equations transform into the time harmonic Maxwells equations
iB + curl E = 0 ,
iD + curl H = E + Je ,
div D = ,
div B = 0 .
Remark: The time harmonic Maxwell system can also be derived from the assumption
that all fields behave periodically with respect to time with the same frequency . Then the
complex valued functions E(x, t) = eit E(x), H(x, t) = eit H(x), etc, and their real and
imaginary parts satisfy the time harmonic Maxwell system.
1.3. SPECIAL CASES
15
With the constitutive equations D = E and B = H we arrive at

curl E iH
= 0,
(1.7a)
curl H + (i )E = Je ,
(1.7b)
div(E) = ,
(1.7c)
div(H) = 0 .
(1.7d)
Assuming (for simplicity only) additionally an isotropic medium we can eliminate H or E

from (1.7a) and (1.7b) which yields

1
curl E + (i ) E = Je .
(1.8)
curl
i
and

curl
1
curl H
i

+ i H = curl
1
Je
i

,
(1.9)
respectively. Usually, one writes these equations in a slightly different way by introducing the
constant values 0 > 0 and 0 > 0 in vacuum and dimensionless, relative values r (x), r (x)
R and c (x) C, defined by
r =
,
0
r =
,
0
c = r + i
.
0
Then equations (1.8) and (1.9) take the form

1
curl
curl E k 2 c E = i0 Je ,
r

1
1
2
curl
curl H k r H = curl
Je ,
c
c
with the wave number k = 0 0 . We conclude from the second equation that div(r H) =
0
0 because div curl vanishes. For the electric field we obtain that div(c E) = i
div Je =
k2
i
0 div Je .
In vacuum we have c = 1, r = 1 and therefore the equations reduce to
curl curl E k 2 E = i0 Je ,
(1.10)
curl curl H k 2 H = curl Je .
(1.11)
Without external current density, Je = 0, we obtain from curl curl = div the vector
Helmholtz equations
E + k 2 E = 0 and H + k 2 H = 0 .
Obviuously the reduced problems considering E or H are symmetric and we conclude the
following important lemma.
16
1
curl E provides a soluLemma 1.3 A vector field E C 2 (, C3 ) combined with H := i
0
tion of the time harmonic Maxwell system (1.7a)(1.7d) for Je = 0 in vacuum if and only if
E is a divergence free solution of the vector Helmholtz equation; that is,
E + k 2 E = 0 and
div E = 0 in .
Analougously, a divergence free solution of the vector Helmholtz equation H C 2 (, C3 )

1
combined with E := i
curl H leads to a solution of Maxwells equations in vacuum.
0
The relationship between the Maxwell system and the vector Helmholtz equation remains
true if we consider time harmonic waves in any homogeneous medium because we only have
to substitute 0 and 0 by complex valued constants and , respectively. In this complex
valued case the wave number k = is chosen such that Im k 0. As an example for
solutions of the Maxwell system in a homogeneous medium we consider plane waves.
Example 1.4 In the case of vacuum with Je = 0 a short calculation shows that the fields
E(x) = p eik dx
and H(x) = (p d) eik dx
are solutions of the homogeneous time harmonicP

Maxwell equations (1.10), (1.11) provided
3
3
d is a unit vector in R and p C with p d = 3j=1 pj dj = 0. Such fields are called plane
time harmonic fields with polarization vector p C3 and direction d, since its wave fronts
are planes perpendicular to d.
Additionally the following observation will be useful.
Lemma 1.5 Let E be a divergence free solution of the vector Helmholtz equation in a domain
D. Then x 7 x E(x) is a solution of the scalar Helmholtz equation.
Proof: By the vector Helmholtz equation and div E = 0 we obtain
3
3
X
X

x E(x) =
div xj Ej (x) =
div Ej (x) e(j) + xj Ej (x)
j=1
j=1

3
X
Ej
(x) + xj Ej (x) = 2 div E(x) k 2 x E(x)
=
2
xj
j=1
= k 2 x E(x)
where e(j) denotes the jth cartesian coordinate unit vector.
As in the stationary situation also the time harmonic Maxwell equations in homogeneous
media can be treated with methods from potential theory. We make the assumption c = 1,
r = 1 and consider (1.10) and (1.11). Taking the divergence of these equations yields
1.3. SPECIAL CASES
17
div H = 0 and k 2 div E = i0 div Je ; that is, div E = (i/0 ) div Je . Comparing this to
(1.7c) yields the time harmonic version of the equation of continuity
div Je = i .
With the vector identity curl curl = + div equations (1.10) and (1.11) can be written
as
E + k 2 E = i0 Je +
1
,
0
H + k 2 H = curl Je .
(1.12)
(1.13)
Let us consider the magnetic field first and introduce the magnetic Hertz potential : The
equation div H = 0 implies the existence of a vector potential A with H = curl A. Thus
(1.13) takes the form
curl(A + k 2 A) = curl Je
and we obtain
A + k 2 A = Je +
(1.14)
for some scalar field . On the other hand, if A and satisfy (1.14) then
H = curl A and E =
1
1
(curl H Je ) = i0 A
(div A )
i0
i0
satisfies the Maxwell system (1.7a)(1.7d).

Analogously, we can introduce electric Hertz potentials if Je = 0. Because div E = 0 there
exists a vector potential A with E = curl A. Substituting this into (1.12) yields
curl(A + k 2 A) = 0
and we obtain
A + k 2 A =
(1.15)
for some scalar field . On the other hand, if A and satisfy (1.15) then
E = curl A and H =
1
1
curl E = i0 A +
(div A )
i0
i0
satifies the Maxwell system (1.7a)(1.7d). In any case we end up with an inhomogeneous
vector Helmholtz equation.
As a particular example we may take a magnetic Hertz vector A of the form A(x) = u(x) z
with a scalar solution u of the twodimensional Helmholtz equation and the unit vector
z = (0, 0, 1)> R3 . Then

>
u
u
H = curl(u
z) =
,
,0
,
x2
x1
E = i0 z +
1
(u/x3 ) .
i0
18
If u is independent of x3 then E has only a x3 component, and the vector Helmholtz equation
for A reduces to a scalar Helmholtz equation for the potential u. The situation that E has
only one non zero component is called electric mode, E-mode, or transverse-magnetic mode,
TM-mode. Analogously, also the H-mode or TE-mode is consdidered if H consists of only
one non zero component satisfying the scalar Helmholtz equation.
1.4
Boundary and Radiation Conditions
Maxwells equations hold only in regions with smooth parameter functions r , r and . If we
consider a situation in which a surface S separates two homogeneous media from each other,
the constitutive parameters , and are no longer continuous but piecewise continuous
with finite jumps on S. While on both sides of S Maxwells equations (1.7a)(1.7d) hold,
the presence of these jumps implies that the fields satisfy certain conditions on the surface.
To derive the mathematical form of this behaviour, the transmission and boundary conditions, we apply the law of induction (1.2) to a narrow rectangle-like surface R, containing
the normal n to the surface S and whose long sides C+ and C are parallel to S and are on
the opposite sides of it, see the following figure.
When we let the height of the narrow sides, AA0 Rand BB 0 , approach zero then C+ and C
approach a curve C on S, the surface integral t

B ds will vanish in the limit because
R
the field remains finite. Note, that the
normal
is
the
R
R normal to R lying in the tangential
plane of S. Hence, the line integrals C E + d` and C E d` must be equal. Since the
1.4. BOUNDARY AND RADIATION CONDITIONS
19
curve C is arbitrary the integrands E + and E coincide on every arc C; that is,
n E + n E = 0 on S .
(1.16)
A similar argument holds for the magnetic field in (1.1) if the current distribution J =
E + Je remains finite. In this case, the same arguments lead to the boundary condition
n H+ n H = 0 on S .
(1.17)
If, however, the external current distribution is a surface current; that is, if Je is of the form
Je (x + n(x)) = Js (x)( ) for small
R and x S and withRtangential surface field Js and
is finite, then the surface integral R Je ds will tend to C Js d`, and so the boundary
condition is
n H+ n H = Js on S .
(1.18)
We will call (1.16) and (1.17) or (1.18) transmission boundary conditions.
A special and very important case is that of a perfectly conducting medium with boundary
S. Such a medium is characterized by the fact that the electric field vanishes inside this
medium, and (1.16) reduces to
n E = 0 on S .
In realistic situations, of course, the exact form of this equation never occurs. Nevertheless,
it is a common model for the case of a very large conductivity.
Another important case is the impedance- or Leontovich boundary condition
n H = n (E n) on S
for some non-negative impedance function which, under appropriate conditions, may be
considered as an approximation of the transmission conditions. Of course these boundary
conditions occur also in the time harmonic case for the fields which we denote by capital
Latin letters.
The situation is different for the normal components E n and H n. We consider Gauss
Electric and Magnetic Laws and choose to be a box which is separated by a surface S into
two parts 1 and 2 . We apply (1.3) first to all of and then to 1 and 2 separately. The
addition of the last two formulas and the comparison with the first yields that the normal
component D n has to be continuous. Analogously we obtain B n to be continuous at S,
if we consider (1.4). With the constitutive equations one gets
n (r,1 E 1 r,2 E 2 ) = 0 on S
and n (r,1 H1 r,2 H2 ) = 0 on S .
Conclusion 1.6 The normal components of E and/or H are not continuous at interfaces
where c and/or r have jumps.
Finally, we specify the boundary conditions to the E- and H-modes defined above (see page
18). We assume that the surface S is an infinite cylinder in x3 direction with constant
cross section. Furthermore, we assume that the volume current density J vanishes near the
20
boundary S and that

the surface current densities take the form Js = js z for the E-mode
and Js = js z for the H-mode. We use the notation [v] := v|+ v| for the jump of
the function v at the boundary. Then in the E-mode we obtain the transmission boundary
condition

u
= js on S ,
[u] = 0 ,
( i)
and in the H-mode we get

u
[u] = js ,
= 0 on S .
In scattering theory the solutions live in the unbounded exterior of a bounded domain D.
In these situations the behavior of electromagnetic fields at infinity has to be taken into
account. As an example we consider the fields in the case of a Hertz-dipol at the origin.
Example 1.7 In the case of plane waves (see example 1.4) the wave fronts are planes. Now
we look for waves with spherical wave fronts. A direct computation shows that
1 eik|x|
,
4 |x|
(x) =
x R3 \ {0} ,
is a solution of the Helmholtz equation in R3 \ {0}. It is called the fundamental solution of

the Helmholtz equation at the origin (see Definition 3.1) which is essential as we will see in
Chapter 3. Physically it can be interpretated as the solution generated by a point source at
the origin similar to the electrostatic case (see Example 1.2).
Furthermore, defining
H(x) = curl (x, 0) p
1
curl
=
4
eik|x|
p
|x|

=
1 eik|x|
p
4
|x|
for some a constant vector p C3 , we obtain from equation (6.5) and the fact that (, 0)
solves the Helmholtz equation,

curl H(x) = div (x, 0) p (x, 0) p = div (x, 0) p + k 2 (x, 0) p
and thus by (6.3) curl curl H = k 2 H. Therefore H and E = i 0 curl H constitute a solution
of the time harmonic Maxwell equations in vacuum (see Lemma 1.3).
Computing the gradient
eik|x| x
x
eik|x| x
= ik (x, 0)
(1.19)
|x| |x|
|x|
4|x|2 |x|
we obtain by recalling the frequency > 0 and wave number k = 0 0 that the timedependent magnetic field has the form

1
x
ik
1
it
H(x, t) = H(x) e
=
p
ei(k|x|t)
4 |x|
|x| |x|2
1
(x, 0) =
4
1
ik
|x|
of the Hertz-dipol centered at the origin with dipol moment p eit .
1.4. BOUNDARY AND RADIATION CONDITIONS
21
We observe that all of the functions E, H, of this example decay as 1/|x| as |x| tends
to infinity. This asymptotic is not sufficient in describing a scattered field, since we also
obtain solutions of the Helmholtz equation and the Maxwell equations, respectively, with
this asymptotic behaviour if we replace in the last example the wave number k by k.
To distinguish these fields we must consider the factor ei(k|x|t) and ei(k|x|t) . In the first
case we obtain outgoing wave fronts while in the second case where the wave number is
negative we obtain ingoing wave fronts. For the scattering of electromagnetic waves the
scattered waves have to be outgoing waves. Thus, it is required to exclude the second ones
by additional conditions which are called radiation conditions.
From (1.19) we observe that the two cases for the Helmholtz equation can be distinguished
by subtracting ik. This motivates a general characterization of radiating solutions u of the
Helmholtz equation by the Sommerfeld radiation condition, which is

x
u iku = 0 .
lim |x|
|x|
|x|
Similarly, we find a condition for radiating electromagnetic fields from the behavior of the
Hertz-dipol. Computing
i
curl H(x)
0

ik|x|
i
x
x
1
ik
3x p x
e
2
=
k
p
+
p
40
|x|
|x|
|x|2 |x|
|x| |x|
|x|
E(x) =
we conclude

ik|x|
1
x
e
p
= 0.
|x|0
|x|0
ik|x|
|x|
|x|

Analogously, we obtain lim|x|0 0 H(x) x 0 |x|E(x) = 0. We note that both

conditions are not satisfied if we replace k by k. The radition condition

lim
0 H(x) x |x| 0 E(x) = 0
(1.20a)

lim 0 E(x) x + 0 |x|H(x) = lim
0
4

2+
|x|
or
lim
|x|
0 E(x) x + |x| 0 H(x) = 0 ,
(1.20b)
are called Silver-M

uller radiation condition for time harmonic electromagnetic fields.
Later we will show that these radiation conditions are sufficient for the existence of unique
solutions of scattering problems. Additionally from the representation theorem in Chapter 3
we will prove equivalent formulations and the close relationship of the Sommerfeld and the
Silver-M
uller radiation condition. Additionally, the limiting absorption principle will give
another justification for this definition of radiating solutions.
Finally we discuss the energy of scattered waves. In general the energy density of electromagnetic fields in a linear medium is given by 21 (E D + H B). Thus, from Maxwells
22
equations, the identity (6.9), and the divergence theorem in a region we obtain
Z

Z
1
E D + H B dx
=
E (curl H J ) H curl E dx
t 2
Z
=
div(E H) E J dx
Z
(E H) ds
E J dx .
This conservation law for the energy of electromagnetic fields is called Poyntings Theorem.
Physically, the right hand side is read as the sum of the energy flux through the surface
given by the Poynting vector , E H, and the electrical work of the fields with the electrical
power J E.
Let us consider the Poynting theorem in case of time harmonic fields with frequency
> 0 in
1
it
vacuum, i.e. J = 0, = 0 , = 0 . Substituting E(x, t) = Re E(x)e
= 2 E(x)eit +

E(x)eit and H(x, t) = 12 H(x)eit + H(x)eit into the left hand side of Poyntings
theorem lead to

Z
1
2
2
0 E(x, t) + 0 H(x, t) dx
t 2

Z

1
2 2it
2
2 2it
2
=
0 Re (E(x) e
) + 2|E(x)| + 0 Re (H(x) e
) + 2|H| dx
t 8
Z
i
=
0 Re (E(x)2 e2it ) + 0 Re (H(x)2 e2it ) dx .
4
On the other hand we compute the flux term as
Z
Z
Z

1
1
(E H) ds =
Re E H ds +
Re E He2it ds .
2
2
By the Poynting Theorem the two integrals coincide for all t. Thus we conclude for the time
independent term
Z
(E H) ds = 0 .
Re
The vector field E H is called the complex Poynting vector . If has the form = R =
B(0, R) \ D for a bounded domain D with sufficiently smooth boundary contained in the
ball B(0, R) of radius R we observe conservation of energy in the form
Z
Z
Re
(E H) ds = Re
(E H) ds .
|x|=R
Furthermore, from this identity we obtain

Z
2 0 0 Re
(E H) ds
D
0 |E| + 0 |H | ds
=
|x|=R
|x|=R
| 0 H 0 E|2 dx .
1.5. THE REFERENCE PROBLEMS
23
If we additionally assume radiating fields, the Silver-M

uller condition implies
Z

0 H 0 E 2 ds = 0
lim
R
which yields boundedness of

infinity.
1.5
|x|=R
R
|x|=R
|E|2 ds and, analogously,
R
|x|=R
|H|2 ds as R tends to
The Reference Problems
After this introduction into the mathematical description of electromagnetic waves the aim of
the textbook becomes more obvious. In general we can distinguish (at least) three common
approaches which lead to existence results of boundary value problems for linear partial
differential equations: expanding solutions into spherical wave functions by separation of
variables techniques, reformulation and treatment of a given boundary value problem in
terms of integral equations in Banach spaces of functions, and the reformulation of the
boundary value problem as a variational equation in Hilbert spaces of functions. It is the
aim of this monograph to discuss all of these common methods in the case of time harmonic
Maxwells equations.
We already observed the close connection of the Maxwell system with the scalar Helmholtz
equation. Therefore, before we treat the more complicated situation of the Maxwell system
we investigate the methods for this scalar elliptic partial differential equation in detail.
Thus, the structure of all following chapters will be similar: we first discuss the technique in
the case of the Helmholtz equation and then we extend it to boundary value problems for
electromagnetic fields.
As we have mentioned already in the preface it is not our aim to present a collection of all
or at least some interesting boundary value problems. Instead, we present the ideas for two
classical reference problems only which we introduce next.
Scattering by a perfect conductor

The first one is the scattering of electromagnetic waves in vacuum by a perfect conductor:
Given a bounded region D and some solution E inc and H inc of the unperturbed time harmonic
Maxwell system
curl E inc i0 H inc = 0 in R3 ,
curl H inc + i0 E inc = 0 in R3 ,
the problem is to determine E, H of the Maxwell system

curl E i0 H = 0 in R3 \ D ,
curl H + i0 E = 0 in R3 \ D ,
such that E satisfies the boundary condition

E = 0 on D
24
and both, E and H, can be decomposed into E = E s + E inc and H = H s + H inc in R3 \ D

with some scattered field E s , H s which satisfy the Silver-M
uller radiation condition

s
s
lim |x|
0 H (x)
0 E (x)
= 0
|x|
|x|

s
s
lim |x|
+ 0 H (x)
0 E (x)
= 0
|x|
|x|
uniformly with respect to all directions x/|x|.
A
A
A
A
A

A E inc ,

A

A
A
A
A
A
H inc
E =0
HH
HH
HH
j
E s, H s
A perfectly conducting cavity

For the second reference problem we consider D R3 to be a bounded domain with sufficiently smooth boundary D and exterior unit normal vector (x) at x D. Furthermore,
functions , , and are given on D and some source Je : D C3 . Then the problem is to
determine a solution (E, H) of the time harmonic Maxwell system
curl E iH = 0 in D ,
curl H + (i )E = Je
in D ,
(1.21a)
(1.21b)
with the boundary condition

E = 0 on D .
(1.21c)
1.5. THE REFERENCE PROBLEMS
25
, ,

E =0
Of course, for general , , L (R3 ) we have to give first a correct interpretation of the
differential equations by a so called weak formulation, which will be presented in detail in
Chapter 4.
Throughout, we will have these two reference problems in mind for the whole presentation.
We will start with constant electric parameters inside or outside a ball. Then we can expect
radially symmetric solutions which can be computed by separation of variables in terms
of spherical coordinates. This approach will be worked out in Chapter 2. It will lead us
to a better understanding of electromagnetic waves from its expansion into spherical wave
functions. In particular, we can see explicitely in which way the boundary data are attained.
In Chapter 3 we will use the fundamental solution of the scalar Helmholtz equation to
represent electromagnetic waves by integrals over the boundary D of the region D. These
integral representations by boundary potentials are the basis for deriving integral equations
on D. We prefer to choose the indirect approach; that is, to search for the solution in
terms of potentials with densities which are determined by the boundary data through a
boundary integral equation. To solve this we will apply the RieszFredholm theory. In this
way we are to prove the existence of unique solutions of the first reference problem for any
perfectly conducting smooth scattering obstacle.
The cavity problem will be investigated in Chapter 4. The treatment by a variational
approach requires the introduction of suitable Sobolev spaces. The Helmholtz decomposition
makes it possible to transfer the ideas of the simpler scalar Helmholtz equation to the Maxwell
system. The LaxMilgram theorem in Hilbert spaces is the essential tool to establish an
existence result for the second reference problem.
The reason for including Chapter 5 into this monograph is different than for Chapters 3 and
4. While for the latter ones our motivation was the teaching aspect (these chapters arose
from graduate courses) the motivation for Chapter 5 is that we were not able to find such
a thorough presentation of boundary integral methods for Maxwells equations on Lipschitz
domains in any textbook. Lipschitz domains, in particular polyedral domains, play obviously
an important role in praxis. We were encouraged by our collegues from the numerical analysis
26
group to include this chapter to have a reference for further studies. The integral equation
methods themselves are not much different from the classical ones on smooth boundaries.
The mapping properties of the boundary operators, however, require a detailed study of
Sobolev spaces on Lipschitz boundaries. In this Chapter 5 we use and combine methods of
Chapters 3 and 4. Therefore, this chapter can not be studied independently of Chapters 3
and 4.
Chapter 2
Expansion into Wave Functions
This chapter, which is totally independent of the remaining parts of this monograph,1 studies
the fact that the solutions of the scalar Helmholtz equation or the vectorial Maxwell system
in balls can be expanded into certain special wave functions. We begin by expressing the
Laplacian in spherical coordinates and search for solutions of the scalar Laplace equation
or Helmholtz equation by separation of the (spherical) variables. It will turn out that
the spherical parts are eigensolutions of the LaplaceBeltrami operator while the radial
part solves an equation of Euler type for the Laplace equation and the spherical Bessel
differential equation for the case of the Helmholtz equation. The solutions of these differential
equations will lead to spherical harmonics and spherical Bessel and Hankel functions. We
will investigate these special functions in detail and derive many important properties. The
main goal is to express the solutions of the interior and exterior boundary value problems
as series of these wave functions. As always in this monograph we first present the analysis
for the scalar case of the Laplace equation and the Helmholtz equation before we consider
the more complicated case of Maxwells equations.
2.1
Separation in Spherical Coordinates
The starting point of our investigation is the boundary value problem inside (or outside)
the simple geometry of a ball in the case of a homogeneous medium. We are interested in
solutions u of the Laplace equation or Helmholtz equation and later of the time-harmonic
Maxwell system which can be separated into a radial part v : R>0 C and a spherical
part K : S 2 C; that is,
u(x) = v(r) K(
x) ,
except of the proof of a radiation condition
27
r > 0 , x S 2 ,
28
CHAPTER 2. EXPANSION INTO WAVE FUNCTIONS
where S 2 = {x R3 : |x| = 1} denotes the unit sphere in R3 . Here, r = |x| =

x
S 2 denote the spherical coordinates; that is,
and x = |x|
p
x21 + x22 + x23
r cos sin
x = r sin sin
r cos
with r R>0 , [0, 2), [0, ] ,
and x = (cos sin , sin sin , cos )> .

In the previous chapter we have seen already the importance of the differential operator
in the modelling of electromagnetic waves. It occurs directly in the stationary cases and also
in the differential equations for the magnetic and electric Hertz potentials. Also, solutions
of the full Maxwell system solve the vector Helmholtz equation in particular cases. Thus the
representation of the Laplacian in spherical polar coordinates is of essential importance.

1
1
2
1
2
+ 2
r
+ 2 2
sin
(2.1)
= 2
r r
r
r sin
r sin 2

2
1
2
1
2
+
+ 2 2
+ 2
sin
.
=
r2
r r
r sin
r sin 2
Definition 2.1 Functions u : R which satisfy the Laplace equation u = 0 in are
called harmonic functions in . Complex valued functions are harmonic if their real and
imaginary parts are harmonic.
2
2
(r2 r
) = r
The Laplace operator separates into a radial part, which is r12 r
2 + r r , and the
spherical part which is called the Laplace-Beltrami operator, a differential operator on the
unit sphere.
Definition 2.2 The differential operator S 2 : C 2 (S 2 ) C(S 2 ) with representation

1 2
1
S 2 =
+
sin
.
sin2 2 sin
in spherical coordinates is called spherical Laplace-Beltrami operator on S 2 .
With the notation of the Beltrami operator and Dr =
we obtain
1
1
2
1
= Dr2 + Dr + 2 S 2 = 2 Dr r2 Dr + 2 S 2 .
r
r
r
r
Assuming that a potential or a component of a time-harmonic electric or magnetic field can
be separated as u(x) = u(r
x) = v(r)K(
x) with r = |x| and x = x/|x| S 2 , a substitution
2
into the Helmholtz equation u + k u = 0 for some k C leads to
2
1
0 = u(r
x) + k 2 u(r
x) = v 00 (r) K(
x) + v 0 (r) K(
x) + 2 v(r) S 2 K(
x) + k 2 v(r) K(
x) .
r
r
2.1. SEPARATION IN SPHERICAL COORDINATES
29
Thus we obtain, provided v(r)K(

x) 6= 0,
v 00 (r) + 2r v 0 (r)
1 S 2 K(
x)
+ 2
+ k2 = 0 .
v(r)
r K(
x)
(2.2)
If there is a nontrivial solution of the supposed form, it follows the existence of a constant
C such that v satisfies the ordinary differential equation
r2 v 00 (r) + 2r v 0 (r) +

k 2 r2 + v(r) = 0 for r > 0 ,
(2.3)
and K solves the partial differential equation

S 2 K(
x) = K(
x) on S 2 .
(2.4)
In the functional analytic language the previous equation describes the problem to determine
eigenfunctions K and corresponding eigenvalues of the spherical Laplace-Beltrami operator
S 2 . This operator is selfadjoint and non-positive with respect to the L2 (S 2 )norm, see
Exercise 2.2. Especially, we observe that R<0 . We will explicitely construct a complete
orthonormal system of eigenfunctions although the existence of such a system follows from
functional analytic arguments as well because the resolvent of S 2 is compact.
We observe that the parameter k appears in the equation for v only. The spherical equation
(2.4) is independent of k, and the system of eigenfunctions will be used for both, the Laplace
and the Helmholtz equation.
Using the explicit representation of the spherical Laplace-Beltrami operator transforms (2.4)
into

2
K(, ) + sin
sin
K(, ) = sin2 K(, )
2
where we write K(, ) for K(

x). Assuming eigenfunctions of the form K(, ) = y1 () y2 ()
leads to
0
sin sin y20 ()
y100 ()
+
sin2 = 0
(2.5)
y1 ()
y2 ()
provided y1 ()y2 () 6= 0. If the decomposition is valid there exists a constant C such
that y100 = y1 . Since we are interested in differentiable solutions u, the function y1 must
be 2 periodic. Using a fundamental system of the linear ordinary differential equation we
conclude that = m2 with m Z, and the general solution of y100 = y1 is given by
y1,m () = c1 eim + c2 eim = c1 cos(m) + c2 sin(m)
with arbitrary constants c1 , c2 C and c1 , c2 C, respectively.
We assume that the reader is familar with the basics of the classical Fourier theory. In
particular, we recall that every function f L2 (, ) allows an expansion in the form
f (t) =
X
mZ
fm eimt
30
with Fourier coefficients

fm
1
=
2
f (s)eims ds ,
m Z.
The convergence of the series must be understood in the L2 -sense, that is,
2
Z
M

X

imt
f
(t)
f
e

dt 0 , N, M .
m

m=N
Thus by the previous result we conclude that the possible functions {y1,m : m Z} constitute
a complete orthonormal system in L2 (, ).
Next we consider the dependence on . Using = m2 turns (2.5) into
0

sin sin y20 () m2 + sin2 y2 () = 0
for y2 . With the substitution z = cos (1, 1] and w(z) = y2 () we arrive at the associated
Legendre differential equation

0
m2
2
0
(1 z )w (z) +
w(z) = 0 .
(2.6)
1 z2
An investigation of this equation will be the main task of the next section leading to the
so called Legendre polynomials and to a complete orthonormal system of spherical surface
harmonics. In particular, we will see that only for = n(n + 1) for n N0 there exist
smooth solutions.
Obviously, the radial part of separated solutions given by the ordinary differential equation
(2.3) depends on the wave number k. For k = 0 and = n(n + 1) we obtain the Euler
equation
r2 v 00 (r) + 2r v 0 (r) n(n + 1) v(r) = 0 .
(2.7)
By the ansatz v(r) = r we compute ( + 1) = n(n + 1), which leads to the fundamental
set of solutions
v1,n (r) = rn and v2,n (r) = r(n+1) .
If we are interested in nonsingular solutions of the Laplace equation inside a ball we have
to choose v1,n (r) = rn . In the exterior of a ball v2,n (r) = r(n+1) will lead to solutions which
decay as |x| tends to infinity.
In the case of k 6= 0 we rewrite the differential equation (2.3) for = n(n + 1) by the
substitution z = kr and v(r) = v(kr) into the spherical Bessel differential equation

z 2 v00 (z) + 2z v0 (z) + z 2 n(n + 1) v(z) = 0 .
(2.8)
In Section 2.5 we will discuss the Bessel functions, which solve this differential equation.
Combining spherical surface harmonics and the corresponding Bessel functions will lead to
solutions of the Helmholtz equation and further on also of the Maxwell system.
2.2. LEGENDRE POLYNOMIALS
2.2
31
Legendre Polynomials
Let us consider the case of harmonic functions u, that is u = 0. In the previous section
we saw already that a separation in spherical coordinates leads to solutions of the form
u(x) = rn (c1 eim + c2 ei m ) w(cos ) where w is determined by the associated Legendre
differential equation (2.6) with R<0 .
We discuss this real ordinary differential equation (2.6) first for the special case m = 0; that
is,

d
(1 z 2 ) w0 (z) w(z) = 0 , 1 < z < 1 .
(2.9)
dz
This is a differential equation of Legendre type.
The coefficients vanish at z = 1. We are going to determine solutions which are continuous
up to the boundary, thus w C 2 (1, +1) C[1, +1].
Theorem 2.3 (a) For = n(n + 1), n N {0}, there exists exactly one solution
w C 2 (1, +1) C[1, +1] with w(1) = 1. We set Pn = w. The function Pn is a
polynomial of degree n and is called Legendre polynomial of degree n. It satisfies the
differential equation

d
(1 x2 ) Pn0 (x) + n(n + 1) Pn (x) = 0 , 1 x 1 .
dx
(b) If there is no n N {0} with = n(n + 1) then there is no non-trivial solution of
(2.9) in C 2 (1, +1) C[1, +1].
Proof:
We make a first only formal ansatz for a solution in the form of a power series:
w(x) =
aj x j
j=0
and substitute this into the differential equation (2.9). A simple calculation shows that the
coefficients have to satisfy the recursion
aj+2 =
j(j + 1) +
aj ,
(j + 1)(j + 2)
j = 0, 1, 2, . . . .
(2.10)
The ratio test, applied to

w1 (x) =
a2k x
2k
and w2 (x) =
k=0
a2k+1 x2k+1
k=0
separately yields that the radius of convergence is one. Therefore, for any a0 , a1 R the
function w is an analytic solution of (2.9) in (1, 1).
Case 1: There is no n N {0} with aj = 0 for all j n; that is, the series does not reduce
to a finite sum. We study the behaviour of w1 (x) and w2 (x) as x tends to 1. First we
consider w1 and split w1 in the form
w1 (x) =
kX
0 1
k=0
a2k x
2k
X
k=k0
a2k x2k
32

where k0 is chosen such that 2k0 (2k0 +1)+ > 0 and (2k0 +1)/2 / (2k0 +1)(k0 +1) 1/2.
Then a2k does not change its sign anymore for k k0 . Taking the logarithm of (2.10) for
j = 2k yields

(2k + 1) /2
2k(2k + 1) +
+ ln |a2k | = ln 1
+ ln |a2k | .
ln |a2(k+1) | = ln
(2k + 1)(2k + 2)
(2k + 1)(k + 1)
Now we use the elementary estimate ln(1 u) u 2u2 for 0 u 1/2 which yields

2
(2k + 1) /2
(2k + 1) /2
+ ln |a2k |
ln |a2(k+1) |
(2k + 1)(k + 1)
(2k + 1)(k + 1)

1
c
2 + ln |a2k |
k+1
k
for some c > 0. Therefore, we arrive at the following estimate for ln |a2k |:
ln |a2k |
k1
X
j=k0
k1
X 1
1
c
+ ln |a2k0 | for k k0 .
j+1
j2
j=k
0
Using
k1
X
j=k0
j+1
Zk
k1 Z
X
dt
1
dt
=
= ln k ln k0
j+1
t
t
j=k
0
k0
yields
"
X
1
ln |a2k | ln k + ln k0 c
+ ln |a2k0 |
2
j
j=k0
|
{z
}
= c
and thus
exp c
for all k k0 .
k
is positive for all k k0 and thus
|a2k |
We note that a2k /a2k0

kX
0 1
a0
a2k
exp c
exp c X 1 2k
exp c
w1 (x)
x2k +
x c
ln(1 x2 ) .
a2k0
a2k0
a
k
|a
|
|a
|
k
|a
|
2k0
2k0
2k0
2k0
k=1
k=1
From this we observe that w1 (x) + as x 1 or w1 (x) as x 1 depending
on the sign of a2k0 . By the same arguments one shows for positive a2k0 +1 that w2 (x) +
as x +1 and w2 (x) as x 1. For negative a2k0 +1 the roles of + and
have to be interchanged. In any case, the sum w(x) = w1 (x) + w2 (x) is not bounded on
[1, 1] which contradicts our requirement on the solution of (2.9). Therefore, this case can
not happen.
Case 2: There is m N with aj = 0 for all j m; that is, the series reduces to a finite sum.
Let m be the smallest number with this property. From the recursion formula we conclude
that = n(n + 1) for n = m 2 and, furthermore, that a0 = 0 if n is odd and a1 = 0 if
33
n is even. In particular, w is a polynomial of degree n. We can normalize w by w(1) = 1

because w(1) 6= 0. Indeed, if w(1) = 0 the differential equation
(1 x2 ) w00 (x) 2x w0 (x) + n(n + 1) w(x) = 0
for the polynomial w would imply w0 (1) = 0. Differentiating the differential equation would
yield w(k) (1) = 0 for all k N, a contradiction to w 6= 0.
2
In this proof of the theorem we have proven more than stated. We collect this as a corollary.
Corollary 2.4 The Legendre polynomials Pn (x) =
Pn
j=0
aj xj have the properties
(a) Pn is even for even n and odd for odd n.

(b) aj+2 =
j(j + 1) n(n + 1)
aj ,
(j + 1)(j + 2)
j = 0, 1, . . . , n 2.
Z+1
(c)
Pn (x)Pm (x) dx = 0 for n 6= m.
1
Proof: Only part (c) has to be shown. We multiply the differential equation (2.9) for Pn
by Pm (x), the differential equation (2.9) for Pm by Pn (x), take the difference and integrate.
This yields
Z+1
0 =

d
d
2
0
2
0
(1 x ) Pn (x) Pn (x)
(1 x ) Pm (x) dx
Pm (x)
dx
dx
Z+1
Pn (x) Pm (x) dx .
+ n(n + 1) m(m + 1)
The first integral vanishes by partial integration. This proves part (c).
Before we return to the Laplace equation we prove some further results for the Legendre
polynomials.
Lemma 2.5 For the Legendre polynomials it holds
max |Pn (x)| = 1 for all n = 0, 1, 2, . . . .
1x1
Proof:
For fixed n N we define the function

(x) := Pn (x)2 +
1 x2
Pn0 (x)2
n(n + 1)
for all x [1, +1] .
34
We differentiate and have

1 x2
x
00
0
0
0
P (x)
P (x)
(x) = 2 Pn (x) Pn (x) +
n(n + 1) n
n(n + 1) n

2 Pn0 (x)
d
2 x Pn0 (x)2
2
0
0
=
n(n + 1) Pn (x) + {(1 x ) Pn (x)} + x Pn (x) =
.
n(n + 1)
dx
n(n + 1)
|
{z
}
= 0 by the differential equation
Therefore 0 > 0 on (0, 1] and 0 < 0 on [1, 0); that is, is monotonously increasing on
(0, 1] and monotonously decreasing on [1, 0). Thus, we have
0 Pn (x)2 (x) max{(1), (1)} .
From (1) = (1) = 1 we conclude that |Pn (x)| 1 for all x [1, +1]. The lemma is
proven by noting that Pn (1) = 1.
2
A useful representation of the Legendre polynomials is a formula first shown by B.O. Rodrigues.
Theorem 2.6 For all n N0 the Legendre polynomials satisfy the formula of Rodrigues
Pn (x) =
1 dn 2
(x 1)n ,
2n n! dxn
x R.
Proof: First we prove that the right hand side solves the Legendre differential equation;
that is, we show that

n+1
d
dn
2
n
2 d
(2.11)
(1 x ) n+1 (x 1)
+ n(n + 1) n (x2 1)n = 0 .
dx
dx
dx
We observe that both parts are polynomials of degree n. We multiply the first part by xj for
some j {0, . . . , n}, integrate and use partial integration two times. This yields for j 1
Z1
Aj :=

Z1
n+1
n+1
d
2 d
2
n
j1
2 d
x
(1 x ) n+1 (x 1) dx = j x (1 x ) n+1 (x2 1)n dx
dx
dx
dx
j
Z1
= j
(j 1) xj2 (j + 1) xj
dn 2
(x 1)n dx .
dxn
We note that no boundary contributions occur and, furthermore, that A0 = 0. Now we

use partial integration n times again. No boundary contributions occur either since there is
always at least one factor (x2 1) left. For j n 1 the integral vanishes because the n-th
derivative of xj and xj2 vanish for j < n. For j = n we have
n
Z1
An = n(n + 1) (1) n!
1
(x2 1)n dx .
35
Analogously, we multiply the second part of (2.11) by xj , integrate, and apply partial integration n-times. This yields
Z1
Bj = n(n + 1)
dn
xj n (x2 1)n dx = n(n + 1) (1)n n!
dx
Z1
(x2 1)n dx if j = n
and zero if j < n. This proves that the polynomial

n+1
d
dn
2 d
2
n
(1 x ) n+1 (x 1)
+ n(n + 1) n (x2 1)n
dx
dx
dx
of degree n is orthogonal in L2 (1, 1) to all polynomials of degree at most n and, therefore,
has to vanish. Furthermore,

dn
dn 2
n
n
n
(x + 1) (x 1)
(x 1)
=
dxn
dxn
x=1
x=1

n k

X

n d
dnk
n
n
(x
+
1)
(x
1)
.
=

k dxk
dxnk
x=1
k=0
x=1

dnk
n
(x
1)
From
= 0 for k 1 we conclude

dxnk
x=1

n n dn
dn 2
n
n
=
2
= 2n n!
(x
1)
(x
1)

n
0
dxn
dx
x=1
x=1
2
which proves the theorem.
As a first application of the formula of Rodrigues we can compute the norm of Pn in L2 (1, 1).
Theorem 2.7 The Legendre polynomials satisfy
Z+1
(a)
Pn (x)2 dx =
2
for all n = 0, 1, 2, . . ..
2n + 1
Z+1
(b)
x Pn (x) Pn+1 (x) dx =
2(n + 1)
for all n = 0, 1, 2, . . ..
(2n + 1)(2n + 3)
Proof:
Z+1
(a) We use the representation of Pn by Rodrigues and n partial integrations,
n
dn 2
n d
(x
1)
(x2 1)n dx = (1)n
dxn
dxn
Z+1
2
d2n 2
n
(x
1)
(x 1)n dx
dx2n
Z+1
Z+1
2
n
= (1) (2n)! (x 1) dx = (2n)! (1 x2 )n dx .
n
36
Z+1
It remains to compute In := (1 x2 )n dx.
1
We claim:
In = 2
(n!)2
2n(2n 2) 2
= 2 4n
(2n + 1)(2n 1) 1
(2n + 1)!
for all n N .
The assertion is true for n = 1. Let it be true for n 1, n 2. Then

In = In1

Z+1
Z+1
d 1
2
2 n1
2 n
x (1 x )
dx = In1 +
x
(1 x ) dx
dx 2n
1
= In1
1
In
2n
and thus In =
2n
In1 .
2n + 1
This proves the representation of In . We arrive at

Z+1
Pn (x)2 dx =
1
2
(n!)2
n
(2n)!
2
4
=
.
n
2
(2 n!)
(2n + 1)!
2n + 1
(b) This is proven quite similarily:

Z+1
dn
dxn+1
x n (x2 1)n n+1 (x2 1)n+1 dx
dx
dx
1
n

Z+1
n+1
d
n+1
2
n+1 d
2
n
= (1)
(x 1)
(x 1) dx
x
dxn+1 dxn
1
= (1)n+1
Z+1
d2n+1 2
d2n 2
n
(x
1)
(x 1)n
(x2 1)n+1
x
+
(n
+
1)
dx
dx2n+1
2n
dx {z
|
{z
}
|
}
1
=0
= (n + 1) (1)n+1 (2n)! In+1 = 2(n + 1)(2n)!
= (n + 1)
=(2n)!
(2n + 2)(2n)(2n 2) 2
(2n + 3)(2n + 1)(2n 1) 1
2(2n n!)(2n+1 (n + 1)!)

,
(2n + 1)(2n + 3)
which yields the assertion.
The formula of Rodrigues is also useful in proving recursion formulas for the Legendre
polynomials. We prove only some of these formulas. For the remaining parts we refer
to the exercises.
37
Theorem 2.8 For all x R and n N, n 0, we have

0
0
(a) Pn+1
(x) Pn1
(x) = (2n + 1) Pn (x),
(b) (n + 1)Pn+1 (x) = (2n + 1)x Pn (x) nPn1 (x),

0
(c) Pn0 (x) = nPn1 (x) + xPn1
(x),
0
(x),
(d) xPn0 (x) = nPn (x) + Pn1

(e) (1 x2 )Pn0 (x) = (n + 1) x Pn (x) Pn+1 (x) = n x Pn (x) Pn1 (x) ,
0
0
(x) = Pn (x) + 2x Pn0 (x),
(x) + Pn1
(f ) Pn+1

(g) (2n + 1)(1 x2 )Pn0 (x) = n(n + 1) Pn1 (x) Pn+1 (x) ,
0
0
(h) n Pn+1
(x) (2n + 1)x Pn0 (x) + (n + 1)Pn1
(x) = 0.
In these formulas we have set P1 = 0.

Proof: (a) The formula is obvious for n = 0. Let now n 1. We calculate, using the
formula of Rodrigues,
1
dn+2 2
(x 1)n+1
2n+1 (n + 1)! dxn+2

1
dn
d
2
n
= n+1
x (x 1)
2(n + 1)
2
(n + 1)! dxn
dx
0
Pn+1
(x) =

1 dn 2
n
2 2
n1
(x
1)
+
2n
x
(x
1)
2n n! dxn

1
dn 2
n
2
n1
= Pn (x) + n1
(x
1)
+
(x
1)
2
(n 1)! dxn
=
0
= Pn (x) + 2n Pn (x) + Pn1
(x)
which proves formula (a).

(b) The orthogonality of the system {Pn : n = 0, 1, 2, . . .} implies its linear independence.
Therefore, {P0 , . . . , Pn } forms a basis of the space Pn of all polynomials of degree n. This
yields existence of n , n R and qn3 Pn3 such that
Pn+1 (x) = n xPn (x) + n Pn1 (x) + qn3 .
The orthogonality condition implies that
Z+1
qn3 Pn+1 dx = 0 ,
Z+1
qn3 Pn1 dx = 0 ,
Z+1
x qn3 (x) Pn (x) dx = 0 ,
38
thus
Z+1
qn3 (x)2 dx = 0 ,
1
and therefore qn3 0. From 1 = Pn+1 (1) = n Pn (1) + n Pn1 (1) = n + n we conclude
that
Pn+1 (x) = n x Pn (x) + (1 n )Pn1 (x) .
We determine n by Theorem 2.7:
Z+1
0 =
Pn1 (x) Pn+1 (x) dx
1
Z+1
Z+1
= n x Pn1 (x) Pn (x) dx + (1 n ) Pn1 (x)2 dx
1

= n
thus n =
2n
2
(2n 1)(2n + 1)
2n 1

+
2
,
2n 1
2n + 1
. This proves part (b).
n+1
(c) The definition of Pn yields

1 dn+1 2
(x 1)n
2n n! dxn+1
1
dn
[x(x2 1)n1 ]
= n1
2 (n 1)! dxn
Pn0 (x) =
x
n
dn 2
dn1 2
n1
(x
1)
+
(x 1)n1
n1
n
n1
n1
2 (n 1)! dx
2 (n 1)! dx
0
= x Pn1
(x) + n Pn1 (x) .
(d) Differentiation of (b) and multiplication of (c) for n + 1 instead of n by n + 1 yields

0
0
(x),
(n + 1) Pn+1
(x) = (2n + 1)x Pn0 (x) + (2n + 1)Pn (x) nPn1
0
(n + 1) Pn+1
(x) = (n + 1)2 Pn (x) + (n + 1)x Pn0 (x) ,
thus by subtraction

0
0 = (2n + 1) (n + 1)2 Pn (x) + (2n + 1) (n + 1) x Pn0 (x) n Pn1
(x)
which yields (d).
For the proofs of (e)(h) we refer to the exercises.
Now we go back to the associated Legendre differential equation (2.6) and determine solutions
in C 2 (1, +1) C[1, +1] for m 6= 0.
39
Theorem 2.9 The functions

dm
Pn (x) , 1 < x < 1, 0 m n ,
dxm
are solutions of the differential equation (2.6) for = n(n + 1); that is,

m2
d
2 d
m
(1 x ) Pn (x) + n(n + 1)
Pnm (x) = 0 , 1 < x < 1 ,
2
dx
dx
1x
Pnm (x) = (1 x2 )m/2
for all 0 m n. The functions Pnm are called associated Legendre functions.
Proof:
We compute
d m
dm
dm+1
Pn (x) = m x (1 x2 )m/2 m Pn (x) + (1 x2 )m/2+1 m+1 Pn (x) ,
dx
dx
dx

d
d
dm
(1 x2 ) Pnm (x) = m Pnm (x) + m2 x2 (1 x2 )m/21 m Pn (x)
dx
dx
dx
(1 x2 )
2 m/2
m x (1 x )
dm+1
Pn (x)
dxm+1
(m + 2) x (1 x2 )m/2
= m Pnm (x) +
dm+1
Pn (x) + Pnm+2 (x)
dxm+1
m2 x2 m
(m + 1) 2x m+1
Pn (x)
Pn (x)
2
1x
1 x2
+ Pnm+2 (x) .
Differentiating equation (2.9) m times yields
m+1
m+2k
X m + 1 dk
dm
2 d
(1
x
)
P
(x)
+
n(n
+
1)
P (x) = 0 .
k
m+2k n
m n
k
dx
dx
dx
k=0
(2.12)
The sum reduces to three terms only, thus

(1 x2 )

dm
dm+2
dm+1
P
(x)
(m
+
1)
2x
P
(x)
+
n(n
+
1)
m(m
+
1)
Pn (x) = 0 .
n
n
dxm+2
dxm+1
dxm
We multiply the identity by (1 x2 )m/2 and arrive at

Pnm+2 (x)

(m + 1) 2x m+1
Pn (x) + n(n + 1) m(m + 1) Pnm (x) = 0 .

1 x2
Combining this with the previous equation by eliminating the terms involving Pnm+1 (x) and
Pnm+2 (x) yields

d
m2 x 2 m
2 d
m
(1 x ) Pn (x) = m Pnm (x) +
Pn (x) n(n + 1) m(m + 1) Pnm (x)
2
dx
dx
1x

m2
=
n(n + 1) Pnm (x)
1 x2
40
2.3
Expansion into Spherical Harmonics
Now we return to the Laplace equation u = 0 and collect our arguments. We have shown
that for n N and 0 m n the functions
n m
i m
hm
n (r, , ) = r Pn (cos ) e
are harmonic functions in all of R3 . Analogously, the functions

v(r, , ) = rn1 Pnm (cos ) eim
are harmonic in R3 \ {0} and decay at infinity.
It is not so obvious that the functions hm
n are polynomials.
im
n m
with 0 m n are homoTheorem 2.10 The functions hm
n (r, , ) = r Pn (cos ) e
n n
geneous polynomials of degree n. The latter property means that hm
n (x) = hm (x) for all
x Rn and R.
Proof: First we consider the case m = 0, that is the functions h0n (r, , ) = rn Pn (cos ).
Let n be even, that is, n = 2` for some `. Then
Pn (t) =
`
X
aj t2j ,
t R,
j=0
for some aj . From r = |x| and x3 = r cos we write h0n in the form
h0n (x)
= |x| Pn
x3
|x|
`
X
x2j
3
2(`j)
= |x|
a2j x2j
,
a2j 2j =
3 |x|
|x|
j=0
j=0
2`
`
X
and this is obviously a polynomial of degree 2` = n. The same arguments hold for odd
values of n.
Now we show that also the associated functions; that is, for m > 0, are polynomials of degree
n. We write

dm
m
n m
im
n
m
hn (r, , ) = r Pn (cos ) e
= r sin m Pn (x)
eim .
dx
x=cos
P`
dm
2jm
and set Q = dx
for some bj .
m Pn . Let again n = 2` be even. Then Q(t) =
j=0 bj t
Furthermore, we use the expressions
q
x3
1
cos =
,
sin =
x21 + x22 ,
r
r
as well as
cos =
1 x1
x1
= p 2
,
r sin
x1 + x22
x2
sin = p 2
.
x1 + x22
2.3. EXPANSION INTO SPHERICAL HARMONICS
41
to obtain
hm
n (x)
= r
nm
`
X
(x21
x22 )m/2
x
x (x + ix )m
3
3
1
2
nm
= r
Q
(x1 + ix2 )m
Q
2 m/2
2
r (x1 + x2 )
r
bj r2(`j) x2jm
(x1 + ix2 )m
3
j=0
which proves the assertion for even n. For odd n one argues analogously. It is clear from the
2
definition that the polynomial hm
n is homogeneous of degree n.
Definition 2.11 Let n N {0}.
(a) Homogeneous harmonic polynomials of degree n are called spherical harmonics of order
n.
(b) The functions Kn : S 2 C, defined as restrictions of spherical harmonics of degree n
to the unit sphere are called spherical surface harmonics of order n.
|m|
n
im
are spherical harmonics of order n
Therefore, the functions hm
n (r, , ) = r Pn (cos )e
for n m n. Spherical harmonics which do not depend on are called zonal. Thus, in
case of m = 0 the functions h0n are zonal spherical harmonics.
For any spherical surface harmonic Kn of order n the function

x
n
Hn (x) = |x| Kn
, x R3 ,
|x|
is a homogeneous harmonic polynomial; that is, a spherical harmonic. We immediately have
Lemma 2.12 If Kn denotes a surface spherical harmonic of order n, the following holds.
(a) Kn (
x) = (1)n Kn (
x) for all x S 2 .
R
(b) Kn (
x) Km (
x) ds(
x) = 0 for all n 6= m.
S2
Proof:
Part (a) follows immediately since Hn is homogeneous (set = 1).
(b) With Greens second formula in the region {x R3 : |x| < 1} we have

Z
Z
Hn Hm Hm Hn ds =
(Hn Hm Hm Hn ) dx = 0 .
r
r
S2
|x|1
Setting f (r) = Hn (r
x) = rn Hn (
x) for fixed x S 2 we have that f 0 (1) =
that is,
Z
Z
0 = (m n)
Hn Hm ds = (m n)
S2
H (
x)
r n
= n Hn (
x);
Kn Km ds .
S2
Now we determine the dimension of the space of spherical harmonics for fixed order n.
42
Theorem 2.13 The set of spherical harmonics of order n is a vector space of dimension
2n + 1. In particular, there exists a system {Knm : n m n} of spherical harmonics of
order n such that

Z
1 for m = `,
m
`
Kn Kn ds = m,` =
0 for m 6= ` ;
S2
that is, {Knm : n m n} is an orthonormal basis of this vector space.

Proof: Every homogeneous polynomial of degree n is necessarily of the form
Hn (x) =
n
X
Anj (x1 , x2 ) xj3
x R3 ,
(2.13)
j=0
where Anj are homogeneous polynomials with respect to (x1 , x2 ) of degree n j. Since Hn
is harmonic it follows that
0 = Hn (x) =
n
X
xj3
2 Anj (x1 , x2 ) +
j=0
2
n
X
j(j 1) xj2
Anj (x1 , x2 ) ,
3
j=2
where 2 = x
2 + x2 denote the two-dimensional Laplace operator. From 2 A0 = 2 A1 = 0
1
2
we conclude that
0 =
n2
X
[2 Anj (x1 , x2 ) + (j + 1)(j + 2) Anj2 (x1 , x2 )] xj3 ,
j=0
and thus by comparing the coefficients

Anj2 (x1 , x2 ) =
1
2 Anj (x1 , x2 )
(j + 1)(j + 2)
for all (x1 , x2 ) R2 , j = 0, . . . , n 2; that is (replace n j by j)

Aj2 =
1
2 Aj
(n j + 1)(n j + 2)
for j = n, n 1, . . . , 2 .
(2.14)
Also, one can reverse the arguments: If An and An1 are homogeneous polynomials of degree
n and n 1, respectively, then all of the functions Aj defined by (2.14) are homogeneous
polynomials of degree j, and Hn is a homogeneous harmonic polynomial of order n.
Therefore, the space of all spherical harmonics of order n is isomorphic to the space

(An , An1 ) : An , An1 are homogeneous polynomials of degree n and n 1, resp. .
From the representation An (x1 , x2 ) =
n
P
ai xi1 x2ni we note that the dimension of the space of
i=0
all homogeneous polynomials of degree n is just n + 1. Therefore, the dimension of the space
of all spherical harmonics of order n is (n + 1) + n = 2n + 1. Finally, it is well known that
43
any basis of this finite dimensional Euclidian space can be orthogonalized by the method of
Schmidt.
2
Remark: The set {Knm : n m n} is not uniquely determined. Indeed, for any
orthogonal matrix A R33 ; that is, A> A = I, also the set {Knm (Ax) : n m n} is an
orthonormal system. Indeed, the substitution x = Ay yields
Z
Z
m0
m
Knm (Ay) Knm00 (Ay) ds(y) = n,n0 m,m0 .
Kn (x) Kn0 (x) ds(x) =
S2
S2
|m|
n
im
m
with
Now we can state that the spherical harmonics hm
n (x) = hn (, ) = r Pn (cos )e
n m n, which we have determined by separation, constitute such an orthogonal basis
of the space of spherical harmonics of order n.
|m|
n
im
, n m n are spherical
Theorem 2.14 The functions hm
n (r, , ) = r Pn (cos )e
harmonics of order n. They are mutually orthogonal and, therefore, form an orthogonal basis
of the (2n + 1)-dimensional space of all spherical harmonics of order n.
Proof: We already know that hm

n are spherical harmonics of order n N. Thus the
theorem follows from
Z
`
hm
n (x) hn (x) dx
Z1 Z Z2
=
0
|x|<1
r2n Pn|m| (cos ) Pn|`| (cos ) ei(m`) r2 sin d d dr = 0
for m 6= `.
We want to normalize these functions. First we consider the associated Legendre functions.
Theorem 2.15 The norm of the associated Legendre functions Pnm in L2 (1, 1) is given by
Z+1
Pnm (x)2 dx =
2
(n + m)!
,
2n + 1 (n m)!
m = 0, . . . , n,
n N {0} .
Proof:
The case m = 0 has been proven in Theorem 2.7 already.
For m 1 partial integration yields

Z+1
Z+1
dm
dm
Pnm (x)2 dx =
(1 x2 )m m Pn (x) m Pn (x) dx
dx
dx
1
Z+1
=
1

m1
m
d
d
2 m d
(1 x )
P
(x)
Pn (x) dx .
n
dx
dxm
dxm1
(2.15)
44
Now we differentiate the Legendre differential equation (2.9) (m 1)-times (see (2.12) for m
replaced by m 1); that is,
(1 x2 )

dm1
dm+1
dm
P
(x)
2m
x
P
(x)
+
n(n
+
1)
m(m
1)
Pn (x) = 0 ,
n
n
dxm+1
dxm
dxm1
thus, after multiplication by (1 x2 )m1 ,

m
m1

d
2 m d
2 m1 d
(1 x )
P
(x)
+
n(n
+
1)
m(m
1)
(1
x
)
Pn (x) = 0 .
n
dx
dxm
dxm1
Substituting this into (2.15) yields
Z+1
Z+1
Z+1

2
2
m1
m
Pn (x) dx = (n+m) (nm+1) Pnm1 (x)2 dx .
Pn (x) dx = n(n+1)m(m1)
1
This is a recursion formula for
+1
R
Pnm (x)2 dx with respect to m and yields the assertion by
using the formula for m = 0.

Now we define the normalized spherical surface harmonics Ynm by
s
(2n + 1) (n |m|)! |m|
Ynm (, ) :=
Pn (cos ) eim , n m n, n = 0, 1, . . .
4 (n + |m|)!
(2.16)
They form an orthonormal system in L2 (S 2 ). We will identify Ynm (x) with Ynm (, ) for
x = (sin cos , sin sin , cos )> S 2 .
From (2.4) with = n(n + 1) we remember that Ynm satisfies the differential equation

1
Ynm (, )
1 2 Ynm (, )
+ n(n + 1) Ynm (, ) = 0 ;
sin
+
2
2
sin
sin
that is,
S 2 Ynm + n(n + 1) Ynm = 0
(2.17)
with the Laplace-Beltrami operator S 2 of Definition 2.2. Thus, we see that = n(n + 1)
for n N are the eigenvalues of S 2 with eigenfunctions Ynm , |m| n. We mentioned
already (see also Exercise 2.2) that this operator S 2 is selfadjoint and non-negative. In the
setting of abstract functional analysis we note that is a densely defined and unbounded
operator from L2 (S 2 ) into itself which is selfadjoint. This observation
allows the use of
general functional analytic tools to prove, e.g., that the eigenfunctions Ynm : |m| n, n =
0, 1, . . . of form a complete orthonormal system of L2 (S 2 ). We are going to prove this
fact directly starting with the following result which is of independent interest.
Theorem 2.16 For any f L2 (1, 1) the following FunkHecke Formula holds.
Z
f (x y) Ynm (y) ds(y) = n Ynm (x) , x S 2 ,
S2
for all n N and m = n, . . . , n where n = 2
R1
1
f (t) Pn (t) dt.
45
Proof: We keep x S 2 fixed and choose an orthogonal matrix A which depends on x

such that x := A1 x = A> x is the north pole; that is, x = (0, 0, 1)> . The transformation
y = Ay 0 yields
Z
Z
Z
m
0
m
0
0
f (x y) Yn (y) ds(y) =
f (x Ay ) Yn (Ay ) ds(y ) =
f (
x y) Ynm (Ay) ds(y) .
S2
S2
S2
The function Ynm (Ay) is again a spherical surface harmonic of order n, thus
Ynm (Ay)
n
X
ak Ynk (y) ,
y S2 ,
(2.18)
k=n
where ak =
Ynm (Ay) Ynk (y) ds(y). Using this and polar coordinates
S2
y = (sin cos , sin sin , cos )> S 2 yields (note that x y = cos )
Z
Z
n
X
m
f (x y) Yn (y) ds(y) =
ak f (
x y) Ynk (y) ds(y)
S2
k=n
S2
n
X
ak
k=n
(2n + 1) (n |k|)!
4 (n + |k|)!
Z
r
= a0
f (cos ) Pn|k| (cos ) eik d sin d
2n + 1
2
4
f (cos ) Pn (cos ) sin d = n a0

0
2n + 1
4
where we have used the substitution t = cos in the last integral. Now we substitute y = x
in (2.18) and have, using Ykn (
x) = 0 for k 6= 0,
r
n
X
2n + 1
Ynm (x) = Ynm (A
Pn (1) ,
x) =
ak Ynk (
x ) = a0
4 | {z }
k=n
thus
=1
f (x y) Ynm (y) ds(y) = n Ynm (x)
S2
As a first application of this result we prove the addition formula. A second application will
be the JacobiAnger expansion, see Theorem 2.32.
Theorem 2.17 The Legendre polynomials Pn and the spherical surface harmonics defined
in (2.16) satisfy the addition formula
n
X
4
Pn (x y) =
Y m (x) Ynm (y)
2n + 1 m=n n
for all x, y S 2 .
46
Proof: For fixed y S 2 the function x 7 Pn (x y) is a spherical harmonic of order n and,

therefore, has an expansion of the form
Z
n
n
X
X
Pn (x y) =
Pn (z y) Y m (z) ds(z) Ynm (x) =
n Y m (y) Ynm (x)
m=n
S2
m=n
with
Z
4
2n + 1
1
by Theorem 2.7 where we used the previously proven FunkHecke formula for f = Pn .
n = 2
Pn (t) Pn (t) dt =
We formulate a simple conclusion as a corollary.

Corollary 2.18
(a)
n
X
|Ynm (x)|2 =
m=n
r

(b) Ynm (x)
2n + 1
4
2n + 1
4
for all x S 2 and n = 0, 1, . . ..
for all x S 2 and n = 0, 1, . . ..
Proof: Part (a) follows immediately from the Addition Formula of Theorem 2.17 for y = x.
Part (b) follows directly from (a).
2
After this preparation we are able to prove the completeness of the spherical surface harmonics.

Theorem 2.19 The functions Ynm : n m n, n N {0} are complete in L2 (S 2 );
that is, every function f L2 (S 2 ) can be expanded into a generalized Fourier series in the
form
X
n
X
f =
(f, Ynm )L2 (S 2 ) Ynm .
(2.19a)
n=0 m=n
The series can also be written as

Z
1 X
(2n + 1) f (y) Pn (y x) ds(y) ,
f (x) =
4 n=0
x S2 .
(2.19b)
S2
The convergence in (2.19a) and (2.19b) has to be understood in the L2 sense.

Furthermore, on bounded sets in C 1 (S 2 ) the series converge even uniformly; that is, for every
M > 0 and > 0 there exists N0 N, depending only on M and , such that
N

n
X X

(f, Ynm )L2 (S 2 ) Ynm f

n=0 m=n

N
n
X

X

m
m
= max2
(f, Yn )L2 (S 2 ) Yn (
x) f (
x)

x
S
n=0 m=n
47
for all N N0 and all f C 1 (S 2 ) with kf k1, = max{kf k , kf 0 k } M , and, analogously, for (2.19b).
Here, the space C 1 (S 2 ) consists of those functions f such that (with respect to spherical
coordinates and ) the functiuons f , f /, and sin1 f / are continuous and periodic
with respect to .
Proof: First we prove the second part. Therefore, let f C 1 (S 2 ) with kf k1, M . With
the Addition Formula, see Theorem 2.17, we obtain for the partial sum
Z
N
n
N
n
X
X
X
X
m
m
(SN f )(x) =
(f, Yn )L2 (S 2 ) Yn (x) =
f (y)
Ynm (x) Ynm (y) ds(y)
n=0 m=n
S2
n=0 m=n
N Z
X
2n + 1
Pn (x y) f (y) ds(y) .
=
4
n=0
S2
0
0
This yields already the equivalence of (2.19a) and (2.19b). With (2n + 1) Pn = Pn+1
Pn1
of Theorem 2.8 (set P1 0) this yields
N Z
0

1 X
0
(SN f )(x) =
f (y) Pn+1
(x y) Pn1
(x y) ds(y)
4 n=0
S2
1
4

f (y) PN0 +1 (x y) + PN0 (x y) ds(y) .
S2
Let again z = (0, 0, 1)> be the north pole and choose an orthogonal matrix A (depending on
x) such that Ax = z. Then, by the transformation formula,
Z

1
f (Ay) PN0 +1 (z y) + PN0 (z y) ds(y) .
(SN f )(x) =
4
S2
In spherical polar coordinates y(, ) = (sin cos , sin sin , cos )> this is, defining F () =

R2
1
f Ay(, ) d,
2
0
1
(SN f )(x) =
2

F () PN0 +1 (cos ) + PN0 (cos ) sin d
1
=
2
Z+1

F (arccos t) PN0 +1 (t) + PN0 (t) dt
1

Z+1

+1

1
1
d
=
F (arccos t) PN +1 (t) + PN (t)
F (arccos t) PN +1 (t) + PN (t) dt .
2
2
dt
1
|
{z
}
1
=F (0)
48
We note that partial integration is allowed because t 7 F (arccos t) is continuously differentiable in (1, 1) and continuous in [1, 1]. The value = 0 corresponds to the north pole
y = z, thus
Z2
1
f (Az) d = f (Az) = f (x) ,
F (0) =
2
0
and therefore for any (0, 1) we obtain

+1

Z

1
d
(SN f )(x) f (x) =

F
(arccos
t)
P
(t)
+
P
(t)
dt
N
+1
N

2 dt

1
1+
Z
+
1
Z1
1+

Z1
d

+
dt F (arccos t) |PN +1 (t)| + |PN (t)| dt
1
1
( I1 + I2 + I3 ) .
2

We estimate these contributions separately. First we use that Pn (t) 1 for all t [1, 1]
and n N (see Lemma 2.5). From dtd arccos t < 0 we conclude
1+
Z
I1 + I3
Z1
|F 0 (arccos t)|
d
arccos t dt
dt

kF 0 k arccos(1 + ) + arccos(1 )

M arccos(1 + ) + arccos(1 ) .
Let now > 0 be given. Choose such that I1 + I3 2 . Then depends only on M and .
With this choise of we consider I2 and use the inequality of Cauchy-Schwarz.
I2

Z+1
d

max F (arccos t) 1 |PN +1 (t)| + |PN (t)| dt

1+t1 dt
{z
}1
|
=:c
2 c kPN +1 kL2 + kPN kL2
2 2c
2
.
2N + 1
We estimate c by
0
c kF k

d

max arccos t M
1+t1 dt

d

max arccos t .
1+t1 dt
Now we can choose N0 , depending only on and M , such that I2 2 for all N N0 .
Therefore, |SN (f )(x) f (x)| for all N N0 . This proves uniform convergence of the
Fourier series.
49
The first part is proven by an approximation argument. Indeed, we use the general property
of orthonormal systems that SN f is the best approximation of f in the subspace span{Ynm :
|m| n, n = 0, . . . , N }; that is,
kSN f f kL2 (S 2 ) kg f kL2 (S 2 )
for all g span{Ynm : |m| n, n = 0, . . . , N } .
Let now f L2 (S 2 ) and > 0 be given. Since the space C 1 (S 2 ) is dense in L2 (S 2 ) there
exists h C 1 (S 2 ) such that kh f kL2 (S 2 ) /2. Therefore,
kSN f f kL2 (S 2 ) kSN h f kL2 (S 2 ) kSN h hkL2 (S 2 ) + kh f kL2 (S 2 )
4 kSN h hk + kh f kL2 (S 2 ) 4 kSN h hk + .
2
Since SN h converges uniformly to h we can find N0 N such that the first part is less than
/2 for all N N0 which ends the proof.
2
As a corollary we can prove completeness of the Legendre polynomials.

p
Corollary 2.20 The polynomials
n + 1/2 Pn : n N0 form a complete orthonormal
system in L2 (1, 1); that is, for any f L2 (1, 1) there holds
f =

f n Pn
with
fn =
n=0
1
n+
2
Z1
f (t) Pn (t) dt , n N0 .
1
For f C 1 [1, 1] the series converges uniformly.

Proof: The function g(x) = f (x3 ) = f (cos ) can be considered as a function on the sphere
which is independent of , thus it is a zonal function. The expansion (2.19a) yields
f (x3 ) =
X
n
X
m
am
n Yn (x)
n=0 m=n
with
s
am
n
(g, Ynm )L2 (S 2 )
2n + 1 (n m)!
4 (n + m)!
Z Z2
0
f (cos ) Pn|m| (cos ) eim sin d d
m 6= 0 ,
0,
p
R
=
(2n + 1) f (cos ) Pn (cos ) sin d , m = 0 ,
0
m 6= 0 ,
0,
1
p
R
=
(2n + 1) f (t) Pn (t) dt , m = 0 .
1
Thus,
f (x3 ) =
X
n=0
and the proof is complete.
X
4
0
fn Yn (x) =
fn Pn (x3 )
2n + 1
n=0
50
2.4
Laplaces Equation in the Interior and Exterior of

a Ball
In the previous two sections we constructed explicitely a complete orthonormal system of

functions in L2 (S 2 ). They play exactly the role of the normalized exponential functions

1
exp(in) : n Z on the unit circle S 1 , parametrized by x = (cos , sin )> , [0, 2];
2
that is, the classical Fourier expansion functions. It is the aim of this section to expand
solutions of the Laplace equation for balls and solve the corresponding Dirichlet boundary
value problems.

Theorem 2.21 Let u C 2 B(0, R) be harmonic in the ball B(0, R); that is, satisfies
the Laplace equation u = 0 in B(0, R). Then there exist unique nm C, |m| n,
n = 0, 1, 2, . . . with
u(r
x) =
X
n
X
nm rn Ynm (
x) ,
0 r < R , x S 2 .
(2.20)
n=0 m=n
The series converges uniformly with all of its derivatives in every closed ball B[0, R0 ] with
R0 < R.
Proof: For every r (0, R) the function x 7 u(r
x) is in C 2 (S 2 ), and, therefore, can be
expanded into a series by Theorem 2.19; that is,
u(r
x) =
X
n
X
m
um
x) ,
n (r) Yn (
x S 2 .
n=0 m=n
m
The coefficients are given by um
n (r) = u(r, ), Yn

L2 (S 2 )
We show that um
n satisfies a differential equation of Euler type. Using the Laplace equation in spherical coordinates for u, the self-adjoint Laplace-Beltrami operator S 2 , and the
eigenvalue equation (2.17), yields

Z
d
)
2 d
m
2 u(r, x
r
un (r) =
r
Ynm (
x) ds(
x)
dr
dr
r
r
S2
Z
=
S 2 u(r, x) Ynm (
x) ds(
x)
S2
Z
=
u(r, x) S 2 Ynm (
x) ds(
x)
S2
Z
= n(n + 1)
u(r, x) Ynm (
x) ds(
x)
n(n + 1) um
n (r) .
S2
m n
The only smooth solution of this Euler differential equation is given by um
n (r) = n r for
arbitrary nm . Therefore, u has the desired form (2.20).
2.4. LAPLACES EQUATION IN THE INTERIOR AND EXTERIOR OF A BALL
51
It remains to prove uniqueness of the expansion coefficients and uniform convergence. We

with R0 < R
< R. Multiplying the representation of u(R
x) with
fix R0 < R and choose R

q
2
q
q
p
), Y
Yp (
x), and integrate over S to obtain u(R,
p L2 (S 2 ) = p R which proves uniqueness
m
of n . Furthermore, by the addition formula of Theorem 2.17 we find the representation
n
X
n
X

r
m
u(r
x) =
u(R, ), Yn L2 (S 2 )
Ynm (
x)
R
n=0 m=n
=
n Z
X
r
n=0
n
X
S 2 m=n
y ) ds(
Ynm (
y ) Ynm (
x) u(R
y)
Z
n
X
2n + 1
r
y ) ds(
=
Pn (
x y) u(R
y)
4
2
R
S
n=0

dj Pn
for r R and x S . From this representation and the observation that dtj (t) cj n2j on
0
[1, 1] (see Exercise 2.6) we conclude for any differential operator D` = |`| /(r`1 `2 `3 )
in spherical coordinates that the series for D` u(x) converges uniformly in B[0, R0 ] because,
using the Cauchy-Schwarz inequality, it is dominated by the convergent series
0 n
X
R
2`
c ku(R, )kL2 (S 2 )
(2n + 1) n
R
n=0
2
for some c > 0. This ends the proof.

Now we consider the boundary value problem of Dirichlet type in B(0, R); that is,
u = 0 in B(0, R) ,
u = f on B(0, R) ,
(2.21)
for given boundary function f . We study the cases fR L2 (S 2 ) and fR C 2 (S 2 ) simultanously where we set fR (
x) = f (R
x), x S 2 , here and in the following.

Theorem 2.22 (a) For given fR L2 (S 2 ) there exists a unique solution u C 2 B(0, R)
of u = 0 in B(0, R) with
lim ku(r, ) fR kL2 (S 2 ) = 0 .
rR
The solution is given by the series

u(r
x) =
X
n
X
(fR , Ynm )L2 (S 2 )
n=0 m=n
r n
R
Ynm (
x)
r n Z
1 X
=
f (R
y ) Pn (
x y) ds(
y)
(2n + 1)
4 n=0
R
(2.22a)
(2.22b)
S2
for x = r
x B(0, R). They converge uniformly on every compact ball B[0, R0 ] for any
0
R < R.

(b) If fR C 2 (S 2 ) there exists a unique solution u C 2 B(0, R) C B[0, R] of (2.21)
which is again given by (2.22a), (2.22b). The series converge uniformly on B[0, R].
52
Proof: First we note that the series coincide by the addition formula as shown in the proof
of Theorem 2.21.
(a) To show uniqueness we assume that u is the difference of two solutions. Then u = 0
in B(0, R) and limrR ku(r, )kL2 (S 2 ) = 0. By the previous theorem u can be representated
as a series in the form (2.20). Let R0 < R and > 0 be arbitrary. Choose R [R0 , R) such
that ku kL2 (S 2 ) where u (
x) = u(R x). Multiplying the representiation of u(R x) with
q
Yp (
x) and integrating over S 2 yields (u , Ypq )L2 (S 2 ) = pq Rp , thus
u(r
x) =
X
n
X
(u , Ynm )L2 (S 2 )
n=0 m=n
r
R
n
Ynm (
x) x S 2 , r R .
Therefore, for r R0 ,
ku(r, )k2L2 (S 2 )
2n
X
n
X
n
X
X

2

r
m

(u , Ynm )L2 (S 2 ) 2
(u , Yn )L2 (S 2 )
=
R
n=0 m=n
n=0 m=n
= ku k2L2 (S 2 ) 2 .
Since this holds for all > 0 we conclude that u has to vanish in B(0, R0 ). Since R0 < R
was arbitrary u vanishes in B(0, R).
Uniform convergence of the series and all of its derivates on every ball B[0, R0 ] with R0 < R
is shown as in the proof of the previous theorem. The series for D` u(x) is dominated by the
convergent series
0 n
X
R
2`
c kfR kL2 (S 2 )
(2n + 1) n
.
R
n=0

Therefore, u C B(0, R) solves the Laplace equation. Finally, we use the Parseval
identity, applied to the series
u(r
x) f (R
x) =
X
n
X
n=0 m=n
(fR , Ynm )L2 (S 2 )
h r n
R
i
1 Ynm (
x) ;
that is,
ku(r, )
fR k2L2 (S 2 )
n
X
i2
X

2 h r n
m

1 .
=
(fR , Yn )L2 (S 2 )
R
n=0 m=n
This term
tends to zero
r R which is shown by standard arguments: For every n the

2 as

2
r n
m

term (fR , Yn )L2 (S 2 )
1 tends to zero as r tends to R. Furthermore, it is bounded
R

2
by the summable term (fR , Ynm )L2 (S 2 ) uniformly with respect to r.
(b) It remains to show that the series converges uniformly in B[0, R]. With equation (2.17)
and the symmetry of S 2 we express the expansion coefficient of f as
(fR , Ynm )L2 (S 2 ) =
1
1
(fR , S 2 Ynm )L2 (S 2 ) =
(S 2 fR , Ynm )L2 (S 2 ) .
n(n + 1)
n(n + 1)
2.4. LAPLACES EQUATION IN THE INTERIOR AND EXTERIOR OF A BALL
53
Thus, uniform convergence follows, since for N N we can estimate the remainder for any
r R and any x S 2 by
X
n
X
n
X
X

n m

1
(fR , Ynm )L2 (S 2 ) r
(S 2 fR , Ynm )L2 (S 2 )
x)|
x)|
|Ynm (
|Yn (
R
n(n + 1)
n=N m=n
n=N m=n
"
X
n
X

(S 2 fR , Ynm )L2 (S 2 ) 2
#1/2 "
n=N m=n
"
= kS 2 fR kL2 (S 2 )
X
n=N
1
= kS 2 fR kL2 (S 2 )
4
X
n
X
1
x)|2
|Ynm (
2
2
n
(n
+
1)
n=N m=n
n
X
1
x)|2
|Y m (
n2 (n + 1)2 m=n n
"
X
n=N
2n + 1
2
n (n + 1)2
#1/2
#1/2
#1/2
where we again have used part (a) of Corollary 2.18.
To end this section we consider the situation in the exterior of the closed ball B[0, R]. We
are interested in harmonic functions which tend to zero at infinity. The following theorem
corresponds to Theorem 2.21.

Theorem 2.23 Let u C 2 R3 \ B[0, R] harmonic in the exterior of the ball B[0, R]; that
is, satisfies the Laplace equation u = 0 for |x| > R. Furthermore, we assume that
lim u(r
x) = 0
for every x S 2 .
(2.23)
Then there exist unique coefficients nm C, |m| n, n = 0, 1, 2, . . . with

u(r
x) =
X
n
X
nm rn1 Ynm (
x) ,
r > R , x S 2 .
(2.24)
n=0 m=n
The series converges uniformly with all of its derivatives outside of every ball B(0, R0 ) with
R0 > R.
The proof is almost the same as the proof of Theorem 2.21. The main difference is that one
d
d
m n1
r2 dr
um
has to select the solution um
in Eulers differential equation dr
n (r) =
n (r) = n r
m
m
m n
n(n + 1) un (r) instead of un (r) = n r . We leave the proof to the reader as Exercise 2.7.
Also, the interior boundary value problem has an exterior analog. Let again f : B(0, R)
C. We want to determine a function u defined in the exterior of B(0, R) such that
u = 0 in R3 \ B[0, R] ,
u = f on B(0, R) ,
(2.25)
and (2.23). This latter condition

to ensure
is needed
uniqueness. Indeed, we observe that
n
n+1
the function u(x) = u(r, , ) = (r/R) (R/r)
Pn (cos ) is harmonic in the exterior of
B(0, R) and vanishes for r = R.
Again, we study the cases fR L2 (S 2 ) and fR C 2 (S 2 ) simultanously where fR (
x) = f (R
x),
2
x S , as before.
54
2
2
2
3
Theorem
2.24 (a) For3 given fR L (S ) there exists a unique solution u C R \
B[0, R] of u = 0 in R \ B[0, R] which satisfies (2.23) and
lim ku(r, ) fR kL2 (S 2 ) = 0 .
rR
The solution is given by the series

u(r
x) =
X
n
X
(fR , Ynm )L2 (S 2 )

n=0 m=n
n+1
R
Ynm (
x)
r
n+1 Z
1 X
R
=
(2n + 1)
f (R
y ) Pn (
x y) ds(
y)
4 n=0
r
(2.26a)
(2.26b)
S2
for x = r
x R3 \ B[0, R]. They converge uniformly for r R0 for any R0 > R.

(b) If fR C 2 (S 2 ) there exists a unique solution u C 2 R3 \ B[0, R] C R3 \ B(0, R) of
(2.25), (2.23) which is again given by (2.26a), (2.26b). The series converge uniformly for
r R.
The proof follows again very closely the proof of the corresponding interior case. We omit
the details and refer again to Exercise 2.7.
2.5
Bessel Functions
The previous investigations for harmonic functions can be applied in electrostatics or magnetostatics (see section 1.3). But for time harmonic electromagentic fields we will solve,
as a next step towards the Maxwell system, the same Dirichlet problem for the Helmholtz
equation instead of the Laplace equation. The radial functions rn which appeared in, e.g.,
(2.22a), (2.22b) have to be replaced by Bessel functions. The introduction of these important
functions of mathematical physics is subject of the present section.
From the separation u(x) = v(r)K(
x) in spherical coordinates and the eigenvalues n(n +1)
of the Beltrami operator we obtained for the radial component v(kr) = v(r) with z = kr the
spherical Bessel differential equation

z 2 v00 (z) + 2z v0 (z) + z 2 n(n + 1) v(z) = 0 .
(see equation (2.8)). We will investigate this linear differential equation of second order for
arbitrary z C. For z 6= 0 the differential equation is equivalent to

n(n + 1)
2 0
00
v(z) = 0 in C \ {0} .
(2.27)
v (z) + v (z) + 1
z
z2
The coefficients of this differential equation are holomorphic in C \ {0} and have poles of first
and second order at 0. As in the case of real z one can show that in every simply connected
domain C \ {0} there exist at most two linearly independent solutions of (2.27).
2.5. BESSEL FUNCTIONS
55
Lemma 2.25 Let C \ {0} be a domain. Then there exist at most two linearly independent holomorphic solutions of (2.27) in .
Proof: Let wj , j = 1, 2, 3, be three solutions. The space C2 is of dimension 2 over the field
3
P
C. Therefore, if we fix some x0 there exist j C, j = 1, 2, 3, such that
|j | =
6 0 and
j=1
3
X
j=1
Set w :=
3
P

j
wj (x0 )
wj0 (x0 )

= 0.
j wj in . Then w(x0 ) = w0 (x0 ) = 0 and thus from (2.27), also w(j) (x0 ) = 0
j=1
for all j = 0, 1, . . .. Because w is holomorphic in the domain we conclude by the identity

theorem for holomorphic functions that w vanishes in all of . Therefore, {w1 , w2 , w3 } are
linearly dependent.
2
Motivated by the solution v1,n (r) = rn of the corresponding equation (2.7) for the Laplace
equation and = n(n + 1) we make an ansatz for a smooth solution of (2.27) as a power
series in the form
X
X
a` z `+n .
w1 (z) = z n
a` z ` =
`=0
`=0
Substituting the ansatz into (2.27) and comparing the coefficients yields

(a) (n + `)(n + ` + 1) n(n + 1) a` = 0 for ` = 0, 1, and

(b) (n + `)(n + ` + 1) n(n + 1) a` + a`2 = 0 for ` N, ` 2.
Therefore, a1 = 0, and from (b) it follows that a` = 0 for all odd `. For even ` we replace `
by 2` and arrive at
a2` =
1
1
a2(`1) =
a2(`1)
(n + 2`)(n + 2` + 1) n(n + 1)
2` (2n + 2` + 1)
1
1
= (n + `)
`
(2n + 2`)(2n + 2` + 1)
and thus by induction
a2` =
(2n + 1)! (1)`

(n + `)!
a0
n!
`! (2n + 2` + 1)!
for all ` 0 .
Altogether we have that
w1 (z) =
X (1)`
(2n + 1)!
(n + `)!
a0 z n
z 2` .
n!
`!
(2n
+
2`
+
1)!
`=0
56
By the ratio test it is seen that the radius of convergence is infinity. Therefore, this function
w1 is a holomorphic solution of the Bessel differential equation in all of C.
Now we determine a second solution of (2.27) which is linearly independent of w1 . Motivated
by the singular solution v2,n (r) = rn1 of (2.7) for = n(n + 1) we make an ansatz of the
form
X
X
n1
`
w2 (z) = z
a` z =
a` z `n1 .
`=0
`=0
Substituting the ansatz into (2.27) and comparing the coefficients yields

(a) (` n)(` n 1) n(n + 1) a` = 0 for ` = 0, 1, and

(b) (` n)(` n 1) n(n + 1) a` + a`2 = 0 for ` N, ` 2.
We again set a` = 0 for all odd `. For even ` we replace ` by 2` and arrive at
a2` =
1
1
a2(`1) =
a2(`1)
(2` n)(2` n 1) n(n + 1)
(2`) (2n 2` + 1)
and thus by induction

a2` =
1
1
a0
`! (2n 2` + 1)(2n 2` + 3) (2n 1)
2`
for all ` 1 .
To simplify this expression we look first for ` n. Then

(2n 2` + 1)(2n 2` + 3) (2n 1)
= (2n 2` + 1)(2n 2` + 3) (1) 1 3 (2n 1)
= (1)`n (2` 2n 1)!! (2n 1)!!
= (1)`n
(2` 2n)!
(2n)!
2 4 2(` n) 2 4 (2n)
= (1)`n
(2` 2n)! (2n)!

2`n (` n)! 2n 2n!
where we have used the symbol k!! = 1 3 5 k for any odd k.

Now we consider the case ` < n. Analogously we have
(2n 2` + 1)(2n 2` + 3) (2n 1) =
(2n 1)!!
(2n)! 2n` (n `)!
= n
.
(2n 2` 1)!!
2 n! (2n 2`)!
Therefore, we arrive at the second solution
w2 (z) = a0 z n1
n! X 1 (` n)! 2`
z ,
(2n)! `=0 `! (2` 2n)!

where we have set
57
(2n 2`)!
(` n)!
:= (1)n`
(2` 2n)!
(n `)!
for ` < n .
The radius of convergence of the series is again infinity. For particular normalizations the
functions w1 and w2 are called spherical Bessel functions.
Definition 2.26 For all z C the spherical Bessel functions of first and second kind and
order n N0 are defined by
n
jn (z) = (2z)
X
(1)`
`=0
`!
(n + `)!
z 2` ,
(2n + 2` + 1)!
z C,
2 (1)n+1 X (1)` (` n)! 2`

yn (z) =
z ,
(2z)n+1 `=0 `! (2` 2n)!
where in the definition of yn a quantity
(k)!
(2k)!
z C,
for positive integers k is defined by
(2k)!
(k)!
= (1)k
,
(2k)!
k!
k N.
The functions
h(1)
= jn + i yn ,
n
h(2)
= jn i yn ,
n
are called Hankel functions of first and second kind and order n N0 .
For many applications the Wronskian of these functions is important.
Theorem 2.27 For all n N0 and z C \ {0} we have
W (jn , yn )(z) := jn (z) yn0 (z) jn0 (z) yn (z) =
1
.
z2
Proof: We write W (z) for W (jn , yn )(z). We multiply the spherical Bessel differential equation (2.27) for yn by jn and the one for jn by yn and subtract. This yields
yn00 (z) jn (z) jn00 (z) yn (z) +

2 0
yn (z) jn (z) jn0 (z) yn (z) = 0 .
z
The first term is just W 0 (z), thus W solves the ordinary differential equation W 0 (z) +
2
W (z) = 0. The general solution is W (z) = cz 2 for some c C which we determine
z
from the leading coefficient of the Laurant series of W . By the definition of the Bessel
functions we have for fixed n

n!
n!
jn (z) = 2n z n (2n+1)!
1 + O(z 2 ) ,
jn0 (z) = n 2n z n1 (2n+1)!
1 + O(z 2 )

yn (z) = 2n z n1 (2n)!
1 + O(z 2 ) ,
yn0 (z) = (n + 1) 2n z n2 (2n)!
1 + O(z 2 )
n!
n!
58
as z 0. Therefore,

W (z) = (n + 1) z 2

(2n)!
(2n)!
1
2
+ nz
1 + O(z 2 ) = 2 1 + O(z 2 )
(2n + 1)!
(2n + 1)!
z
2
which proves that c = 1.
Remark: From this theorem the linear independence of {jn , yn } follows immediately and
(1)
thus also the linear independence of {jn , hn }. Therefore, they span the solution space of
the differential equation (2.27).
The functions jn and yn are closely related to the sine cardinal function sin z/z and to the
function cos z/z. Especially, from Rayleighs formulas below we note that j0 (z) = sin z/z
(1)
and ih0 (z) = exp(iz)/z.
Theorem 2.28 (Rayleighs Formulas)
For any z C and n N0 we have
jn (z) =
yn (z) =
h(1)
n (z) =
h(2)
n (z) =
n
1 d
sin z
(z)
,
z dz
z

n
1 d
cos z
n
,
(z)
z dz
z

n
1 d
exp(iz)
n
i (z)
,
z dz
z

n
1 d
exp(iz)
n
i (z)
.
z dz
z
n
Proof: We prove only the form for yn . The representation for jn is analogous, even simpler,
the ones for the Hankel functions follow imediately. We start with the power series expansion
of cos z/z; that is,
X
cos z
(1)` 2`1
=
z
,
z
(2`)!
`=0

d n
and observe that the action of z1 dz
on a power of z is given by

n
1 d
z 2`1 = (2` 1)(2` 3) (2` 2n + 1) z 2`2n1 ,
z dz
thus
(z)
1 d
z dz
n
cos z
(1)n+1 X (1)`
=
(2` 1)(2` 3) (2` 2n + 1) z 2` .
z
z n+1 `=0 (2`)!
We discuss the term

q =
(2` 1)(2` 3) (2` 2n + 1)

(2`)!
59
separately for ` n and ` < n.

For ` n we have, using again the notation k!! = 1 3 k for odd k,
q =
(2`)! 2`n (` n)!

1
(` n)!
(2` 1)!!
= `
= n
.
(2`)! (2` 2n 1)!!
2 `! (2`)! (2` 2n)!
2 `! (2` 2n)!
The case ` < n is seen analogously by splitting

(2` 1)(2` 3) 1 (1) (2` 2n + 1)
(2` 1)!! (1)n` (2n 2` 1)!!
q =
=
(2`)!
(2`)!
= (1)n`
2`
(2n 2`)!
(2`)!
(2n 2`)!
1
= n (1)n`
.
n`
`! (2`)! 2 (n `)!
2 `!
(n `)!
This proves the formula for cos z/z.
In the following definition our results for the Helmholtz equation are collected.
Definition 2.29 For any n N0 and m Z with |m| n and k C with Im k 0 the
functions
m
um
x) = h(1)
x) ,
n (r
n (kr) Yn (
are called spherical wave functions. They are solutions of u + k 2 u = 0 in R3 \ {0}. The
real part
Re um
x) = jn (kr) Ynm (
x) ,
n (r
satisfies the Helmholtz equation in all of R3 .
The Bessel functions of the first kind jn correspond to the functions rn in the static case, that
x) are the expansion
is k = 0. For the Helmholtz equation the mappings r
x 7 jn (kr) Ynm (
(1)
functions for solutions inside of balls. Furthermore the functions hn are used to derive
expansions in the exterior of balls. From the definition we observe that they are singular at
the origin of order n. Additionally, we need their asymptotic behavior for r , which
can be derived from the previous theorem.
Theorem 2.30 For every n N and z C we have

exp(iz)
1
(1)
n+1
hn (z) =
(i)
+ O
for |z| ,
z
|z|

d (1)
exp(iz)
1
n
hn (z) =
(i) + O
for |z| ,
dz
z
|z|
uniformly with respect to z/|z|. The corresponding formulas for jn and yn are derived by
taking the real- and imaginary parts, respectively.
60
Proof: We show by induction that for every n N0 there exists a polynomial Qn of degree
at most n such that Qn (0) = 1 and
n

exp(iz)
1 d
1
n exp(iz)
= i
.
(2.28)
Qn
n+1
z dz
z
z
z
This would prove the assertions.
For n = 0 this is obvious for the constant polynomial Q0 = 1. Let it be true for n. Then

n+1

1 d
exp(iz)
1 d n exp(iz)
1
=
i
Qn
n+1
z dz
z
z dz
z
z

i
in iz
1
1
1 1
1
1
0
=
e
(n
+
1)
Q
Q
Q
n
n
n
z
z n+1
z
z n+2
z
z n+1
z z2

1
n+1 exp(iz)
Qn+1
= i
n+2
z
z
with Qn+1 (t) = Qn (t) + i(n + 1) t Qn (t) + it2 Q0n (t). Obviously, Qn+1 is a polynomial of order
(1)
at most n + 1 and Qn+1 (0) = 1. This proves the asymptotic forms of hn and its derivative.
2
For the expansion of solutions of the Helmholtz equation into spherical wave functions also
the asymptotic behaviour with respect to n is necessary.
Theorem 2.31 For every > 0 and R > 0 we have the following.

n!
1
1
1
n
n
(2z) 1 + O
z 1+O
jn (z) =
=
for n ,
(2n + 1)!
n
(2n + 1)!!
n

(2n)!
1
(2n 1)!!
1
2
yn (z) =
1+O
=
1+O
for n ,
n+1
n+1
n! (2z)
n
z
n

(2n)!
2
1
(2n 1)!!
1
(1)
hn (z) = i
1+O
= i
1+O
for n ,
n+1
n+1
n! (2z)
n
z
n
uniformly with respect to |z| R and uniformly with respect to |z| R, respectively.
Here again, k!! = 1 3 k for odd k N.
Proof: We prove only the first formula. By the definition of jn we have

X
X

(2n + 1)!
R2` (2n + 1)! (n + `)!
1
R2`
n

(2z)
j
(z)
n

n!
`! n! (2n + 2` + 1)!
4(n + 1) `=1 `!
`=1
because for ` 1
(2n + 1)! (n + `)!
1
(n + 1) (n + `)
1
=
.
(2n + 2` + 1)! n!
(2n + 2) (2n + ` + 1) (2n + ` + 2) (2n + 2` + 1)
4(n + 1)
|
{z
}|
{z
}
1/(2n+2)
1/2
61
2
We finish this section with a second application of the FunkHecke Formula of Theorem 2.16.
We consider the expansion of the special solution u(x) = exp(ikx
y ), x R3 , of the Helmholtz
equation for some fixed y S 2 which describes a plane time harmonic electromagnetic field
travelling in the direction y (see example 1.4).
Theorem 2.32 For x, y S 2 and r > 0 there holds the JacobiAnger expansion
ikr x
= 4
X
n
X
jn (kr) Ynm (
x) Ynm (
y)
n=0 m=n
in (2n + 1) jn (kr) Pn (
x y) .
n=0
For every R > 0 the series converges uniformly with respect to x, y S 2 and 0 r R.
Proof: The two representations coincide as seen from the addition formula. Uniform convergence follows from the second representation and the asymptotic behaviour of jn as n
because |Pn (t)| 1 on [1, 1]. We will prove the first representation and apply the Funk
Hecke formula from Theorem 2.16. Indeed, we fix z := kr and y S 2 and expand x 7 eiz xy
into spherical harmonics; that is,
e
iz x
X
n
X
am
) Ynm (
x)
n (z, y
n=0 m=n
where
am
)
n (z, y
Z
=
S2
eiz xy Ynm (x) ds(x) = n (z) Ynm (

y)
R1
with n (z) = 2 1 eizt Pn (t) dt. It remains to show that n (z) = 4 in jn (z). The function
n solves the Bessel differential equation. Indeed, using the differential equation (2.9) for
the Legendre polynomial, we conclude that

d 2 0
z n (z) + z 2 n(n + 1) n (z)
dz
Z 1
Z

izt
2 2
= 2
(1 t )z + 2izt e Pn (t) dt n(n + 1)2
1
Z
= 2
eizt Pn (t) dt
1

(1 t2 )z 2 + 2izt eizt Pn (t) dt + 2
eizt

d
(1 t2 )Pn0 (t) dt
dt
= 0
by two partial integrations of the second integral. Since n is smooth we conclude that
n (z) = n jn (z) for some constant n C which we determine by the behavior at the
origin. First, we use the fact that Pn is orthogonal to all polynomials of order less that n.
(2n1)!
The coefficients of the term tn is given by n! (n1)!
which can be seen from the recursion
2n1
formula (b) of Theorem 2.8 by induction (see Excercise 2.5). Therefore,
Z 1
n1 Z 1
2 n+1
dn
n
n
n n! (n 1)! 2
2
n (n!) 2
(0)
=
2
i
t
P
(t)
dt
=
2
i
P
(t)
dt
=
2
i
n
n
n
dz n
(2n 1)!
(2n + 1)!
1
1
62
where we have used Theorem 2.7. On the other hand, from Definition 2.26 of the Bessel
function we observe that

dn
dn
n!
(n!)2 2n
n
.
j
(0)
=
(2z)
=
n

dz n
(2n + 1)! dz n
(2n + 1)!
z=0
Comparing these two formulas yields n = 4 in and finishes the proof.
2.6
The Helmholtz Equation in the Interior and Exterior of a Ball
Now we are ready to study the series expansion of solutions of the Helmholtz equation
u + k 2 u = 0 inside and outside of balls and the corresponding boundary value problems.
The first theorem is the analog of Theorem 2.21.

Theorem 2.33 Let k C \ {0} with Im k 0 and R > 0 and u C 2 B(0, R) solve the
Helmholtz equation u + k 2 u = 0 in B(0, R). Then there exist unique nm C, |m| n,
n = 0, 1, 2, . . . with
u(r
x) =
X
n
X
nm jn (kr) Ynm (
x) ,
0 r < R , x S 2 .
n=0 m=n
The series converges uniformly with all of its derivatives in every closed ball B[0, R0 ] with
R0 < R.
Proof: We argue as the proof of Theorem 2.21. For every r (0, R) the function u(r
x) can
be expanded into a series by Theorem 2.19; that is,
u(r
x) =
X
n
X
m
x) ,
um
n (r) Yn (
x S 2 .
n=0 m=n

m
m
The coefficients are given by um
n (r) = u(r, ), Yn L2 (S 2 ) . We show that un satisfies the
spherical Bessel differential equation. Using the Helmholtz equation for u in spherical polar
coordinates, and that the functions Ynm are eigenfunctions of the selfadjoint Laplace-Beltrami
2.6. THE HELMHOLTZ EQUATION IN THE INTERIOR AND EXTERIOR OF A BALL63

operator yields for r > R

d
2 2 m
2 d
r
um
n (r) + r k un (r)
dr
dr

Z
)
2 u(r, x
2 2
=
r
+ r k u(r, x) Ynm (
x) ds(
x)
r
r
S2
Z
=
S 2 u(r, x) Ynm (
x) ds(
x)
S2
Z
=
x) ds(
x)
u(r, x) S 2 Ynm (
S2
Z
= n(n + 1)
u(r, x) Ynm (
x) ds(
x)
n(n + 1) um
n (r) .
S2
After the transformation z = kr it turns into Bessels differential equation (2.8) for the
m
m
m
functions um
n . The general solution is given by un (r) = n jn (kr) + n yn (kr) for arbitrary
nm , nm . Therefore, u has the form
X
n
X
m

u(r
x) =
n jn (kr) + nm yn (kr) Ynm (
x) ,
x S 2 , r > 0 .
(2.29)
n=0 m=n
We are interested in smooth solutions in the ball B(0, R). Therefore, nm = 0.

To prove uniform convergence we express u(x) in a different form as in the proof of Theo with R0 < R
< R. Multiplying the representation of
rem 2.33. Fix R0 < R and choose R

2
q
which
), Y q 2 2 = q jp (k R)
x), and integrate over S to obtain u(R,

u(R
x) with Yp (
p L (S )
p
proves uniqueness of nm and, furthermore, the representation of u as
u(r
x) =
X
n
X
), Ynm
u(R,
n=0 m=n

L2 (S 2 )
jn (kr) m
x)
Y (
n
jn (k R)
Z X
n
X
jn (kr)
y ) ds(
=
Ynm (
y ) Ynm (
x) u(R
y)
2
jn (k R) S
n=0
m=n
X
jn (kr) 2n + 1
y ) ds(
=
Pn (
x y) u(R
y)
4
jn (k R)
S2
n=0
for r R0 and x S 2 . Here we used again the Addition Formula of Theorem 2.17.
So far, we
exactly the proof of Theorem 2.21. Now we have to use again the
followed
dj Pn
estimate dtj (t) cj n2j on [1, 1] (see Exercise 2.6) and the asymptotic forms of the
derivatives of the Bessel functions for large orders n (see Exercise 2.9). Therefore, for any
differential operator D` = |`| /(r`1 `2 `3 ) the series for D` u(x) converges uniformly in
64
B[0, R0 ] because it is dominated by the convergent series

)kL2 (S 2 )
cku(R,
0 n
X
R
2`
(2n + 1) n
R
n=0
with a constant c > 0 depending on R0 . This ends the proof.

Now we transfer the idea of Theorem 2.22 to the interior boundary value problem
u + k 2 u = 0 in B(0, R) ,
u = f on B(0, R) .
(2.30)
We recall that we transform functions on the sphere {x R3 : |x| = R} of radius R onto the
unit sphere by setting fR (
x) = f (R
x), x S 2 .
Theorem 2.34 Assume that k C with Im k 0 and R > 0 are such that jn (kR) 6= 0 for
all n N0 .

(a) For given fR L2 (S 2 ) there exists a unique solution u C 2 B(0, R) of u + k 2 u = 0
in B(0, R) with
lim ku(r, ) fR kL2 (S 2 ) = 0 .
rR
The solution is given by

u(r
x) =
X
n
X
(fR , Ynm )L2 (S 2 )
n=0 m=n
jn (kr) m
Y (
x)
jn (kR) n
jn (kr)
1 X
f (R
y ) Pn (
x y) ds(
y) .
(2n + 1)
=
4 n=0
jn (kR)
(2.31a)
(2.31b)
S2
The series converge uniformly on compact subsets of B(0, R).

(b) If fR C 2 (S 2 ) there exists a unique solution u C 2 B(0, R) C B[0, R] of (2.30)
which is again given by (2.31a), (2.31b). The series converges uniformly on B[0, R].
Proof: (a) The proof of uniqueness follows the lines of the corresponding part in the proof
of Theorem 2.24. Indeed, let u be a solution of the Helmholtz equation in B(0, R) such that
limrR ku(r, )kL2 (S 2 ) = 0. From Theorem 2.33 we conclude that u can be expanded into
u(r
x) =
n
X
X
m
am
x) ,
n jn (kr) Yn (
x S 2 , r < R .
n=0 m=n
Let R0 < R and > 0 be arbitrary. Choose R (R0 , R] such that ku kL2 (S 2 ) where
u (
x) = u(R x). Multiplying the representiation of u(R x) with Ypq (
x) and integrating over
2
S yields (u , Ypq )L2 (S 2 ) = aqp jp (kR ), thus
u(r
x) =
X
n
X
(u , Ynm )L2 (S 2 )
n=0 m=n
jn (kr) m
Y (
x) ,
jn (kR ) n
x S 2 , r R .

Let now R1 < R0 be arbitrary. Since the asymptotic behavior of the Bessel function (Theorem
2.31) is uniform
with respect to R1 |z| R0 there exists a constant c > 0 such that

jn (kr)/jn (kR ) c for all n N and R1 r R0 . Therefore, for R1 r R0 ,
ku(r, )k2L2 (S 2 )
X
n
X

(u , Ynm )L2 (S 2 ) 2
=
n=0 m=n

X
n
X

jn (kr) 2
c2
(u , Ynm )L2 (S 2 ) 2

jn (kR )
n=0 m=n
= c2 ku k2L2 (S 2 ) c2 2 .
This holds for all > 0, therefore u has to vanish in B(0, R0 ) \ B(0, R1 ) and thus for |x| < R
because R1 < R0 < R was arbitrary u.
It remains to show that the series provides the solution of the boundary value problem.
Uniform convergence of the series and its derivatives is proven as in the previous theorem.
Therefore u C B(0, R) and u satisfies the Helmholtz equation. Similar to the proof of
Theorem 2.22 we obtain the boundary condition ku(r, .) fR k2L2 (S 2 ) , since by Theorem 2.31
(kr)
1|2 can be uniformly bounded for all n N and all r [0, R].
the term | jjnn(kR)

(kr)
(b) Also, with the uniform bound on jjnn(kR)
for all n N and r [0, R] we can copy the
second part of the proof of Theorem 2.22 in case of the Helmholtz equation which shows
part (b) of the Theorem.
2
We observe an important difference between the expansion functions rn Ynm (

x) for the Laplace
x) for the Helmholtz equation: The additional assumption jn (kR) 6=
equation and jn (kr)Ynm (
0 for all n N0 is required to obtain a unique solution of the boundary value problem. From
the asymptotic form of jn (z) for real and positive z (see Theorem 2.30) we conclude that for
every n N0 and fixed R > 0 there exist infinitely many real and positive wave numbers
kn,1 , kn,2 , . . . with jn (kn,j R) = 0. Therefore, the functions
um
x) = jn (kn,j r) Ynm (
x) ,
n,j (r
n, j N , |m| n ,
2
m
solve the homogeneous Dirichlet boundary value problem um
n,j +kn,j un,j = 0 in B[0, R] with
2
um
n,j = 0 on the boundary |x| = R. The values kn,j are called Dirichlet eigenvalues of in
the ball of radius R. The multiplicity is 2n + 1, and the functions um
n,j , m = n, . . . , n, are
the corresponding eigenfunctions.
We now continue with the solutions of the Helmholtz equation in the exterior of a ball.
Following the proof of Theorem 2.33 we derive again at the solution (2.29) involving the
two linearly independent solutions jn (kr) Ynm (
x) and yn (kr) Ynm (
x). Both parts in the terms
are defined for r > 0 and both tend to zero as r tends to infinity (see Theorem 2.30).
Therefore, the requirement u(x) 0 as |x| is not sufficient to pick a unique member
of the solution space. In the introduction we have motivated the physically correct choice.
Here, we present a second motivation and consider the case of a conducting medium with
= 0 , = 0 , and constant > 0. We have seen from the previous chapter that in this
case k 2 has to be replaced by k2 = k 2 r with r = 1 + i/(0 ). For k itself we take the
66
branch with Re k > 0, thus also Im k > 0. From Theorem 2.30 we observe that

1
f
(
kr)
n
m
m
Yn (
x) 1 + O
jn (kr)Y
x) =
for r ,
n (
r
kr
where fn (z) = cos z or fn (z) = sin z. In any case we observe that for Im k > 0 these functions
m
x).
increase exponentially as r tends to infinity. The same holds for the functions yn (kr)Y
n (
(1)
m
x), however, have the asymptotic forms
The expansion functions hn (kr)Yn (

exp(ikr)
1
(1)
m
m
hn (kr)Yn (
x) =
Yn (
x) 1 + O
for r ,
r
kr
and these functions decay exponentially at infinity. This is physically plausible since a
(2)
conducting medium is absorbing. We note by passing that the Hankel functions hn of the
second kind are exponentially increasing. Therefore, for conducting media the expansion
(1)
m
functions hn (kr)Y
x) are the correct ones. In the limiting case 0 the solution should
n (
depend continuously on . This makes it plausible to choose these functions also for the
case = 0. The requirement that the functions u are bounded for Im k > 0 and depend
continuously on k for Im k 0 on compact subsets of R3 is called the limiting absorption
principle .
(1)
Comparing hn with its derivative yields:

Lemma 2.35 Let k C \ {0} with Im k 0 and n N0 and m Z with |m| n. Then
(1)
u(r
x) = hn (kr)Ynm (
x) satisfies the Sommerfeld radiation condition

1
u(r
x)
ik u(r
x) = O 2
for r ,
(2.32)
r
r
uniformly with respect to x S 2 .
Proof: By Theorem 2.30 we have

d (1)
exp(ikr)
1
(1)
n
n1
hn (kr) ik hn (kr) =
(i) k ik (i)
+ O
dr
kr
r

exp(ikr)
1
1
=
O
= O 2
for r .
kr
r
r
2
We note that this radiation is necessary only for the case of real values of k. For complex
values with Im k > 0 we note that u(x) decays even exponentially as |x| tends to infinity.
The importance of this radiation condition lies in the fact that it can be formulated for every
function defined in the exterior of a bounded domain without making use of the Hankel
functions and still provides the correct solution. The following theorem is the analog of
Theorem 2.23.

Theorem 2.36 Let k C\{0} with Im k 0 and u C 2 R3 \B[0, R] satisfy u+k 2 u = 0
in the exterior of some ball B[0, R]. Furthermore, we assume that u satisfies the Sommerfeld
radiation condition (2.32). Then there exist unique nm C, |m| n, n = 0, 1, 2, . . . with
u(r
x) =
X
n
X
m
nm h(1)
x) ,
n (kr) Yn (
r > R , x S 2 .
(2.33)
n=0 m=n
The series converges uniformly with all of its derivatives on compact subsets of R3 \ B[0, R].
Proof: We follow the arguments of the proof of Theorem 2.33 and arrive at the general form
(2.29) of u(x). From the radiation condition for u we conclude that every term um
n (r) satisfies
d m
2
m
u (r) ik un (r) = O(1/r ). Since only the Hankel functions of the first kind satisfy the
dr n
radiation condition in contrast to the Bessel functions we conclude that nm = 0 for all n N0
and |m| n. We continue with the arguments just as in the proof of Theorem 2.33 and
omit the details.
2
Finally we consider the exterior boundary value problem to determine for given f the complex
valued function u such that
u + k 2 u = 0 for |x| > R ,
u = f for |x| = R ,
(2.34)
and u satisfies Sommerfeld radiation condition (2.32).

Theorem 2.37 Let k C \ {0} with Im k 0 and R > 0.

(a) For given fR L2 (S 2 ) there exists a unique solution u C 2 R3 \B[0, R] of u+k 2 u = 0
with
lim ku(r, ) fR kL2 (S 2 ) = 0 ,
rR
and u satisfies Sommerfeld radiation condition (2.32). The solution is given by

u(r
x) =
X
n
X
(fR , Ynm )L2 (S 2 )

n=0 m=n
(1)
hn (kr)
(1)
hn (kR)
x)
Ynm (
(1)
1 X
hn (kr)
=
f (R
y ) Pn (
x y) ds(
y) .
(2n + 1) (1)
4 n=0
hn (kR)
(2.35a)
(2.35b)
S2
The series converge uniformly on compact subsets of R3 \ B[0, R].

(b) If fR C 2 (S 2 ) there exists a unique solution u C 2 R3 \ B[0, R] C R3 \ B(0, R) of
(2.34) which is again given by (2.35a), (2.35b). The series converges uniformly on B[0, R1 ] \
B(0, R) for every R1 > R.
Proof: The proof of uniform convergence outside of any ball B(0, R0 ) for R0 > R of any
derivative of the series and the validity of the boundary condition follows the well known
(1)
arguments and is omitted. We just mention that hn (kR) never vanishes in contrast to
jn (kR) because of the Wronskian of Theorem 2.27.
68
The proof that the function u satisfies the radiation condition is more difficult and uses a
result (in the proof of Lemma 2.38) from Chapter 3.2 The problem is that every component
of the series satisfies the radiation condition but the asymptotics of hn (k|x|) as |x| tends to
infinity by Theorem 2.30 does not hold uniformly with respect to n. The idea to overcome
this difficulty is to express u as an integral over a sphere of the form
Z
u(x) =
(x, y) g(y) ds(y) , |x| > R0 ,
(2.36)
|y|=R0
rather than a series, see Lemma 2.38 below. Here, denotes the fundamental solution of
the Helmholtz equation, defined by
(x, y) =
ik (1)
exp(ik|x y|)
=
h (k|x y|) ,
4 |x y|
4 0
x 6= y .
(2.37)
The fundamental solution satisfies the radiation condition (2.32) uniformly with respect to y
on the compact sphere {y : |y| = R0 } as we show in Lemma 2.39. Therefore, also u satisfies
the radiation condition (2.32) and completes the proof.
2
Lemma 2.38 Let k C \ {0} with Im k 0 and R > 0 and u be given by
u(r
x) =
X
n
X
m
nm h(1)
x) ,
n (kr) Yn (
r > R , x S 2 .
(2.38)
n=0 m=n
We assume that the series converges uniformly on compact subsets of R3 \ B[0, R]. Then
there exists R0 > R and a continuous function g on the sphere with radius R0 such that
Z
u(x) =
(x, y) g(y) ds(y) , |x| > R0 .
|y|=R0
Here denotes again the fundamental solution of the Helmholtz equation, given by (2.37).
Proof: Let R0 > R such that jn (kR0 ) 6= 0 for all n and fix x such that |x| > R0 . First,
we apply Greens second identity from Theorem 6.12 to the functions w(y) = jn (k|y|)Ynm (
y)
and (x, y) inside the ball B(0, R0 ) which yields
Z
jn (kR0 )
Ynm (
y)
(x, y) ds(y) k jn0 (kR0 )

(y)
y ) (x, y) ds(y) = 0 .
Ynm (
|y|=R0
|y|=R0
(2.39a)
Second, since v(y) =
satisfies the radiation condition (2.32) we can apply
Greens representation Theorem 3.6 from the forthcoming Chapter 3 to v in the exterior of
(1)
hn (k|y|) Ynm (
y)
At least the authors do not know of any proof which uses only the elementary properties of the Hankel
functions derived so far.

B(0, R0 ) which yields
m
h(1)
x)
n (k|x|) Yn (
h(1)
n (kR0 )
Ynm (
y)
(x, y) ds(y)
(y)
|y|=R0
d
k h(1)
(kR0 )
dr n
Ynm (
y ) (x, y) ds(y) .
(2.39b)
|y|=R0
Equations (2.39a) and (2.39b) are two equations for the integrals. Solving for the second
integral yields
Z
m
x)
(2.40)
y ) (x, y) ds(y) = ik R02 jn (kR0 ) h(1)
Ynm (
n (k|x|) Yn (
|y|=R0
where we have used the Wronskian of Theorem 2.27. This holds for all |x| > R0 . Comparing
this with the form (2.38) of u yields
u(x) =
X
n
X
nm
m
ikR02 h(1)
x)
n (kr) jn (kR0 ) Yn (
2
ikR
j
(kR
)
n
0
0
n=0 m=n
X
n
X
Z
=
|y|=R0
gnm Ynm (
y ) (x, y) ds(y)
n=0 m=n
for |x| > R0 where

gnm =
nm
.
ik R02 jn (kR0 )
(2.41)
Let R0 (R, R0 ). The series (2.38) converges uniformly on {x : |x| = R0 }, thus

X
n
X
m 2 (1)

n hn (kR0 )2 <
n=0 m=n
(1)

and, in particular, nm hn (kR0 ) c1 for all |m| n and n N. Therefore
m
c2
gn
c3 (2n + 1)

(1)
hn (kR0 )|jn (kR0 )|
R0
R0
n
by Theorem 2.31 which proves uniform convergence of the series

g(R0 x) =
X
n
X
x)
gnm Ynm (
n=0 m=n
and ends the proof.
70
Lemma 2.39 For any compact set K R3 the fundamental solution satisfies the Sommerfeld radiation condition (2.32) uniformly with respect to y K. More precisely,

exp(ik|x|) ik xy
(2.42a)
1 + O |x|1 , |x| ,
e
(x, y) =
4|x|
x (x, y) = ik x

exp(ik|x|) ik xy
e
1 + O |x|1 ,
4|x|
|x| ,
(2.42b)
uniformly with respect to x = x/|x| S 2 and y K.

Proof: We set x = r
x with r = |x| and investigate

exp
ikr
|
x
y/r|
|
x
y/r|
exp
ik
x
y
4 (r
x, y) r eikr eik xy =
|
x y/r|
= F (1/r; x, y)
with

exp ik |
x y| 1 / |
x y| exp ik x y
F (; x, y) =
.
|
x y|
The function g(; x, y) = |
x y| is analytic in a neighborhood of zero with respect to and
g(0; x, y) = 1 and g(0; x, y)/ =
x y. Therefore, by the rule of lHospital we observe
that F (0; x, y) = 0, and the assertion of the first part of the lemma follows because also F
is analytic with respect to . The second part is proven analogously.
2
From formula (2.40) in the proof of Theorem 2.37 we conclude the following addition formula
for Bessel functions .
Corollary 2.40 Let k C \ {0} with Im k 0. For any x, y R3 with |x| > |y| we have
ik X
(2n + 1) jn (k|y|) h(1)
x y) ,
(x, y) =
n (k|x|) Pn (
4 n=0
and the series converges uniformly for |y| R1 < R2 |x| R3 for any R1 < R2 < R3 .
Proof: We fix x and R0 < |x| and expand the function y 7 (x, R0 y) into spherical surface
harmonics; that is,
X Z
X
(x, R0 y) =
Ynm (
z ) (x, R0 z) ds(
z ) Ynm (
y)
n=0 |m|n
|
z |=1
1 X X
=
R02 n=0
Ynm (
z ) (x, z) ds(z) Ynm (
y)
|m|n|z|=R
0
= ik
X
X
m
jn (kR0 ) h(1)
(
x) Ynm (
y)
n (k|x|) Yn
n=0 |m|n
ik X
(2n + 1) jn (kR0 ) h(1)
x y) ,
=
n (k|x|) Pn (
4 n=0

where we used (2.40) and the addition formula for spherical surface harmonics of Theorem 2.17. The uniform convergence follows from the asymptotic behaviour of jn (t) and
(1)
hn (t) for n , uniformly with respect to t from compact subsets of R>0 , see Theorem 2.31. Indeed, we have that

1
1
n
(k|y|) 1 + O
for n ,
jn (k|y|) =
(2n + 1)!!
n

(2n 1)!!
1
(1)
hn (k|x|) = i
for n ,
1+O
n+1
(k|x|)
n
uniformly with respect to x and y in the specified regions. Therefore,

(2n + 1) jn (kR0 ) h(1)

n (k|x|) =
1
k|x|
|y|
|x|
n

n
1
R1
1+O
c
n
R2
2
which ends the proof.

As a corollary of Lemma 2.39 and the proof of Theorem 2.37 we have:
Corollary 2.41 Let k C \ {0} with Im k 0. The solution u of the exterior boundary
value problem (2.34) satisfies

n
exp(ikr) X X
1
(i)n+1 m
m
u(r
x) =
(fR , Yn )L2 (S 2 ) (1)
Yn (
x) 1 + O 2
(2.43a)
kr
r
h
(kR)
n
n=0 m=n

Z
exp(ikr) X (2n + 1) (i)n+1

1
=
f (R
y ) Pn (
x y) ds(
y) 1 + O 2
(2.43b)
(1)
4 kr n=0
r
hn (kR)
2
S
as r tends to infinity, uniformly with respect to x S 2 .

Proof: We note that (2.43a), (2.43b) follow formally from (2.35a), (2.35b), respectively, by
(1)
using the asymptotics of Theorem 2.30 for hn (kr). The asymptotics, however, are not uniform with respect to n, and we have to use of the representation (2.36) as an integral instead.
(1)
The function g has the expansion coefficients (2.41) with nm = (fR , Ynm )L2 (S 2 ) /hn (kR); that
is,
(fR , Ynm )L2 (S 2 )
m
.
gn =
(1)
ik R02 hn (kR) jn (kR0 )
Therefore, using the asymptotic form of by Lemma 2.39,
Z
u(x) =
|y|=R0
exp(ikr)
(x, y) g(y) ds(y) =
4 r
Z
e
|y|=R0
ik x
y

g(y) ds(y) 1 + O
1
r2

.
72
We compute with the Jacobi-Anger expansion of Theorem 2.32

Z
Z

1
R02
R02
ik x
y
ikR0 x
y
gR , eikR0 x L2 (S 2 )
e
g(y) ds(y) =
e
g(R
y ) ds(
y) =
4
4
4
S2
|y|=R0
R02
X
X
gnm (i)n jn (kR0 ) Ynm (

x)
n=0 |m|n
X
X
1 (fR , Ynm )L2 (S 2 )
=
x)
(i)n jn (kR0 ) Ynm (
(1)
ik
hn (kR) jn (kR0 )
n=0 |m|n
1 X X (i)n+1
=
x)
(fR , Ynm )L2 (S 2 ) Ynm (
(1)
k n=0
|m|n hn (kR)
which proves the first part. For the second representation we use again the addition formula.
2
This corollary implies that every radiating solution of the Helmholtz equation has an asymptotic behaviour of the form

exp(ik|x|)
1
u(x) =
u (
x) 1 + O 2
, |x| ,
r
r
uniformly with respect to x = x/|x| S 2 . The function u : S 2 C is called the far field
pattern or far field amplitude of u and plays an important role in inverse scattering theory.
2.7
Expansion of Electromagnetic Waves
In this section we transfer the results of the previous section to the case of the time harmonic
Maxwell system in a homogeneous medium with vanishing external current and charge densities. By the close connection between the Helmholtz equation and the Maxwell system as
discussed in Chapter 1 we are able to use several results from the previous section.
Thus, we consider the boundary value problems
curl E i0 H = 0 ,
curl H + i0 E = 0
in the interior or exterior of a ball B(0, R) with boundary condition

E = fR
on B(0, R)
where the tangential field fR is given. Throughout we use the constant permability and
dielectricity as 0 and 0 from vacuum. But we can allow the parameters also being
complex valued. In this case we choose the branch of the wave number k = with
Im k 0. Therefore the results will hold for any homogeneous medium.
2.7. EXPANSION OF ELECTROMAGNETIC WAVES
73
The starting point is the observation that E, H are solutions of the source free time harmonic
Maxwells equations in a domain D R3 , if and only if E (or H) is a divergence free solution
of the vector Helmholtz equation; that is,
E + k 2 E = 0 and
div E = 0 in D
(see Section 1.3, equation (1.12)). By the following lemma we can construct solutions of
Maxwells equations from scalar solutions of the Helmholtz equation.
Lemma 2.42 Let u C (D) satisfy u + k 2 u = 0 in a domain D R3 . Then

E(x) = curl x u(x)
and
H =
1
curl E ,
i
x D,
(2.44)
are solutions of the time harmonic Maxwell system

curl E iH = 0 in D
and curl H + iE = 0 in D .
(2.45)
= 1 curl E are solutions of the time

Furthermore, also E(x)
= curl curl x u(x) and H
i
harmonic Maxwell system (2.45).
Proof : Let u satisfy the Helmholtz equation and define E and H as in the Lemma. We
observe that div E = 0. From curl curl = + div and div E = 0 we conclude that

i curl H(x) = curl curl E(x) = E(x) = curl x u(x)

= curl 2 u(x) + x u(x) = k 2 curl x u(x) = k 2 E(x)
which proves the assertion because of k 2 = 2 . For the proof of the second part we just
take the curl of the last formula.
2
In view of the expansion results for the Helmholtz equation of the previous section we like
x) where
to consider solutions of the Helmholtz equation of the form u(x) = jn (k|x|)Ynm (
x
m
Yn denotes a spherical surface harmonics of order n N0 , m = n, . . . , n and x = |x|
. By
m
m
Lemma 2.42 we see that E(x) = curl(x jn (k|x|)Yn (
x)) and E(x) = curl curl(x jn (k|x|)Yn (
x))
are solutions of the Maxwell system. We can also replace the Bessel function by the Hankel
function, if the region D does not contain the origin, which will lead to solutions satisfying
a radiation condition.
Theorem 2.43 (a) For n N0 and |m| n the function E : R3 R3 , defined by

E(x) = curl x jn (kr) Ynm (
x) = jn (kr) GradS 2 Ynm (
x) x ,
(2.46a)
and the corresponding function
H(x) =
=
1
curl E(x)
i

1
n(n + 1)
jn (kr) Ynm (
x) x +
jn (kr) + krjn0 (kr) GradS 2 Ynm (
x)
ir
ir
(2.46b)
74
satisfy the Maxwell system (2.45). Again, r = |x| and x = x/|x| denote the spherical
coordinates, and GradS 2 is the surface gradient on the unit sphere (see Example 6.17).
For the tangential components with respect to spheres of radius r > 0 it holds
x) ,
x E(x) = jn (kr) GradS 2 Ynm (

1
x) .
jn (kr) + krjn0 (kr) x GradS 2 Ynm (
ir

=
x) and H
(b) Analogously, the vector fields E(x)
= curl curl x jn (kr)Ynm (
solutions of Maxwells equations.
(2.47a)
x H(x) =
(2.47b)
1
i
curl E are
(c) The results of (a) and (b) hold in R3 \ {0} if the Bessel function jn is replaced by the
(1)
Hankel function hn .

x) generates
Proof: (a) From Lemma 2.42 we already know that E(x) = curl x jn (kr)Ynm (
a solution of Maxwells equations. We have to prove the second representation.
By using

m
x) x. Decomposing the
the identity (6.7) and curl x = 0 we find E(x) = jn (kr)Yn (
gradient into its tangential part, Grad (see (6.17)), and the radial component, (/r) x,
leads to

m
1
m
jn (k|x|) GradS 2 Yn (
x) +
jn (k|x|) Yn (
E(x) =
x) x x
r
r
= jn (kr) GradS 2 Ynm (
x) x
which proves the second representation in (2.46a).
Now we consider curl E. Analogously to the proof of the previous lemma we use curl curl =
x) solves the Helmholtz equation. Therefore,
+ div and the fact that w(x) = jn (kr)Ynm (

curl E(x) = xw(x) + div xw(x)

= 2 w(x) + k 2 x w(x) + 3 w(x) + x w(x)

= jn (kr) + krjn0 (kr) Ynm (
x) + k 2 x jn (kr)Ynm (
x)

0

=
jn (kr) + krjn0 (kr) + k 2 r jn (kr) Ynm (
x) x

1
x)
r

1
=
2krjn0 (kr) + k 2 r2 jn00 (kr) + k 2 r2 jn (kr) Ynm (
x) x
r

1
x)
+
r

n(n + 1)
1
=
x)
jn (kr)Ynm (
x) x +
r
r
+
where we used the Bessel differential equation (2.27) in the last step. Formulas (2.47a) and
(2.47b) follow obviously.
75
(1)
(c) This is shown as in (a) and (b) by replacing jn by hn .
From the theorem we observe that the tangential components of the boundary values on
a sphere involve the surface gradients GradS 2 Ynm and x GradS 2 Ynm . We have seen and
already used several times that the surface gradient of u C 1 (S 2 ) is a tangential field,
i.e. GradS 2 u = 0 on S 2 with the unit normal vector (
x) = x on S 2 . Obviously, also
GradS 2 u is tangential. Using the partial integration formula (6.21) we compute
Z
Z

(
x GradS 2 u) (
x GradS 2 v) ds =
GradS 2 u (
x GradS 2 v) x ds
S2
S2
Z
GradS 2 u GradS 2 v ds =
=
S2
u S 2 v ds
S2

for u C 1 (S 2 ) and v C 2 (S 2 ). Since the spherical harmonics Ynm : n m n, n N
form an orthonormal system of eigenfunctions of the spherical Laplace-Beltrami operator
S 2 with the eigenvalues = n(n + 1), n N0 , we conclude that the vector fields
1
GradS 2 Ynm (
x)
Unm (
x) := p
n(n + 1)
(2.48a)
as well as the vector fields

Vnm (
x) := x Unm (
x) = p
1
n(n + 1)
x GradS 2 Ynm (
x)
(2.48b)
are two orthonormal systems of tangential fields on S 2 . Applying partial integration again
and using property (b) of the following lemma we obtain
Z
Z
(
x GradS 2 u) GradS 2 v ds =
DivS 2 (
x GradS 2 u) v ds = 0 .
S2
S2
Combining these sets of vector fields Unm and Vnm yields the set of spherical vector harmonics.
Actually, one should denote them as spherical vector surface harmonics.
The main task is to show that the spherical vector harmonics form a complete orthonormal
system in the space of tangential vector fields on S 2 . In preparation of the proof we need
some more properties of the spherical harmonics and the surface differential operators.
Lemma 2.44
x GradS 2 u) = 0 for all u C 2 (S 2 ) where DivS 2 denotes the surface divergence
(a) DivS 2 (
on the unit sphere (see Example 6.17).
(b) If a tangential field u Ct1 (S 2 ) = {u C 1 (S 2 , C3 ) : u = 0 on S 2 } satisfies
DivS 2 u = 0 and
then u = 0 on S 2 .
DivS 2 ( u) = 0 on S 2
76
Proof: (a) We extend u to a C 1 function in a neighborhood of S 2 and apply Corollary 6.20.

This yields DivS 2 (
x GradS 2 u) = DivS 2 (
x u) =
x curl u = 0 on S 2 .
(b) From DivS 2 ( u) = 0 we obtain by partial integration (6.21)
Z
Z
DivS 2 ( u) f ds =
( u) GradS 2 f ds for every f C 1 (S 2 ) .
0 =
S2
S2
of the spherical unit

We express u in spherical coordinates with respect to the basis ,
+ (u )
vectors; that is, u = (u )
and thus
(u )
u = (u )
.
Let f C 1 (S 2 ) be arbitrary. The representation of the surface gradient of f on S 2 (see
Example 6.17) implies by partial integration with respect to and , respectively, the
identity

Z 2 Z
Z
1 f
f
+
sin d d
( u)
( u) GradS 2 f ds =
0 =
sin
0
0
S2

Z 2 Z
=
(u )
sin
(u ) f d d .
0
0
This leads to

(u )
sin =
u
on S 2 . Considering the anti-derivative h(, ) = 0 (u )(,

0 ) d0 we have
h
= u and
Z
Z

h
0
0
(, ) =
(u )(, ) d =
(u )(,
0 ) sin 0 d0 = (u )
sin .
0
0
Therefore we conclude that
h
1 h
+ (u )
u = (u )
=
+
= GradS 2 h .
sin
Finally, we use the condition DivS 2 u = 0 and obtain by partial integration
Z
Z
Z
0 =
h DivS 2 u ds =
u GradS 2 h ds =
|u|2 ds
S2
which yields u = 0 on S 2 .
S2
S2
Remark: From the first part of the proof of part (b) we observe that DivS 2 ( u) = 0 on
S 2 implies the existence of a surface potential h. This motivates the common notation of
the surface curl of a tangential field u by Curl u = Div( u).
The following result is needed as a preparation for the expansion theorem but is also of
independent interest. It proves existence and uniqueness of a solution for the equation
S 2 u = f on S 2 where S 2 = DivS 2 GradS 2 denotes again the spherical Laplace-Beltrami
operator (see Definition 2.2).
77
R
Theorem 2.45 For every f C (SR2 ) with S 2 f ds = 0 there exists aP
unique
solution u
Pn
2
2
2
C (S ) with S 2 u = f on S and S 2 u ds = 0. If f is given by f = n=1 m=n fnm Ynm
with fnm = (f, Ynm )L2 (S 2 ) then the solution is given by
Z
1 X 2n + 1
fnm
m
Y (x) =
Pn (x y) f (y) ds(y) .
u(x) =
n(n + 1) n
4 n=1 n(n + 1) S 2
n=1 m=n
X
n
X
Both series converge uniformly with all their derivatives. In particular, u C (S 2 ).

Proof: Uniqueness is seen by Greens theorem.
Indeed, if u C 2 (SR2 ) is the difference of
R
two solutions then S 2 u = 0 and thus 0 = S 2 u DivS 2 GradS 2 u ds =R S 2 | GradS 2 u|2 ds; that
is, GradS 2 u = 0 which implies that u is constant. The requirement S 2 u ds = 0 yields that
u vanishes.
For existence it suffices to show that the series for u converges with all of its derivatives
because S 2 Ynm = n(n + 1)Ynm . For partial sums we have for any q N
N
n
X
X
Z X
N
n
X
1
fnm
m
(SN u)(x) =
Yn (x) =
Ynm (x) Ynm (y) f (y) ds(y)
n(n
+
1)
n(n
+
1)
S 2 m=n
n=1
n=1 m=n
Z
N
1 X 2n + 1
Pn (x y) f (y) ds(y)
=
4 n=1 n(n + 1) S 2
Z
N
(1)q X
2n + 1
=
qS 2 Pn (x y) f (y) ds(y)
q+1
q+1
4 n=1 n (n + 1)
S2
Z
N
2n + 1
(1)q X
Pn (x y) qS 2 f (y) ds(y)
=
4 n=1 nq+1 (n + 1)q+1 S 2
where we used the addition formula of Theorem 2.17 again and S 2 Pn (x y) = n(n +
1)Pn (x y) (because x 7 Pn (x y) is a spherical surface harmonic) Greens theorem q times.
We consider the extension of this formula to x R3 and observe for any differential operator
D` of order ` that
Z
N
(1)q X
2n + 1
Dx` Pn (x y) qS 2 f (y) ds(y) .
(D SN u)(x) =
q+1
q+1
4 n=1 n (n + 1)
S2
`
By the chain rule and Exercise 2.6 we conclude that |Dx` Pn (x y)| cn2` for all n N and
x, y S 2 . Therefore,
N
1 X
2n + 1
q+1
4 n=1 n (n + 1)q+1
S2
Dx` Pn (x
y) qS 2 f (y) ds(y)
which converges if we choose q ` + 1.
c kqS 2 f k
N
X
(2n + 1) n2`
nq+1 (n + 1)q+1
n=1
78
Theorem 2.46 The functions

1
x)
GradS 2 Ynm (
Unm = p
n(n + 1)
and
x)
x) = x Unm (
Vnm (
for n N and n m n constitute a complete orthonormal system in

L2t (S 2 ) = u L2 (S 2 ) : u = 0 on S 2 .
Proof: Let f Ct (S 2 ) = {u C (S 2 , C3 ) : u
= 0 on S 2 }. Then
also DivS 2 f, DivS 2 (
R
R
2
f ) C (S ), and by Greens theorem we have S 2 DivS 2 f ds = S 2 DivS 2 ( f ) ds = 0. By
the previous Theorem 2.45 there exist solutions u1 , u2 C (S 2 ) with S 2 u1 = DivS 2 f and
S 2 u2 = DivS 2 ( f ) on S 2 . Their expansions
X
n
X
u1 =
m
am
n Yn
and u2 =
n=1 m=n
X
n
X
m
bm
n Yn
n=1 m=n
converge uniformly with all of their derivatives. Set

g = Grad u1 Grad u2 =
X
n
X
m
m
am
bm
n Grad Yn
n Grad Yn
n=1 m=n
X
n
X
p
p

m
m
n(n + 1) am
n(n + 1) bm
.
n Un
n Vn
n=1 m=n
Then g Ct (S 2 ) and, by using part (a) of

Lemma 2.44, DivS 2 g = S 2 u1 = DivS 2 f and
DivS 2 ( g) = DivS 2 ( GradS 2 u2 ) = DivS 2 GradS 2 u2 = DivS 2 ( f ). Application
of part (b) of Lemma 2.44 yields g = f which proves uniform convergence of f into vector
spherical harmonics. The completeness of the set {Unm , Vnm : n m m, n N} in
2
L2t (S 2 ) follows again by a denseness argument just as in the proof of Theorem 2.19.
As a corollary we formulate an expansion of any vector field A in terms of the normal basis
n
and Vnm .
functions x Ymn (
x)
x and the tangential basis functions Um
Corollary 2.47 Every vector field A L2 (S 2 , C3 ) has an expansion of the form
X
X
A(
x) =

m
m
m
am
x) x + bm
x ) + cm
x)
n Yn (
n Un (
n Vn (
(2.49)
n=0 |m|n
where
am
n
bm
n
cm
n
Z
=
S2
Z
=
S2
Z
=
S2
A(
x) x Ynm (
x) ds(
x) ,
|m| n , n 0 ,
(2.50a)
A(
x) Unm (
x) ds(
x) ,
|m| n , n 1 , b00 = 0 ,
(2.50b)
A(
x) Vnm (
x) ds(
x) ,
|m| n , n 1 , c00 = 0 .
(2.50c)
79
The convergence is understood in the L2 sense. Furthermore, Parsevals equality holds; that
is,
X
X

n 2
|am | + |bnm |2 + |cnm |2 = kAk2L2 (S 2 ,C3 ) .
n=0 |m|n
Proof: We decompose the vector field A into

A(
x) = A(
x) x x + x A(
x) x .

The scalar function x 7 x A(
x) and the tangential vector field x 7 x A(
x) x can
be expanded into basis functions on S 2 according to Theorem 2.19 for the scalar radial part
and the previous Theorem 2.46 for the tangential part.
2
We apply this corollary to the vector field x 7 E(r
x) where E satisfies Maxwells equation.

Theorem 2.48 Let E, H C 1 B(0, R), C3 satisfy curl E iH = 0 and curl H +iE =
0 in B(0, R). Then there exist unique nm , nm C, |m| n, n = 0, 1, 2, . . . such that
"
0
X
X
p
rj
(kr)
j
(kr)
n
n
E(x) =
nm n(n + 1)
Ynm (
Unm (
x) x + nm
x)
r
r
n=1
|m|n
+
=
X
X
nm jn (kr) Vnm (
x)
1
n(n + 1)
nm
n=1 |m|n
curl
(2.51a)
h

nm curl curl x jn (kr) Ynm (
x)
i
x jn (kr) Ynm (
x)
(2.51b)
0
rj
(kr)
1 X X h mp
jn (kr) m
n
H(x) =
Yn (
Unm (
n n(n + 1)
x) x + nm
x)
i n=1
r
r
|m|n
+ k 2 nm jn (kr) Vnm (
x)
=
h

1
1 X X
p
k 2 nm curl x jn (kr) Ynm (
x)
i n=1
n(n + 1)
|m|n
i
m
m
x)
n curl curl x jn (kr) Yn (
(2.51c)
(2.51d)
for x = r
x and 0 r < R, x S 2 . The series converge uniformly in every ball B[0, R0 ] for
0
R < R.
m
m
Proof: Let am
corresponding
n (r), bn (r), and cn (r) be the expansion coefficients of (2.49)
R
1
0
to the vector field given by x 7 E(r
x). First we note that a0 (r) = r2 |x|=r x E(x) ds(x)
vanishes by the divergence theorem because div E = 0.
80
Second, we consider am
n (r) for n 1. With
Z
Z
1
m
m
an (r) =
x E(r
x) Yn (
x) ds(
x) =
x E(x) Ynm (
x) ds(
x)
r
2
2
S
S
we observe that ram
n (r) is the expansion coefficient of the solution x 7 x E(x) of the scalar
Helmholtz equation, see Lemma 1.5. Thus by Theorem 2.33 we obtain
am
n (r) =
nm
jn (kr)
r
for some
nm . Next, the condition div E = 0 in spherical polar coordinates reads

1 2
r Er (r, x) + DivS 2 Et (r, x) = 0
r r
(see (6.20)), and we obtain
1 2 m 0
r an (r)
=
r

1 2
r Er (r, x) Ynm (
x) ds(
x)
r r
S2
Z
=
S2
Z
=
S2
DivS 2 Et (r, x) Ynm (

x) ds(
x)
E(r, x) GradS 2 Ynm (

x) ds(
x) =
p
n(n + 1) bm
n (r)
by (6.21). Thus, with a common constant nm we have

p
0
n(n + 1)
m 1
m
m
jn (kr) , bm
an (r) = n
r jn (kr) .
n (r) = n
r
r
(2.52)
Finally, we consider cm
n (r). By partial integration it holds
Z
p

m
n(n + 1) cn (r) =
E(r, x) x GradS 2 Ynm (
x) ds(
x)
S2

E(r, x) x GradS 2 Ynm (
x) ds(
x)
=
S2
Z
=
S2

x) ds(
x)
DivS 2 E(r, x) x Ynm (
Z
= r
S2
Z
=
S2
x curl E(r
x) Ynm (
x) ds(
x)
x curl E(r
x) Ynm (
x) ds(
x)

where we have used that DivS 2 E(r, x) x = Div|x|=r E(r
x) x = r x curl E(r
x) (see
p
m
Corollary 6.20). Therefore,
n(n + 1) cn (r) are the expansion coefficients of the scalar
function (x) = x curl E(x). Because is a solution of the Helmholtz equation + k 2 =
81
m
0, see Lemma 1.5, we again conclude from Theorem 2.33 that cm
n (r) = n jn (kr) for some
nm C. This proves the first representation (2.51a).
Furthermore, using (2.46a) and (2.46b) yields the second representation (2.51b).
It remains to show uniform convergence in B[0, R0 ] for every R0 < R. As in the scalar case we
with R0 < R
< R.
will prove another representation of the field E. Fix R0 < R and choose R
The scalar function x 7 E(R

x) x is smooth and we obtain from (2.51a) that
Z

p
jn (k R)
m
E(R
y ) y Ynm (
y ) ds(
y) .
=
n n(n + 1)
R
S2
Analogously, we obtain
nm
Z
+ k Rj
0 (k R)
jn (k R)
n
y ) U m (
=
E(R
y ) ds(
y)
n
R
S2
Z
1
y) Ynm (
DivS 2 E(R,
y ) ds(
y) ,
= p
n(n + 1) S 2
and
nm jn (k R)
Z
=
S2
y ) V m (
E(R
y ) ds(
y)
n
Z
= p
n(n + 1)
1
= p
n(n + 1)

y) y GradS 2 Ynm (
E(R,
y ) ds(
y)
S2
Z
S2

y) y Y m (
DivS 2 E(R,
y ) ds(
y) .
n
Substituting these coefficients into (2.51a) and using the addition formula of Theorem 2.17
yields
"
X
X
jn (kr) Z

R
y ) y Y m (
E(R
y ) ds(
y ) Ynm (
x) x
E(r
x) =
n
r
2
j
(k
R)
S
n
n=1
|m|n
Z
jn (kr) + krj 0 (kr)
R
1
n
y) Y m (
DivS 2 E(R,
y ) ds(
y ) Ynm (
x)
GradS 2
n
+ k Rj
0 (k R)
n(n + 1)
r jn (k R)
2
S
n

#
Z
m
jn (kr)
1
y) y Y (
DivS 2 E(R,
y ) ds(
y ) Ynm (
x)
(2.53)
x GradS 2
n
n(n
+
1)
2
jn (k R)
S
"
jn (kr) Z

1 X
R
y ) y Pn (
=
(2n + 1)
E(R
x y) ds(
y ) x
S2
4 n=1
r jn (k R)
Z
jn (kr) + krjn0 (kr)
R
1
y) Pn (
GradS 2
DivS 2 E(R,
x y) ds(
y)
+ k Rj
n0 (k R)
n(n + 1)
r jn (k R)
S2

#
Z

jn (kr)
1
y) y Pn (
x GradS 2
DivS 2 E(R,
x y) ds(
y) .
n(n + 1)
jn (k R)
S2
82
This has now the form of the series for the solution of the interior boundary value problem for
the Helmholtz equation. The arguments used there, in the proof of Theorem 2.33, provide
analogously uniform convergence of the series and its derivatives in the closed ball B[0, R0 ].
2
The expansions (2.51a) and (2.51b) as well as (2.51c) and (2.51d) complement each other.
The representation (2.51b) shows an expansion into vector wave functions which is closely
related to the idea from Lemma 2.42 using the scalar expansion functions of the Helmholtz
equation. On the other hand (2.51a) is suitable for treating boundary value problems (see
Theorem 2.49 below) and, additionally, gives some inside into the important relation of the
tangential and the normal component of the electric field on surfaces.
Combining the previous results we obtain the following existence result for the interior
Maxwell problem in a ball; that is, the boundary value problem for Maxwells equation in
a ball B(0, R) with boundary values E = fR on |x| = R. We formulate the existence
result again with fR L2t (S 2 ) where fR (
x) = f (R
x).
Theorem 2.49 We assume that , C with Im k 0 where again k = and R > 0

are such that jn (kR) 6= 0 and jn (kR) + kR jn0 (kR) 6= 0 for all n N0 .

1
(a) For given fR L2t (S 2 ) there exists a unique solution E C 2 B(0, R) and H = i
curl E
of
curl E iH = 0 and
curl H + iE = 0 in B(0, R)
with
lim k E(r, ) fR kL2 (S 2 ) = 0 .
rR
83
X
n
X

(fR , Unm )L2 (S 2 )
1
p
E(r
x) =
curl x jn (kr) Ynm (
x)
n(n + 1) jn (kR)
n=1 m=n

(fR , Vnm )L2 (S 2 )
R
m
+ p
curl
curl
xj
(kr)
Y
(
x
)
n
n
n(n + 1) jn (kR) + kR jn0 (kR)
=
X
n
X
(fR , Vnm )L2 (S 2 )
p
n(n + 1)
n=1 m=n
H(r
x) =
R
jn (kr) m
Yn (
x) x
jn (kR) + kR jn0 (kR) r
+ (fR , Vnm )L2 (S 2 )
R
jn (kr) + kr jn0 (kr) m
x)
Un (
jn (kR) + kR jn0 (kR)
r
(fR , Unm )L2 (S 2 )
jn (kr) m
V (
x) ,
jn (kR) n
n

1 X X (fR , Unm )L2 (S 2 )
1
p
curl curl x jn (kr) Ynm (
x)
i n=1 m=n
n(n + 1) jn (kR)

(fR , V m )L2 (S 2 )
R
+ k2 p n
curl xjn (kr) Ynm (
x)
0
n(n + 1) jn (kR) + kR jn (kR)
n
p
jn (kr) m
1 X X
1
(fR , Unm )L2 (S 2 ) n(n + 1)
Yn (
x) x
=
i n=1 m=n
jn (kR) r
+ (fR , Unm )L2 (S 2 )
jn (kr) + kr jn0 (kr) m

1
Un (
x)
jn (kR)
r
k 2 (fR , Vnm )L2 (S 2 )
R
jn (kr) Vnm (
x)
0
jn (kR) + kRjn (kR)
for x = r
x B(0, R). The series converges uniformly on compact subsets of B(0, R).

(b) If fR Ct2 (S 2 ) the solution of the boundary value problem satisfies E C 2 B(0, R)
C B[0, R] and the series converges uniformly on the closed ball B[0, R].
Proof: The proof follows the arguments as in Theorem 2.37 for the case of a boundary value
problem for the Helmholtz equation.
Let us repeat the steps. To show uniqueness we assume E is a solution of the homogeneous
boundary value problem, i.e. k E(r
x)kL2 (S 2 ) 0 for r R with (
x) = x. First we
consider the expansion from Theorem 2.48 for R (R0 , R), where we choose 0 < R0 < R
84
and > 0 with k E(R x)kL2 (S 2 ) . From (2.53) we obtain

X
X
R jn (kr) + kr jn0 (kr)
x E(r
x) =
( E(R . ), Vnm )L2 (S 2 ) Unm (
x)
0 (kR )
r
j
(kR
)
+
kR
j
n
n
n=1
|m|n
X
X
jn (kr)
x) .
( E(R . ), Unm )L2 (S 2 ) Vnm (

jn (kR )
n=1
|m|n
By Parsevals identity we obtain for 0 < R1 < r < R0 < R < R

k
E(r . )k2L2 (S 2 )

X
2
X
R 2 jn (kr) + kr jn0 (kr) 2

( E(R . ), Vnm ) 2 2
=
L (S )
r jn (kR ) + kR j 0 (kR )
n
n=1 |m|n

2
jn (kr) 2

m

+
( E(R . ), Un )L2 (S 2 )

jn (kR )
X
2
2
X

c
( E(R . ), Vnm )L2 (S 2 ) + ( E(R . ), Unm )L2 (S 2 )
2
n=1 |m|n
c2 k E(R )kL2 (S 2 ) c2 2 .
(2.54)

(kr)
Here we have used again as in the proof of 2.34 a uniform bound for all n N of jjnn(kR
c
)

0 (kr)

jn (kr)+kr jn
and of Rr jn (kR
c for r [R1 , R0 ], where the last estimate follows from
0
)+kR jn (kR )
Theorem 2.31 by using the identity jn (z) + zjn0 (z) = zjn1 (z) njn (z) (see Excercise 2.8).
Since (2.54) holds for any > 0 we obtain by the expansion of Theorem 2.48 that nm (rjn (kr))0 =
0 and nm jn (kr) = 0 for all r (R1 , R0 ) and |m| n, n N. Thus it follows nm = nm = 0,
and the expansion leads to E = 0 in B(0, R).
Next we show that the function E(r
x) given in the Theorem satisfies the boundary condition
in L2 sense. For r < R we compare the representation (2.51b) with the given expansion and
define
nm =
R
(fR , Vnm )L2
jn (kR) + kRjn0 (kR)
and nm =
1
(fR , Unm )L2 .
jn (kR)
Thus, we obtain from (2.51a)

X
n
X
nm
x E(r
x) =
(rjn (kr))0 x Unm (
x) + nm jn (kr) x Vnm (
x)
r
n=1 m=n
X
n
X
nm
(rjn (kr))0 Vnm (
x) nm jn (kr) Unm (
x) .
r
n=1 m=n
85
With the definition of nm and nm it follows by Parsevals identity

k E(r . ) fR kL2
2

X
n
X

jn (kr)
m
2

=
jn (kR) 1 |(fr , Un )L2 |
n=1 m=n

2
X
n
X
R jn (kr) + krjn0 (kr)

|(fr , Vnm )L2 |2 .
+
1
r jn (kR) + krj 0 (kR)

n
n=1 m=n
As in Theorem 2.34 we can adapt the arguments
2.22 in the case

of Theorem

of the Lapla jn (kr)

R jn (kr)+krjn0 (kr)

cian, since by Theorem 2.31 the terms jn (kR) 1 and r jn (kR)+kRj 0 (kR) 1 are uniformly
n
bounded for r [0, R] and converge to zero as r tends to R for every n. Thus we conclude
that k E(r, ) fR kL2 0 if r R.
Furthermore, the second part of the proof of Theorem
2.22
to the electric

can be transfered

jn (kr)
R jn (kr)+krjn0 (kr)
fields by the uniform bounds on the ratios jn (kR) and r jn (kR)+kRj 0 (kR) and we conclude
n
part (b) of the Theorem.
2
The last part in this chapter is devoted to the Maxwell problem in the exterior R3 \B(0, R)
of a ball. First we observe that replacing the Bessel functions by the Hankel functions of the
first kind in the constructed expansion functions will lead to solutions satisfying a radiation
condition. At this point we find it very convenient to use the scalar Sommerfeld radiation
condition (2.32) for the solutions x E(x) and x H(x) of the Helmholtz equation. These
conditions imply in particular that the radial components of the electric and magnetic fields
decay as 1/r2 .; that is, the fields E and H are almost tangential fields on large spheres.
Later (see Corollary 2.53 and Remark 3.31) we will show that this form of the radiation
condition is equivalent to the better known Silver-M
uller radiation condition.

Theorem 2.50 Let k C\{0} with Im k 0 and E C 2 R3 \B[0, R] and H =
be solutions of the time harmonic Maxwell equations
curl E iH = 0 in D
and
1
i
curl E
curl H + iE = 0 in R3 \ B[0, R] .
Furthermore, let x 7 x E(x) and x 7 x H(x) satisfy the Sommerfeld radiation condition (2.32). Then there exist unique nm , nm C, |m| n, n = 0, 1, 2, . . . such that
X mp
X
0 m
n n(n + 1) (1)
m
x) x + n rh(1)
(kr)
Un (
x)
hn (kr) Ynm (
E(x) =
n
r
r
n=1
|m|n
+
=
nm
m
h(1)
x)
n (kr) Vn (
(2.55a)
X
X
h

1
m
p
nm curl curl x h(1)
x)
n (kr) Yn (
n(n + 1)
n=1 |m|n
i
m
(kr)
Y
(
x
)
nm curl x h(1)
n
n
(2.55b)
86
for x = r
x and r > R, x S 2 . The series converges uniformly with all of its derivatives in
compact subsets of R3 \ B[0, R].
(1)
The field H has the forms (2.51c), (2.51d) with hn replacing jn .
Proof: The proof usesR exactly the same arguments as the proof of Theorem 2.48. First
m
(
x) ds(
x) is the expansion coefficient of the solution
we note that ram
n (r) = S 2 x E(x) Yn
u(x) = x E(x) of the Helmholtz equation with respect to {Ynm : |m| n, n N}. By
assumption u is radiating, therefore ram
nm h(1) (kr) for some coefficient
nm . Therefore,
n (r) =
(1)
m
m (1)
(2.52) holds for jn replaced by hn . Analogously, cm
n (r) is given by cn (r) = n hn (kr) for
some nm because also x 7 xcurl E(x) is radiating. This yields the form (2.55a) for E(x) and
(1)
from this also (2.55b) by using (2.46a), (2.46b) for hn instead of jn . Uniform convergence
of this series is shown as in the proof of Theorem 2.48.
2
In contrast to the interior problem and similar to the Helmholtz equation the exterior
Maxwell problem for a ball is uniquely solvable for any k C with Im k 0 and every
R > 0.
Theorem 2.51 Let k C \ {0} with Im k 0 and let R > 0.

(a) For given fR L2t (S 2 ) there exist unique solutions E, H C 2 R3 \ B[0, R] of
curl H + iE = 0 in R3 \ B[0, R]
curl E iH = 0 and
with
lim k E(r, ) fR kL2 (S 2 ) = 0 ,
rR
such that x 7 x E(x) and x 7 x H(x) satisfy the Sommerfeld radiation condition (2.32).
X
n
X

(fR , Unm )L2 (S 2 )
1
m
p
curl x h(1)
x)
E(r
x) =
n (kr) Yn (
(1)
n(n + 1) hn (kR)
n=1 m=n
(1)

(fR , Vnm )L2 (S 2 )
R
m
p
curl
curl
xh
(kr)
Y
(
x
)
n
n
(1) 0
n(n + 1) h(1)
n (kR) + kR hn (kR)
n
X
X
(fR , Vnm )L2 (S 2 )

n=1 m=n
+
(fR , Vnm )L2 (S 2 )
(1)
hn (kr) m
n(n + 1) (1)
Yn (
x) x
(1) 0
r
hn (kR) + kR hn (kR)
R
(1)
(1)
(fR , Unm )L2 (S 2 )
(1) 0
hn (kr) + kr hn (kr) m
Un (
x)
(1)
(1) 0
r
hn (kR) + kR hn (kR)
hn (kr)
(1)
hn (kR)
Vnm (
x) .
The series converges uniformly on compact subsets of R3 \ B[0, R].

(1)
The field H has the forms as in Theorem 2.49 with hn replacing jn .
87
(b) If fR L2t (S 2 ) C 2 (S 2 ) the solution E is continuous in all of R3 \ B(0, R), and its series
representation converges uniformly on B[0, R1 ] \ B(0, R) for every R1 > R.
Proof: We omit the proofs of uniqueness and the fact that the series solves the boundary
value problem because the arguments are almost the same as in the proof of the cooresponding Theorem 2.49 for the interior boundary value problem. Again, we only mention
(1)
(1)
(1) 0
that hn (kR) and hn (kR) + kRhn (kR) do not vanish for any kR which follows again by
Theorem 2.27. To show the radiation condition we multiply the second representation of
E(x) by x = r
x and arrive at
x E(x) =
X
n
X
(1)
(fR , Vnm )L2 (S 2 )
p
n(n + 1)
n=0 m=n
Rhn (kr)
(1)
hn (kR)
(1) 0
kRhn (kR)
Ynm (
x) .
This scalar solution of the Helmholtz equation has just the form of (2.38). Application of
Lemma 2.38 and Lemma 2.39 yields that x 7 x E(x) satisfies the Sommerfeld radiation
condition.
The corresponding proof for x H(x) uses the same arguments for the representation of
1
curl E.
2
H = i
For later use we formulate and prove the analog of Lemma 2.38.
Lemma 2.52 Let
E(x) =
X
X
m

m
m
n curl x h(1)
x) + nm curl curl x h(1)
x)
n (kr) Yn (
n (kr) Yn (
n=1 |m|n
converge uniformly on compact subsets of R3 \ B[0, R]. Then there exists R0 > R and scalar
continuous functions g and h such that
Z
E(x) = curl

g(y) (x, y) ds(y) x
|y|=R0
+ curl
Z

h(y) (x, y) ds(y) x
(2.56a)
|y|=R0
Z

1
1
2
H(x) =
curl E(x) =
curl
g(y) (x, y) ds(y) x
i
i
|y|=R0
Z

+ i curl
h(y) (x, y) ds(y) x
(2.56b)
|y|=R0
for |x| > R0 . Here, denotes again the fundamental solution of the Helmholtz equation,
given by (2.37). In particular, the solution of the boundary value problem of the previous
theorem can be represented in this form.
Proof: We follow the proof of Lemma 2.38. Let R0 > R such that jn (kR0 ) 6= 0 for all n
88
and substitute the right hand side of (2.40) into the series for E(x). This yields
E(x) =
X
X
n=1 |m|n
nm
curl
ikR02 jn (kR0 )
Z
Ynm (
y ) (x, y) ds(y) x
|y|=R0

Z
nm
m
y ) (x, y) ds(y) x
+
curl curl
Yn (
ikR02 jn (kR0 )
|y|=R0
Z

Z

= curl
g(y) (x, y) ds(y) x + curl curl
h(y) (x, y) ds(y) x
|y|=R0
|y|=R0
with
g(y) =
X
X
n=1 |m|n
nm
Ynm (
y) ,
2
ikR0 jn (kR0 )
h(y) =
X
X
n=1 |m|n
nm
Ynm (
y) .
2
ikR0 jn (kR0 )
The uniform convergence of the series for g and h is shown in the same way as in the proof
of Lemma 2.38. The form of H is obvious by curl2 = + div and k 2 = 2 .
2
We finish this chapter by the following corollary which states that any pair (E, H) of solutions
of the Maxwell system which satisfy the scalar radiation conditions of Theorems 2.50 and
2.51 satisfy also the SilverM
uller radiation condition (1.20a), (1.20b); or even,
and
0 H(x) x
0 E(x) x +
0 E(x) = O(|x|2 )
(2.57a)
0 H(x) = O(|x|2 )
(2.57b)
uniformly in x/|x| S 2 . As mentioned above, the scalar radiation conditions of Theorems 2.50 and 2.51 imply in particular that the radial components x E(x) and x H(x)
decay faster than O(|x|1 ) to zero as |x| tends to infinity; that is, E(x) and H(x) are almost tangential fields on large spheres. On the other hand, the SilverM
uller radiation
condition implies that the combination H(x) x |x|E(x) decays faster than O(|x|1 ) to
zero as |x| tends to infinity; that is, E(x) and H(x) are almost orthogonal to each other.

Corollary 2.53 Let k C\{0} with Im k 0 and E C 2 R3 \B[0, R] and H =
be solutions of the time harmonic Maxwell equations
curl E iH = 0 in D
and
1
i
curl E
curl H + iE = 0 in R3 \ B[0, R]
such that x 7 x E(x) and x 7 x H(x) satisfy the Sommerfeld radiation condition (2.32).
Then E and H satisfy the SilverM
uller radiation condition (2.57a), (2.57b).
Proof: From Theorem 2.50 and Lemma 2.52 we conclude that a representation of the
form (2.56a) holds. Both terms on the right hand side satisfy the SilverM
uller radiation
condition, see Lemma 3.29 of the next chapter.
2.
2.8. EXERCISES
2.8
89
Exercises
Exercise 2.1 (a) Prove that the Laplacian is given in spherical polar coordinates by
(2.1).

r cos
(b) Prove that the Laplacian is given in planar polar coordinates x =
by
r sin

1
1 2
=
r
+
.
r r
r
r 2
Exercise 2.2 Show that the Laplace-Beltrami operator S 2 is selfadjoint and non-posivite;
that is,
Z
Z
Z
f (
x) S 2 f (
x) ds(
x) 0
g(
x) S 2 f (
x) ds(
x) ,
f (
x) S 2 g(
x) ds(
x) =
S2
S2
S2
for all f, g C 2 (S 2 ).
Exercise 2.3 Construct harmonic functions in R2 or R2 \ {0} by separation of variables in
plane polar coordinates.
Exercise 2.4 Prove parts (e) (h) of Lemma 2.8. Hints:
(e): Show by using the differential equation for Pn and part (c) that the derivatives of both
sides of the first equation coincide. For the second equation use (b).
(f) This follows from (c) and (a).
(g) This follows using both equations of (e).
(h) This follows from (b) and (a).
Exercise 2.5 Show that the leading coefficient of Pn is given by
Pn (t) =
(2n1)!
;
n! (n1)! 2n1
that is,
(2n 1)!
tn + Qn1 (t)
n! (n 1)! 2n1
for some polynomial Qn1 of order less than n. Hint: Use Theorem 2.8.
Exercise 2.6 Use property (c) of Theorem 2.8 to show for every ` N the existence of
c` > 0 such that
`

d Pn (t)
(`)

c` n2` for all n N .
kPn k = max
|t|1
dt`
Exercise 2.7 Try to prove Theorems 2.23.
Exercise 2.8 Prove the following representations of the derivative by using Rayleighs Formulas from Theorem 2.28
n
n+1
fn0 (z) =
fn (z) fn+1 (z) , fn0 (z) = fn1 (z)
fn (z) , z 6= 0 ,
z
z
(1)
(2)
where fn is any of the functions jn , yn , hn , or hn .
90
Exercise 2.9 Prove the following asymptotics for the derivatives by modifying the proof of
Theorem 2.31. For any r N and > 0 and R > :

dr n
1
dr
1
for n ,
jn (z) =
z 1+O
r
r
dz
(2n + 1)!! dz
n

dr (1)
1
dr 1
for n ,
hn (z) = i (2n 1)!! r n+1 1 + O
r
dz
dz z
n
uniformly with respect to |z| R and uniformly with respect to |z| R, respectively.
Exercise 2.10 Try to formulate and prove the corresponding theorems of Section 2.7 for
the boundary condition H = f on B(0, R).
Chapter 3
Scattering From a Perfect Conductor
In Section 2.6 of the previous chapter we have studied the scattering of plane waves by balls.
In this chapter we investigate the same problem for arbitrary shapes. To treat this boundary
value problem we introduce the boundary integral equation method which reformulates the
boundary value problem in terms of an integral equation on the boundary of the region. For
showing existence of a solution of this integral equation we will apply the RieszFredholm
theory. Again, as in the previous chapter, we consider first the simpler scattering problem
for the scalar Helmholtz equation in Section 3.1 before we turn to Maxwells equations in
Section 3.2.
3.1
A Scattering Problem for the Helmholtz Equation
For this first part the sacttering problem we are going to solve is the following one:
Given an incident field uinc ; that is, a solution uinc of the Helmholtz equation uinc +k 2 uinc =
0 in all of R3 , find the total field u C 2 (R3 \ D) C 1 (R3 \ D) such that
u + k 2 u = 0 in R3 \ D ,
u
= 0 on D ,
(3.1)
and such that the scattered field us = u uinc satisfies the Sommerfeld radiation condition
(2.32); that is,

us (r
x)
1
s
for r ,
(3.2)
ik u (r
x) = O 2
r
r
uniformly with respect to x S 2 . For smooth fields u C 1 (R3 \ D) and smooth boundaries
the normal derivative is given by u/ = u where = (x) denotes the exterior unit
normal vector at x D.
In this section we restrict ourselves to the Neumann boundary problem as the model problem.
The Dirichlet boundary value problem will be treated in Chapter 5.
Since we want to consider the classical situation of scattering in homogeous media, throughout this chapter we make the following assumptions.
91
92
CHAPTER 3. SCATTERING FROM A PERFECT CONDUCTOR
Assumption: Let the wave number be given by k = C with constants , C where

we take the branch of the square root such that Im k 0. Let D R3 be a finite union of
bounded domains Dj such that Dj D` = for j 6= `. Furthermore, we assume that the
boundary D is C 2 smooth (see Definition 6.7 of the appendix) and that the complement
R3 \ D is connected.
Before we investigate uniqueness and existence of a solution of this scattering problem we
study general properties of solutions of the Helmholtz equation u + k 2 u = 0 in bounded
and unbounded domains.
3.1.1
Representation Theorems
We begin with the (really!) fundamental solution of the Helmholtz equation, compare (2.37).

Lemma 3.1 For k C the function k : (x, y) R3 R3 : x 6= y C, defined by
k (x, y) =
eik|xy|
,
4|x y|
x 6= y ,
is called the fundamental solution of the Helmholtz equation, i.e. it holds that
x k (x, y) + k 2 k (x, y) = 0 for x 6= y .
2
Proof: This is easy to check.
We often suppress the index k; that is, write for k . Since the fundamental solution
and/or its derivatives will occur later on as kernels of various integral operators, we begin
with the investigation of certain integrals.

Lemma 3.2 (a) Let K : {(x, y) R3 D : x 6= y C be continuous. Assume that there
exists c > 0 and (0, 1] such that

c
K(x, y)
for all x R3 and y D with x 6= y .
|x y|3
R
Then the integral D K(x, y) dy exists in the sense of Lebesgue and there exists c > 0 with
Z

K(x, y) dy c for all x R3 and all > 0 ,
(3.3a)
D\B(x, )

K(x, y) dy c
for all x R3 and all > 0 .
(3.3b)
DB(x, )

(b) Let K : {(x, y) D D : x 6= y C be continuous. Assume that there exists c > 0
and (0, 1] such that

c
K(x, y)
for all x, y D with x 6= y .
|x y|2
3.1. A SCATTERING PROBLEM FOR THE HELMHOLTZ EQUATION

Then
R
D
93
K(x, y) ds(y) exists and there exists c > 0 with

Z

K(x, y) ds(y) c for all x D and > 0 ,
(3.3c)
D\B(x, )

K(x, y) ds(y) c
for all x D and > 0 .
(3.3d)
DB(x, )

(c) Let K : {(x, y) D D : x 6= y C be continuous. Assume that there exists c > 0
and (0, 1) such that

K(x, y)
c
|x y|3
for all x, y D with x 6= y .
Then there exists c > 0 with

Z

K(x, y) ds(y) c 1
for all x D and > 0 .
(3.3e)
D\B(x, )
Proof: (a) Fix x R3 and choose R > 0 such that D B(0, R).
First case: |x| 2R. Then D B(x, 3R) and thus, using spherical polar coordinates with
respect to x,
Z
D\B(x, )
1
dy
|x y|3
=
Z
<|yx|<3R
1
dy = 4
|x y|3
Z3R
1
r3
r2 dr

4
4
(3R)
(3R) .
Second case: |x| > 2R. Then |x y| |x| |y| R for y D and thus
Z
Z
1
1 4 3
1
dy 3
dy = 3
R .
3
R
R
3
D\B(x, ) |x y|
B(0,R)
This proves (3.3a). For (3.3b) we compute
Z

K(x, y) dy c
DB(x, )
Z
|xy|<
1
dy = 4c
|x y|3
1
r3
r2 dr =
4c
.
(b) We choose a local coordinate system as in Definition 6.7; that is, a covering of D by
cylinders of the form Uj = Rj Cj + z (j) where Rj R33 are rotations and z(j) R3 and
Cj = B2 (0, j ) (2j , 2j ), and where
D Uj is expressed as D Uj = Rj x + z (j) :

(x1 , x2 ) B2 (0, j ) , x3 = j (x1 , x2 ) for some (smooth) function j : B2 (0, j ) (j , j ).
Furthermore, we choose a corresponding partition of unity (see Theorem 6.9); that is, a
family of functions j C (R3 ), j = 1, . . . , m, with
0 j 1 in R3 ,
94

the support Sj := supp(j ) is contained in Uj , and
Pm
j=1 j (x) = 1 for all x D.
S
Then, obviously, D m
j=1 Sj . Furthermore, there exists > 0 such that |x y|
S
for all (x, y) Sj `6=j (U` \ Uj ) for every j. Indeed, otherwise there would exist some j
S
and a sequence (xk , yk ) Sj `6=j (U` \ Uj ) with |xk yk | 0. There exist convergent
S
subsequences xk z and yk z. Then z Sj and z `6=j (U` \Uj ) which is a contradiction
because Sj Uj .
The integral is decomposed as
Z
Z
m
X
ds(y)
j (y)
=
ds(y) .
2
|x y|
|x y|2
`=1
D
|xy|>
DU`
|xy|>
We fix x Uj D. For y
/ Uj D we have that |x y| . Therefore, the integrals over
D U` for ` 6= j are easily estimated.
For the integral over D Uj let x = Rj u + z (j) and y = Rj v + z (j) for some u, v
B2 (0, j ) (j , j ) with u3 = j (u1 , u2 ) and v3 = j (v1 , v2 ). We set u = (u1 , u2 ) and
v = (v1 , v2 ) and certainly have an estimate of the form
c1 |x y| |
u v| c2 |x y| for all x, y Uj D .
Using polar coordinates with respect to u we estimate
Z
Z
q
1
ds(y)
2
c
1 + |j (
v )|2 d
v
2
|x y|2
|
u v|2
DUj
|xy|>
B2 (0,j )\B2 (
u,c1 )
Z
c
d
v
= 2 c
|
u v|2
c1 <|
v
u|<2j
2j
c1
r
r2
dr 2 c
(2j )
.
The proofs of (3.3d) and part (c) follow the same lines.
The following representation theorem implies that any solution of the Helmholtz equation is
already determined by its Dirichlet- and Neumann data on the boundary. This theorem is
totally equivalent to Cauchys integral representation formula for holomorphic functions.
Theorem 3.3 (Greens representation theorem in the interior of D)
For any k C and u C 2 (D) C 1 (D) we have the representation

Z
Z

u
2
(x, y) u(y) + k u(y) dy +
u(y)
(x, y) (x, y) (y) ds(y)
(y)
D
D
u(x) , x D ,
12 u(x) , x D ,
=
0,
x 6 D .
95
Remarks:
This theorem tells us that, for x D, any function u can be expressed as a sum of
three potentials:
Z
(S)(x)
=
(y) (x, y) ds(y) , x
/ D ,
(3.4a)
D
(D)(x)
=
Z
(y)
D
(x, y) ds(y) ,
(y)
Z
(y) (x, y) dy ,
(V)(x) =
x
/ D ,
x R3 ,
(3.4b)
(3.4c)
which are called single layer potential, double layer potential, and volume potential,
respectively, with density . We will investigate these potential in detail in Subsection 3.1.2 below.
The one-dimensional analogon is (for x D = (a, b) R)
1
u(x) =
2ik
Zb
ik|xy|
00

u (y) + k 2 u(y) dy +

b
1
d ik|xy|
0
ik|xy|
.
u(y) e
u (y) e
2ik
dy
a
Therefore, the one-dimensional fundamental solution is (x, y) = exp(ik|xy|)/(2ik),

see Excercise 3.1.
Proof of Theorem 3.3: First we fix x D and a small closed ball B[x, r] D centered at x
xy
with radius r > 0. For y B(x, r) the normal vector (y) = |yx|
= (x y)/r is directed
into the interior of B(x, r). We apply Greens second identity to u und v(y) := (x, y) in
the domain Dr := D \ B[x, r]. Then

Z
u
u(y)
(x, y) (x, y) (y) ds(y)
(3.5a)
(y)
D

Z
u
(x, y) (x, y) (y) ds(y)

(3.5b)
+
u(y)
(y)
B(x,r)
Z
Z

=
u(y) y (x, y) (x, y) u(y) dy =
(x, y) u(y) + k 2 u(y) dy ,
Dr
Dr
if one uses the Helmholtz equation for . We compute the integral (3.5b). We observe that

1
yx
exp(ik|x y|)
ik
y (x, y) =
4|x y|
|x y| |x y|
and thus for |y x| = r:
(x, y) =
exp(ikr)
,
4r
xy
exp(ikr)
(x, y) =
y (x, y) =
(y)
r
4r

1
ik
.
r
96
Therefore, we compute the integral (3.5b) as

Z
u
(x, y) (x, y) (y) ds(y)

u(y)
(y)
B(x,r)

Z
exp(ikr)
1
u
=
u(y)
ik
(y) ds
4r
r
|yx|=r

Z
Z
exp(ikr)
exp(ikr)
u
=
(y) ds .
u(y) ds
ik u(y) +
4r2
4r
|yx|=r
|yx|=r
For r 0 the first term tends to u(x), because the surface area of B(x, r) is just 4r2 and
Z
Z

exp(ikr)
exp(ikr)
u(y)
ds
=
u(y)
u(x)
ds + exp(ikr) u(x) ,
4r2
4r2
|yx|=r
|yx|=r
where we obtain by continuity

Z
1

u(y) u(x) ds
4r2
|yx|=r
sup |u(y) u(x)| 0 ,
r 0.
yB(x,r)
Similarly the second term tends to zero. Therefore, also the limit of the volume integral
exists as r 0 and yields the desired formula for x D.
Let now x D. Then we procceed in the same way. The domains of integration in
(3.5a) and (3.5a) have to be replaced by D \ B(x, r) and B(x, r) D, respectively. In the
computation the region {y R3 : |y x| = r} has to be replaced by {y D : |y x| = r}.
By Lemma 6.10 its surface area is 2r2 + O(r3 ) which gives the factor 1/2 of u(x).
For x 6 D the functions u and v = (x, ) are both solutions of the Helmholtz equation in
all of D. Application of Greens second identity in D yields the assertion.
2
We note that the volume integral vanishes if u is a solution of the Helmholtz equation
u + k 2 u = 0 in D. In this case the function u can be expressed solely as a combination of a
single and a double layer surface potential. This observation is a first hint on a reformulation
of the boundary value problem in terms of an integral equation on the surface D.
From the proof we note that our assumptions on the smoothness of the boundary D are too
strong. For the representation theorem the domain D has to satisfy exactly the assumptions
which are needed for Greens theorems to hold.
As a corollary from the representation theorem we obtain the following conclusion.
Corollary 3.4 Let u C 2 (D) be a real- or complex valued solution of the Helmholtz equation
in D. Then u is analytic, i.e. one can locally expand u into a power series. That is, for
every z D there exists r > 0 such that u has the form
u(x) =
an (x1 z1 )n1 (x2 z2 )n2 (x3 z3 )n3
nN3
where we use the notation N = Z0 = {0, 1, 2, . . .}.
for
3
X
j=1
|xj zj |2 < r2 ,
97
Proof: From the previous representation of u(x) as a difference of a single and a double
layer potential and the smoothness of the kernels x 7 (x, y) and x 7 (x, y)/(y) for
x 6= y it follows immediately that u C (D). The proof of analyticity is technically not
easy if one avoids methods from complex analysis.1 If one uses these methods then one can
argue as follows: Fix x D and choose r > 0 such that B[
x, r] D. Define the region
R C3 and the function v : R C by

R = z C3 : Re z x < r/2, Im z < r/2 ,
q
qP3

Z expik P3 (z y )2
2
exp
ik
(z
y
)
j
j
j
j
j=1
j=1
u
ds(y)
qP
qP
(y) u(y)
v(z) =
3
3
(y)
2
2
4
(z y )
4
(z y )
D
j=1
j=1
for z R. Taking the principal

P3 value with2 cut along the negative real axis
P3 of the square
root of the complex number j=1 (zj yj ) is not a problem because Re j=1 (zj yj )2 =
P3
2
2
2
2
|
j=1 (Re zj yj ) (Im zj ) = |Re z y| |Im z| > 0 because of |Re z y| |y x
|
x Re z| > r r/2 = r/2 and |Im z| < r/2. Obviously, the function v is holomorphic in R
and thus (complex) analytic.
2
As a second corollary we can easily prove the following version of Holmgrens uniqueness
theorem for the Helmholtz equation.
Theorem 3.5 (Holmgrens uniqueness theorem)
Let D be a domain with C 2 -boundary and u C 1 (D) C 2 (D) be a solution of the Helmholtz
equation u + k 2 u = 0 in D. Furthermore, let U be an open set such that U D 6= . If
u = 0 and u/ = 0 on U D, then u vanishes in all of D.
Proof: Let z U D and B U a ball centered at z. Set = D B. Then
(B D) = (B D). The reader should sketch the situation. We define v by

Z
u
(x, y) ds(y) , x B .
v(x) =
(x, y) (y) u(y)
(y)
Then v satisfies the Helmholtz equation in B. Application of Greens representation formula

of Theorem 3.3 to u in B D yields2

Z
u
(x, y) ds(y) = v(x) , x B D ,
u(x) =
(x, y) (y) u(y)
(y)
(BD)
because the integral vanishes on D B. By the same theorem we conclude that v(x) = 0
for x B \ D. Since v is analytic by the previous corollary we conclude that v vanishes in
all of B. In particular, u vanishes in B D. Again, u is analytic in D and D is connected,
thus also u vanishes in all of D.
2
For radiating solutions of the Helmholtz equation we have the following version of Greens
representation theorem.
1
We refer to [15], Section 2.4, for a proof.

In this case the region B D does not meet the smoothness assumptions of the beginning of this section.
The representation theorem still holds by the remark following Theorem 3.3.
2
98
Theorem 3.6 (Greens representation theorem in the exterior of D)

Let k C \ {0} with Im k 0 and u C 2 (R3 \ D) C 1 (R3 \ D) be a solution of the
Helmholtz equation u + k 2 u = 0 in R3 \ D. Furthermore, let u satisfy the Sommerfeld
radiation condition (3.2). Then we have the representation
/ D,

Z
u(x) , x
u
1
u(y)
(x, y) (x, y) (y) ds(y) =
u(x) , x D ,
2
(y)
0,
x D.
The domain integral as well as the surface integral (for x D) exists.
Proof: Let first x
/ D. We choose R > |x| such that D B(0, R) and apply Greens
representation Theorem 3.3 in the annular region B(0, R) \ D. Noting that u + k 2 u = 0
and that (y) for y D is directed into the interior of B(0, R) \ D yields

Z
u
u(x) =
u(y)
(x, y) (x, y) (y) ds(y)
(y)
D

Z
u(y)
(x, y) (x, y) (y) ds(y) .
(y)
|y|=R
We show that the surface integral over B(0, R) tends to zero as R tends to infinity. We
write this surface integral (for fixed x) as

Z
Z
u
(x, y) ik (x, y) ds(y)

(x, y)
(y) ik u(y) ds(y)
IR =
u(y)
(y)
|y|=R
|y|=R
and use the Cauchy-Schwarz inequality:
2
|IR |
|u| ds
|y|=R
Z
+
|y|=R

2

(y) (x, y) ik (x, y) ds(y)

(x, y)2 ds(y)
|y|=R

2
u

ds(y)
ik
u

|y|=R
From the radiation conditions of (x, ) for fixed x with respect to y and of u we conclude
that the integrands of the second and forth integral behave as O(1/R4 ) as R . Since
the surface area of B(0, R) is equal to 4R2 we conclude that the second and forth integral
tend to zero as R tends to infinity. Furthermore, the integrand of the third integral behaves
2
as O(1/R
) as R . Therefore, the third integral is bounded. It remains to show that
R
also |y|=R |u|2 ds is bounded. This follows again from the radiation condition. Indeed, from
the radiation condition we have
)
2

Z
Z ( 2
Z
u

u
1
u

ds =
+ |ku|2 ds + 2 Im
=
iku
u
ds .
O
k

2
R
r
r
r
|x|=R
|x|=R
|x|=R
99
Greens theorem, applied in B(0, R) \ D to the function u yields

Z
Z
Z

u
u
2
u
ds =
u
ds +
|u|2 k |u|2 dx .
r
|x|=R
B(0,R)\D
We multiply by k and take the imaginary part. This yields
Z
Z
u
u
Im k
u
ds = Im k u
ds + Im k
r
|x|=R

|u|2 + |k|2 |u|2 dx
B(0,R)\D
Im k
u
ds
r
and thus
Z
2

Z
u
+ |ku|2 ds 2 Im k u u ds + O 1 .
r
r
R2
|x|=R
This implies, in particular, that |y|=R |u| ds is bounded. Altogether, we have shown that IR
tends to zero as R tends to infinity.
2
3.1.2
Volume and Surface Potentials
We have seen in the preceding section that any function can be represented by a combination
of volume and surface potentials. The integral equation method for solving boundary value
problems for the Helmholtz equation and Maxwells equations rely heavily on the smoothness
properties of these potentials. This subsection is concerned with the investigation of these
potentials. The analysis is quite technical and uses some tools from differential geometry
(see Subsection 6.3).
We recall the fundamental solution for k C; that is,
eik|xy|
,
(x, y) =
4|x y|
and begin with the volume potential
Z
w(x) =
(y) (x, y) dy ,
x 6= y ,
x R3 ,
(3.6)
(3.7)
where D R3 is any open and bounded set.

Lemma 3.7 Let L (D) by any complexvalued function. Then w C 1 (R3 ) and
Z
w
(x) =
(y)
(x, y) dy , x R3 , j = 1, 2, 3 .
(3.8)
xj
x
j
D
100
Proof: We fix j {1, 2, 3} and a real valued function C 1 (R) with 0 (t) 1 and
(t) = 0 for t 1 and (t) = 1 for t 2. We set
Z
(y)
(x, y) dy , x R3 ,
v(x) =
x
j
D

and note that the integral exists by Lemma 3.2 because x
(x,
y)
c0 (|x y|2 for some
j
c0 > 0. Furthermore, set
Z

w (x) =
(y) (x, y) |x y|/ dy , x R3 .
D
Then w C 1 (R3 ) and

w
(x) =
v(x)
xj
Z
(y)
|yx|2

(x, y) 1 |x y|/
dy .
xj
Thus, we have

Z

k 0 k
w
v(x)
(x, y) dy

(x) kk
xj (x, y) +

xj
|yx|2

Z
1
1
+
dy
c1
2
|x y|
|yx|2 |x y|
Z2 Z Z2
= c1
0

1
1
+
r2 sin dr d d = 16 c1 .
r2
r
Therefore, w /xj v uniformly in R3 , which shows w C 1 (R3 ) and w/xj = v.
This regularity result is not sufficient in view of second order differential equations. Higher
regularity is obtained for Holder continuous densities.
Definition 3.8 For a set T R3 and (0, 1] we define the space C 0, (T ) of bounded,
uniformly Holder-continuous functions by
)
(

v(x) v(y)
C 0, (T ) := v C(T ) : v bounded and
sup
< .
|x y|
x,yT, x6=y
Note that any Holder-continuous function is uniformly continuous and, therefore, has a
continuous extension to T . The space C 0, (T ) is a Banach space with norm

v(x) v(y)

kvkC 0, (T ) := supv(x) +
sup
.
(3.9)
|x y|
xT
x,yT, x6=y
| {z }
= kvk
Now we can complement the previous Lemma and obtain that volume potentials with Holder
continuous densities are two times differentiable.
101
Theorem 3.9 Let C 0, (D) and let w be the volume potential. Then w C 2 (D)
C (R3 \ D) and

, in D ,
2
w + k w =
0 , in R3 \ D .
Furthermore, if D0 is any C 2 smooth domain with D D0 then
2w
(x) =
xi xj
Z
D0

2
(x, y) (y) (x) dy (x)
xi xj
Z
D0
(x, y) j (y) ds(y) (3.10)

xi
for x D and i, j {1, 2, 3} where we have extended by zero in D0 \ D. If = 0 on D

then w C 2 (R3 ).
Proof: First we note that the volume integral in the last formula exists. Indeed, we fix
x D and split the region of integration into D0 = D (D0 \ D). The integral over D0 \ D
exists because
the integrand
is smooth. The integral over D exists again by Lemma 3.2

because (y) (x) 2 /(xi xj )(x, y) c |x y|3 for y D. The existence of the
surface integral is obvious because x
/ D0 .
We fix i, j {1, 2, 3} and the same funtion C 1 (R) as in the previous lemma. We define
v := w/xi ,
Z
u(x) :=
D0

2
(x, y) (y) (x) dy (x)
xi xj
Z
D0
(x, y) j (y) ds(y) ,

xi
x D,
and
Z
v (x) :=

(y) |x y|/
(x, y) dy ,
xi
D
x R3 .
Then v C 1 (D) and for x D

(y)
|x y|/
(x, y) dy
xj
xi
D

Z

=
(y) (x)
|x y|/
(x, y) dy
xj
xi
D0

Z

+ (x)
|x y|/
(x, y) dy
xi
D0 xj

Z

=
(y) (x)
|x y|/
(x, y) dy
xj
xi
D0
Z
(x)
(x, y) j (y) ds(y)
D0 xi
v
(x) =
xj
provided 2 d(x, D0 ). In the last step we used the Divergence Theorem. Therefore, for
102
x D,

Z

u(x) v (x)
(y) (x)
1 |x y|/
(x, y) dy

xj
xj
xi
|yx|2

Z
k 0 k
1
+
|y x| dy
c1
3
2
|y
x|
|y
x|
|yx|2
Z2
= c2
1
r1

(2)
(2)1+
k 0 k
r dr = c2
+
c3
+
(1 + )
provided 2 dist(x, D). Therefore, v /xj u uniformly on compact subsets of D.

Also, v v uniformly on compact subsets of D and thus w C 2 (D) and u = 2 w/(xi xj ).
This proves (3.10). Finally, we fix z D and set D0 = B(z, R) where R is chosen such that
D B(z, R). For x D we have
Z

2
w(x) = k
(x, y) (y) (x) dy
B(z,R)
Z
(x)
|yz|=R

3
X
xj y j
yj zj exp(ikR)
ik 1/R
ds(y) .
R
4 R
R
j=1
This holds for all x D. For x = z we conclude

Z
exp
ik|z
y|
w(z) = k 2 w(z) + k 2 (z)
dy (z) eikR (1 ikR) ,
4
|z
y|
B(z,R)
i.e.
"
w(z) + k 2 w(z) = (z) eikR (1 ikR) k 2
Z
B(z,R)
{z
= 1
#
exp ik|z y|
dy
4 |z y|
}
because
k2
Z
B(z,R)

ZR
exp ik|z y|
dy = k 2 r eikr dr = ikR eikR + eikR 1 .
4 |z y|
0
If vanishes on D then the extension of by zero is in C 0, (R3 ) (see Exercise 3.5).

Therefore, we can apply the result above to any ball D = D0 = B(0, R) which yields that
the second derivatives of w are continuous in R3 .
2
The following corollary shows that the volume integral is bounded when consider as an
integral operator between suitable spaces.
Corollary 3.10 Let D be C 2 smooth and A R3 be a closed set with A D or A R3 \D.
Furthermore, let w be the volume integral with density C 0, (D). Then there exists c > 0
with
kwkC 1 (R3 ) c kk and kwkC 2 (A) c kkC 0, (D)
(3.11)
for all C 0, (D).
103
Proof: We estimate
1
,
4|x y|

1
1

xj (x, y) c1 |x y|2 + |x y| ,
2

1
1
1

xi xj (x, y) c2 |x y|3 + |x y|2 + |x y| .

(x, y) =
Thus for x R3 we can apply (3.8) and Lemma 3.2 above and obtain
Z

1
w(x) kk
dy c kk ,
D 4|x y|

Z

w

xj (x, y) dy c kk ,
xj (x) kk
D
where the constant c > 0 can be chosen independent of x and . This proves the first
estimate of (3.11). Let now x A. If A D then there exists > 0 with |x y| for all
x A and y D. By (3.10) for D = D0 we have
2

Z 2
Z
w

xi xj (x) kkC 0, (D)
xi xj (x, y) |x y| dy + kk
xi (x, y) ds(y)
D
D
Z
Z
dy
ds(y)
+ c4 kk
c3 kkC 0, (D)
3
2
D |x y|
D |x y|
Z
c4
c5 kkC 0, (D) + 2 kk
ds
D
ckkC 0, (D) .
If A R3 \ D then there exists > 0 with |x y| for all x A and y D. Therefore,
we can estimate

2
Z 2
Z

w
c

dy ckkC 0, (D) .
(x, y) dy kk 3

xi xj (x) kk
D
D xi xj
2
We continue with the single layer surface potential ; that is, the function
Z
v(x) = S(x) =
(y) (x, y) ds(y) , x R3
(3.12)
The investigation of this potential requires some elementary facts from differential geometry
which we have collected in Subsection 6.3 of Chapter 6. First we note that for continuous
densities the integral exists by Lemma 3.2 above even for x D because has a
singularity of the form (x, y) = 1/(4|x y|). Before we prove continuity of v we make
the following general remark.
104
Remark 3.11 A function v : R3 C is Holder continuous if

(a) v is bounded,
(b) v is Holder continuous in some H ,
(c) v is Lipschitz continuous in R3 \ U for every > 0.
Here, H is a strip around D of thickness and U is the neighborhood of D with thickness
as defined in Lemma 6.10; that is,

H := z + t(z) : z D , |t| < ,

U := x R3 : inf |x z| < .
zD
Proof : Choose > 0 such that U3 H .

Ist case: |x1 x2 | < and x1 U2 . Then x1 , x2 U3 H and Holder continuity follows
from (b).
2nd case: |x1 x2 | < and x1
/ U2 . Then x1 , x2
/ U and thus from (c):

v(x1 ) v(x2 ) c|x1 x2 | c 1 |x1 x2 | .
3rd case: |x1 x2 | . Then, by (a),

v(x1 ) v(x2 ) 2kvk 2kvk |x1 x2 | .
2
Using this remark we show that the single layer potential with continuous density is Holder
continuous.
Theorem 3.12 The single-layer potential v from (3.12) with continuous density is uniformly Holder continuous in all of R3 , and for every (0, 1) there exists c > 0 (independent
of ) with
kvkC (R3 ) ckk .
(3.13)
Proof: We check the
(a), (b), (c) of Remark 3.11. Boundedness follows from
conditions

Lemma 3.2 because (x, y) = 1/(4|x y|). For (b) and (c) we write
Z

v(x1 ) v(x2 ) kk (x1 , y) (x2 , y) ds(y)
(3.14)
D
and estimate

(x1 , y) (x2 , y)
1
4

1
ik|x y|

1
1

e 1 eik|x2 y|
+
|x1 y| |x2 y|
4|x1 y|
|x1 x2 |
k |x1 x2 |
+
4 |x1 y||x2 y|
4 |x1 y|
(3.15)
105

because exp(it) exp(is) |t s| for all t, s R. Now (c) follows because |xj y| for
xj
/ U .
To show (b); that is, Holder continuity in H , let x1 , x2 H , where < 0 is chosen as in
Lemma 6.10 such that there is the unique representation
of xj in
the form xj = zj + tj (zj )

with zj D and |tj | < 0 . We set z,r = y D : |y z| < r and split the domain of
integration into z1 ,r and D \ z1 ,r where we set r = 3|x1 x2 |. The integral over z1 ,r is
simply estimated by
Z
Z
Z

1
ds(y)
1
ds(y)
(x1 , y) (x2 , y) ds(y)
+
4
|x1 y|
4
|x2 y|
z1 ,r
z1 ,r
z1 ,r
ds(y)
1
+
|z1 y|
2
z1 ,r
ds(y)
.
|z2 y|
z2 ,2r
By Lemma 6.10 we conclude that |zj y| 2|xj y| for j = 1, 2 and z1 ,r z2 ,2r because
|y z2 | |y z1 | + |z1 z2 | |y z1 | + 2|x1 x2 | |y z1 | + r. The estimate
Z
ds(y)
c1
|z y|
z,
for some c1 independent of z and has been proven in (3.3d). Therefore, we have shown
that
Z

(x1 , y) (x2 , y) ds(y) c (r + 2r) = 9c |x1 x2 | c |x1 x2 |
2
2
z1 ,r
where c is independent of xj .
Now we continue with the integral over D \ z1 ,r . For y D \ z1 ,r we have 3|x1 x2 | =
r |y z1 | 2|y x1 |, thus |x2 y| |x1 y| |x1 x2 | (1 2/3) |x1 y| = |x1 y|/3
and therefore

(x1 , y) (x2 , y) 3|x1 x2 | + k |x1 x2 | 3|x1 x2 | + k |x1 x2 |
4 |x1 y|2
4 |x1 y|
|z1 y|2
2 |z1 y|
because |z1 y| 2|x1 y|. Then we estimate
Z

(x1 , y) (x2 , y) ds(y)
D\z1 ,r
|x1 x2 |

3
k
ds(y)
+
|z1 y|2
2|z1 y|
D\z1 ,r
|x1 x2 |
=
(r/3)

3
k
+
ds(y)
|z1 y|2
2|z1 y|
D\z1 ,r
|x1 x2 |
31
Z
D\z1 ,r

3
k
+
ds(y)
|z1 y|2(1)
2 |z1 y|1(1)
106
because r1 |y z1 |1 for y D \ z1 ,r . Therefore,

Z

k
1
(x1 , y) (x2 , y) ds(y)

|x1 x2 | 3 c1 + c2
31
2
D\z1 ,r
with the constants c from Lemma 3.2, part (b). Altogether we have shown the existence of
c > 0 with

v(x1 ) v(x2 ) c kk |x1 x2 | for all x1 , x2 H0
2
which ends the proof.
In preparation of the investigation of the double layer surface potential we prove an other
auxiliary result which we will be used often.
Lemma 3.13 For C 0, (D) and a C(D, C3 ) define
Z

w(x) =
(y) (z) a(y) y (x, y) ds(y) ,
x H0 ,
where x = z + t(z) H0 with |t| < 0 and z D. Then the integral exists for x D
and w is H
older continuous in H0 for any exponent < . Furthermore, there exists c > 0

with w(x) ckkC 0, (D) for all x H0 , and the constant c does not depend on x and ,
but it may depend on a.
Proof: For xj = zj + tj (zj ) H0 , j = 1, 2, we have to estimate
w(x1 ) w(x2 )
Z

=
(y) (z1 ) a(y) y (x1 , y) (y) (z2 ) a(y) y (x2 , y) ds(y)
(3.16)

= (z2 ) (z1 )
Z
a(y) y (x1 , y) ds(y) +
D
Z
+

(y) (z2 ) a(y) y (x1 , y) y (x2 , y) ds(y)
and thus
Z

w(x1 ) w(x2 ) (z2 ) (z1 )

Z
+ kak

a(y) y (x1 , y) ds(y) +

(y) (z2 ) y (x1 , y) y (x2 , y) ds(y) (3.17)
We need the following estimates of y : There exists c > 0 with

c
y (x, y)
, x H0 , y D, x 6= y ,
|x y|2

y (x1 , y) y (x2 , y) c |x1 x2 | ,
|x1 y|3
y D , x` H0 with 0 < |x1 y| 3|x2 y| .
107
Proof of these estimates: The first one is obvious. For the second one we observe that
0
(x, y) = (|x y|) with (t) = exp(ikt)/(4t),
and 00 (t) =
1/t)
thus (t) = (t)(ik
0
2
2
2
0
2
(t)(ik 1/t) + (t)/t = (t) (ik 1/t) + 1/t and therefore (t) c1 /t and 00 (t)
c2 /t3 for 0 < t 1. For t 3s we have

t

t

Z

Z

0

(t) 0 (s) = 00 ( ) d c2 d = c2 |t2 s2 |

3
2

s

c2 |t2 s2 |
1
c2
1
=
|t s|
+
2 t 2 s2
2
ts2 t2 s

c2
9
|t s|
3
|t s| 3 + 3 = 6c2
.
2
t
t
t3
Setting t = |x1 y| and s = |x2 y| and observing that |t s| |x1 x2 | yields the estimate

0

y
x
y
x
1
2
0
y (x1 , y) y (x2 , y) = (|x1 y|)

(|x
y|)
2

|y x1 |
|y x2 |

0 (|x1 y|) 0 (|x2 y|)

0
y x1
y x2

+ (|x2 y|)
|y x1 | |y x2 |
6 c2
0

|x2 x1 |
(|x2 y|) |x2 x1 |
+
2
|y x1 |3
|y x1 |
6 c2
|x2 x1 |
|x2 x1 |
+ 2 c1
3
|y x1 |
|y x1 ||y x2 |2
(6c2 + 18c1 )
|x2 x1 |
.
|y x1 |3
This yields the second estimate.

Now we split the region of integration again into z1 ,r and D \ z1 ,r with r = 3|x1 x2 |
where z,r = {y D : |y z| < r}. Let c > 0 denote a generic constant which may differ
from line to line the integral (in the form (3.16)) over z1 ,r is estimated by
Z

(y) (z1 ) a(y) y (x1 , y) (y) (z2 ) a(y) y (x2 , y) ds(y) (3.18)
z1 ,r

1
1
ds(y)
c
|y z1 |
+ |y z2 |
|y x1 |2
|y x2 |2
z1 ,r
Z
Z
1
1
c
|y z1 |
ds(y) + c
|y z2 |
ds(y)
2
|y z1 |
|y z2 |2
z1 ,r
z2 ,2r
Z
because z1 ,r z2 ,2r and |xj y| |zj y|/2. Therefore, using (3.3d), this term behaves
as r = 3 |x1 x2 | c|x1 x2 | .
108
We finally consider the integral over D \ z1 ,r und use the form (3.17):
Z

I := (z2 ) (z1 )
a(y) y (x1 , y) ds(y) +
D\z1 ,r

Z

(y) (z2 ) y (x1 , y) y (x2 , y) ds(y)
+ kak
D\z1 ,r
Z
c

|z2 z1 |

1
|x1 x2 |
ds(y)
+ |y z2 |
|x1 y|2
|x1 y|3
D\z1 ,r
Since y D \ z1 ,r we can use the estimates

|x1 x2 | =
r
1
2
|y z1 | |y x1 | < |y x1 |
3
3
3
and
|y z2 | 2|y x2 | 2|y x1 | + 2|x1 x2 | 4|y x1 | .
Thus, we obtain
Z
I c

|x1 x2 |
1
+
|x2 x1 |
ds(y)
|z1 y|2 |x1 y|3
D\z1 ,r
c|x1 x2 |
|x2 x1 |

|x1 x2 |1
1
+
ds(y)
|z1 y|2
|z1 y|3
D\z1 ,r
c|x1 x2 |
1
ds(y) c c |x1 x2 |
2()
|z1 y|
D\z1 ,r
with a constant c > 0 and the constant c from Lemma 3.2.

proves the Holder-continuity of w. The proof of the estimate
x H0 is simpler and left to the reader.
Next we consider the double layer surface potential
Z
k
(x, y) ds(y) ,
v(x) = D(x)
=
(y)
(y)
D
This, together with (3.18)

w(x) vkkC 0, (D) for
2
x R3 \ D ,
(3.19)
for Holder-continuous densities. Here we indicate the dependence on k 0 by writing k .

Theorem 3.14 The double layer potential v from (3.19) with Holder-continuous density
C 0, (D) can be continuously extended from D to D and from R3 \ D to R3 \ D with
limiting values
Z
1
k
lim v(x) = (x0 ) +
(y)
(x0 , y) ds(y) , x0 D ,
(3.20a)
xx0
2
(y)
D
xD
Z
1
k
lim v(x) = + (x0 ) +
(y)
(x0 , y) ds(y) , x0 D .
(3.20b)
xx0
2
(y)
D
xD
/
109
v is Holder-continuous in D and in R3 \ D with exponent for every < .

Proof: First we note that the integrals exist because for x0 , y D we can estimate

exp(ik|x0 y|)
(y) (y x0 )
k
1
c

ik
.

(y) (x0 , y) = 4|x0 y|
|x0 y|
|y x0 |
|x0 y|
by Lemma 6.10. Furthermore, v has a decomposition into v = v0 + v1 where
Z
0
v0 (x) =
(y)
(x, y) ds(y) , x R3 \ D ,
(y)
D
Z
(k 0 )
(x, y) ds(y) , x R3 \ D .
v1 (x) =
(y)
(y)
D
k 0 )
It is easily seen that the kernel K(x, y) = (y) ((y)
(x, y) of the integral in the definition
3
3
of v1 is continuous
in R R and continuously
differentiable with respect to x and bounded

3
on the set (x, y) R D : x 6= y . From this it follows that v1 is Holder-continuous in
all of R3 .
We continue with the analysis of v0 and note that we have again to prove estimates of the
form (a) and (b) of Remark 3.11.
First, for x U/4 we have x = z + t(z) with |t| < /4 and z D. We write v0 (x) in the
form
Z
Z

0
0
v0 (x) =
(y) (z)
(x, y) ds(y) + (z)
(x, y) ds(y) .
(y)
D
D (y)
|
{z
}
= v0 (x)
The function v0 is Holder continuous in U/4 with exponent < by Lemma 3.13 (take
a(y) = (y)). This proves the estimate (a) and (b) of Remark 3.11 for v0 .
Now we consider the decomposition
Z
v0 (x) = v0 (x) + (z)
D
0
(x, y) ds(y) .
(y)
By Greens representation (Theorem 3.3) for k = 0 and u = 1 we observe that
Z
1 , x D ,
0
1/2 , x D ,
(x, y) ds(y) =
D (y)
0,
x
/ D.
Therefore,
lim
v0 (x) = v0 (x0 ) (x0 ) = v0 (x0 ) +
lim
v0 (x) = v0 (x0 ) = v0 (x0 ) +
xx0 , xD
xx0 , xD
/
1
(x0 ) .
2
1
1
(x0 ) (x0 ) = (x0 ) ,
2
2
110

2
This ends the proof.
The next step is an investigation of the derivative of the single layer potential (3.12); that
is,
Z
v(x) =
(y) (x, y) ds(y) , x R3 .
D
First we show the following auxiliary result.

Lemma 3.15 (a) There exists c > 0 with
Z

D\B(x, )

x (x, y) ds(y) c for all x R3 , > 0 ,
Z
(b)
lim
0
D\B(x, )
x (x, y) ds(y) =
Z
H(y) (x, y) ds(y)
(y)
(x, y) ds(y)
(y)
>
for x R3 where H(y) = Div e1t (y), Div e2t (y), Div e3t (y) R3 and ejt (y) = (y) ej
(y) , j = 1, 2, 3, the tangential components of the unit vectors ej .
Proof: For any x R3 we have
Z
x (x, y) ds(y) =
D\B(x, )
Z
y (x, y) ds(y)
D\B(x, )
Z
=
Z
Grad y (x, y) ds(y)
D\B(x, )
(x, y) (y) ds(y)

(y)
D\B(x, )
and thus for any fixed vector a C3 by the previous theorem, again with (x, ) = D
B(x, ) and at (y) = (y) a (y) , and the Lemma 6.18 we obtain
Z
Z
a x (x, y) ds(y) =
D\B(x, )
Div at (y) (x, y) ds(y)

D\B(x, )
Z
at (y) ( (y) (y)) (x, y) ds(y)
+
(x, )
Z
+
(x, y) a (y) ds(y) .

(y)
D\B(x, )
The first and third integrals converge uniformly with respect to x D when tends to
111
zero because the integrands are weakly singular. For the second integral we note that

Z

Z

1

at (y) 0 (y) (x, y) ds(y) =
at (y) ( (y) (y)) ds(y)

4
(x, )

(x, )

Z

1

Div at (y) ds(y)
=

4
(x, )

and this tends to zero uniformly with respect to x D when tends to zero. The conclusion
follows if we take for a the unit coordinate vectors e(j) .
2
As an abriviation we write in the following

v(x0 ) = xx
lim v(x) ,
0
xD

v(x0 )+ = xx
lim v(x) and
0
xD
/

v
(x0 ) = xx
lim (x0 ) v(x) and
0
xD

v
(x0 ) = xx
lim (x0 ) v(x) ,
0
+
xD
/
and obtain the following relations for the traces of the derivatives of the single layer surface
potential.
Theorem 3.16 The derivative of the single layer potential v from (3.12) with H
oldercontinuous density C 0, (D) can be continuously extended from D to D and from
R3 \ D to R3 \ D. The tangential component is continuous, i.e. Grad v| = Grad v|+ , and
the limiting values of the normal derivatives are

Z
v
1
(x) = (x) +
(y)
(x, y) ds(y) , x D .
(3.21)
2
(x)
D
Proof: We note that the integral exists (see proof of Theorem 3.14). First we consider the
density 1, i.e. we set
Z
v1 (x) =
(x, y) ds(y) , x R3 .
D
By the previous lemma we have that

Z
Z
v1 (x) =
(y)
(x, y) ds(y) +
H(y) (x, y) ds(y) ,
(y)
D
D
>
where again H(y) = Div e1t (y), Div e2t (y), Div e3t (y) R3 .
x
/ D ,
(3.22)
The righthand side is the sum of a double and a single layer potential. By Theorems 3.12
and 3.14 it has a continuous extension to the boundary from the inside and the outside with
limiting values
Z
Z
1
v1 (x)| = (x)
(y)
(x, y) ds(y) +
H(y) (x, y) ds(y)
2
(y)
D
D
Z
1
= (x) +
x (x, y) ds(y)
2
D
112
for x D. The last integral has to be interpreted as a Cauchy principal value as in part
(b) of the previous Lemma 3.15. In particular, the tangential component is continuous and
the normal derivative jumps, and we have

Z
v1
1
(x) = +
(x, y) ds(y) , x D .
2
D (x)
Now we consider v and have for x = z + t(z) H0 \ D (that is, t 6= 0)

Z
v(x) =
Z
(y) x (x, y) ds(y) =

x (x, y) (y) (z) ds(y) + (z) v1 (x) .
| D
{z
}
= v(x)
Application of Lemma 3.13 yields that v is Holder continuous in all of H0 with limiting
value
Z

x (x, y) (y) (x) ds(y) for x D .
v(x) =
D
For further use we formulate the result derived so far.

Z

1

v(x) =
x (x, y) (y) (x) ds(y) + (x) (x)
2
D

Z
Z
(y)
(x, y) ds(y) +
H(y) (x, y) ds(y) .
(y)
D
D
(3.23)
This proves that the gradient has continuous extensions from the inside and outside of D
and on D we have

Z
Z

v
1
(x) = (x) + (x)

(x, y) ds(y) +
(x, y) (y) (x) ds(y)
2
D (x)
D (x)
Z
1
= (x) +
(y)
(x, y) ds(y) ,
2
(x)
D
Z

Grad v(x) =
Grad x (x, y) (y) (z) ds(y) + (z) Grad v1 (x)
(3.24)
D
for x D.
3.1.3
Boundary Integral Operators
It is the aim of this subsection to investigate the mapping properties of the traces of the
single and double layer potentials on the boundary D. We start with a general theorem on
boundary integral operators with singular kernels.

Theorem 3.17 Let = (x, y) D D : x 6= y and K C().

(a) Let there exist c > 0 and (0, 1) such that

c
K(x, y)
|x y|2
for all (x, y) ,

K(x1 , y) K(x2 , y) c |x1 x2 |
|x1 y|3
for all (x1 , y), (x2 , y)
113
(3.25a)
(3.25b)
with |x1 y| 3|x1 x2 | .

Then the operator K1 : C(D) C 0, (D), defined by
Z
(K1 )(x) =
K(x, y) (y) ds(y) ,
x D ,
is well defined and bounded.

(b) Let there exist c > 0 such that:

K(x, y)
c
|x y|2

K(x1 , y) K(x2 , y) c |x1 x2 |
|x1 y|3
D\B(x,r)
for all (x, y) ,
(3.25c)
for all (x1 , y), (x2 , y) (3.25d)
with |x1 y| 3|x1 x2 | ,

K(x, y) ds(y) c for all x D and r > 0 .
Then the operator K2 : C 0, (D) C 0, (D), defined by

Z

K(x, y) (y) (x) ds(y) ,
(K2 )(x) =
(3.25e)
x D ,

Proof: (a) We follow the idea of the proof of Theorem 3.12 and write
Z

(K1 )(x1 ) (K1 (x2 ) kk
K(x1 , y) K(x2 , y) ds(y) .
D
We split the region of integration again into x1 ,r and D \ x1 ,r where again x1 ,r = {y

D : |y x1 | < r} and set r = 3|x1 x2 |. The integral over x1 ,r can be estimated with
(3.3d) of Lemma 3.2 by
Z
Z
Z

ds(y)
ds(y)
K(x1 , y) K(x2 , y) ds(y) c
+ c
2
|x1 y|
|x2 y|2
x1 ,r
x1 ,r
x2 ,2r
c0 r = (c0 3 ) |x1 x2 |
because x1 ,r x2 ,2r . Here we used formula (3.3d) of Lemma 3.2.
114
For the integral over D \ x1 ,r we note that |y x1 | r = 3|x1 x2 | for y D \ x1 ,r ,

thus
Z
Z

ds(y)
K(x1 , y) K(x2 , y) ds(y) c |x1 x2 |
3
D\x1 ,r
D\x1 ,r |x1 y|
c0 |x1 x2 | r1 = c0 31 |x1 x2 |

where we used estimate (3.3e). The proof of (K1 )(x) ckk is similar, even simpler,
and is left to the reader.
For part (b) we follow the ideas of the proof of Lemma 3.13. We write
Z

(K2 )(x1 ) (K2 (x2 )
K(x1 , y) (y) (x1 ) K(x2 , y) (y) (x2 ) ds(y)
x1 ,r
Z

K(x1 , y) ds(y)
+ (x2 ) (x1 )
D\x1 ,r

Z

(y) (x2 ) K(x1 , y) K(x2 , y) ds(y)
+
D\x1 ,r
"Z
ckkC 0, (D)
x1 ,r
ds(y)
+
|y x1 |2
Z
x2 ,2r
ds(y)
|y x2 |2
+ ckkC 0, (D) |x1 x2 |

Z
|x1 x2 |
|y x2 |
+ ckkC 0, (D)
ds(y)
|y x1 |3
D\x1 ,r
ckkC 0, (D) r + |x1 x2 | + |x1 x2 |
ds(y)
|y x1 |3
D\x1 ,r
because |y x2 | |y x1 | + |x1 x2 | = |y x1 | + r/3 2|y x1 |. The last integral has

been estimated by r1 , see (3.3e). This proves that

(K2 )(x1 ) (K2 (x2 ) ckkC 0, (D) |x1 x2 | .

The proof of (K2 )(x) ckkC 0, (D) is again simpler and is left to the reader.
2
One of the essential properties of the boundary operators is their compactness in Holderspaces.
This follows from the previous theorem and the following compactness result.
Lemma 3.18 The imbedding C 0, (D) C(D) is compact for every (0, 1).

Proof: We have to prove that the unit ball B = C 0, (D) : kkC 0, (D) 1 is
relatively compact, i.e. its closure is compact, in C(D). This follows directly by the theorem
of Arcela-Ascoli (see, e.g., [9], Appendix C.7). Indeed, B is equi-continuous because

(x1 ) (x2 ) kkC 0, (D) |x1 x2 | |x1 x2 |
115
2
for all x1 , x2 D. Furthermore, B is bounded.

Thus from the last theorem we immediatly conclude the following corollary.
Corollary 3.19 Under the assumptions of Theorem 3.17 the operator K1 is compact from
C 0, (D) into itself for every (0, 1).
Proof: The operator K1 is bounded from C(D) into C 0, (D) and the imbedding C 0, (D)
into C(D) is compact, which implies compactness of K1 : C 0, (D) C 0, (D).
2
We apply this result to the boundary integral operators which appear in the traces of the
single and double layer potentials of Theorems 3.12, 3.14, and 3.16.
Theorem 3.20 The operators S, D, D0 : C 0, (D) C 0, (D), defined by
Z
(y) k (x, y) ds(y) , x D ,
(S)(x) =
(3.26a)
Z
(D)(x) =
(y)
k
(x, y) ds(y) ,
(y)
x D ,
(3.26b)
(y)
k
(x, y) ds(y) ,
(x)
x D ,
(3.26c)
D
0
(D )(x) =
D
are well defined and compact. Additionally, the operator S is bounded from C 0, (D) into
C 1, (D). Here, C 1, (D) = {u C 0, (D) : Grad u C 0, (D, C3 )} equipped with its
canonical norm.
Proof: We have to check the assumptions (3.25a) and (3.25b) of Theorem 3.17. For x, y
D we have by the definition of the fundamental solution and part (a) of Lemma 6.10
that
1
,
4|x y|

(y x) (y)
1
1

(y) (x, y) = 4|x y| ik |x y|
|x y|

c
1
ik
|x y|

4|x y|
|x y|

(x, y) =

c
c(kd + 1)
k|x y| + 1
4|x y|
4|x y|

where d = sup |x y| : x, y D . The same estimate holds for (x, y)/(x). This
proves (3.25a) with = 1. Furthermore, we will prove (3.25b) with = 1. Let x1 , x2 , y D
such that |x1 y| 3|x1 x2 |. Then, for any t [0, 1], we conclude that |x1 +t(x2 x1 )y|
116
|x1 y| |x2 x1 | |x1 y| |x1 y|/3 = 2|x1 y|/3.

First we consider and apply the mean value theorem:

(x1 , y) (x2 , y) |x1 x2 | sup x x1 + t(x2 x1 ), y
0t1
9 |x1 x2 |
|x1 x2 |
c
.
2
4 |x1 y|2
0t1 |x1 + t(x2 x1 ) y|
c sup
To show the corresponding estimate for the normal derivative of the fundamental solution
we can restrict ourselves to the case k = 0. Indeed, as in the proof of Theorem 3.14 we
observe that (k 0 )/ is continuous.
Furthermore, we assume again x1 , x2 , y D such that |x1 y| 3|x1 x2 |. Then

(x
,
y)
(x
,
y)
0
1
0
2

(y)
(y)
1
4|x1 y|3

(y) (y x1 ) (y) (y x2 )
|
{z
}
=(y)(x2 x1 )
1
+
4

1
1

(y) (y x2 )
|x1 y|3 |x2 y|3

1
((y) (x1 )) (x2 x1 ) + (x1 ) (x2 x1 )
3
4|x1 y|

1
1
1
(y) (y x2 )
+
4 |x1 y|3 |x2 y|3
Now we use the estimates (a) and (b) of Lemma 6.10 for the first term and the mean value
theorem for the second term. By |x1 + t(x2 x1 ) y| 2|x1 y|/3 we have

|y x1 ||x2 x1 | + |x1 x2 |2
|y x2 |2 |x1 x2 |

(x
,
y)
(x
,
y)
c
+
c
.
0 2
(y) 0 1

(y)
|x1 y|3
|x1 y|4
Estimate (3.25b) follows from |x1 x2 | |x1 y|/3 and |y x2 | |y x1 | + |x1 x2 |
4|y x1 |/3.
The same arguments hold for the normal derivative with respect to x.
Finally, we have to show that Grad S is bounded from C 0, (D) into C 0, (D, C3 ). But
this is given from the representation (3.24).
2
3.1.4
Uniqueness and Existence
Now we come back to the scattering problem (3.1), (3.2) from the beginning of the section.
We first study the question of uniqueness. For absorbing media; that is Im k > 0, uniqueness
can be seen directly from an application of Greens formulas and the radiation condition. But
in scattering theory we are interested in the case of a real and positive wave number k. The
117
following lemma is fundamental for proving uniqueness and tells us that a solution of the
Helmholtz equation u + k 2 u = 0 for k > 0 cannot decay faster than 1/|x| as x tends
to infinity. We will give two proofs of this result. The first and shorter one uses the
expansion arguments from the previous chapter. In particular, properties of the spherical
Bessel- and Hankel functions are used. The second proof which goes back to the original work
by Rellich (see [22]) avoids the use of these special functions but is far more technical and
also needs a stronger assumption on the field. For completeness, we present both versions.
We begin with the first form.
Lemma 3.21 (Rellichs Lemma, first form) Let u C 2 (R3 \ B[0, R0 ]) be a solution of the
Helmholtz equation u + k 2 u = 0 for |x| > R0 and wave number k R>0 such that
Z
|u|2 ds = 0 .
lim
R
|x|=R
Then u vanishes for |x| > R0 .

Proof: The general solution of the Helmholtz equation in the exterior of B(0, R0 ) is given
by (2.29); that is,
X
n
X
m (1)
m
u(r
x) =
an hn (kr) + bm
j
(kr)
Yn (
x) ,
n
n
x S 2 , r > R ,
n=0 m=n
m

m
:
|m|
n,
n
C.
The
spherical
harmonics
Y
form an orthogonal
,
b
for some am
0
n
n
n
system. Therefore, Parsevals theorem yields
Z
X
n
X

2
m (1)
2
m
u(r
an hn (kr) + bn jn (kr) =
x) ds(
x) ,
n=0 m=n
S2
2
R
x) ds(
and from the assumption on u we note that r2 S 2 u(r
x) tends to zero as r tends to
infinity. Especially, for every fixed n N0 and m with |m| n we conclude that

2
(1)
m
0
r 2 am
n hn (kr) + bn jn (kr)
m
m
m
m
as r tends to infinity. Defining cm
n = an +bn we can write it as (kr) i an yn (kr)+(kr) cn jn (kr)
0 for r . Now we use the asymptotic behaviour of jn (kr) and yn (kr) as r tends to infinity. By Theorem 2.30 we conclude that
ikr

ikr

i am
(i)n+1 + cm
(i)n+1 0 , r .
n Im e
n Re e
The term (i)n+1 can take the values 1 and i. Therefore, depending on n, we have that
m
m
m
i am
n sin(kr) + cn cos(kr) 0 or i an cos(kr) cn sin(kr) 0 .
m
In any case, am
n and cn have to vanish by taking particular sequences rj . This shows
m
that also bn = 0. Since it holds for all n and m we conclude that u vanishes.
2
As mentioned above, the second proof avoids the use of the Bessel and Hankel functions but
needs, however, a stronger assumption on u.
118
Lemma 3.22 (Rellichs Lemma, second form) Let u C 2 (R3 \ B[0, R0 ]) be a solution of
the Helmholtz equation u + k 2 u = 0 for |x| > R0 with wave number k R>0 such that
Z
|u| ds = 0 and
lim
|x|=r
lim
|x|=r

2
x

ds = 0 .
u(x)
|x|

Then u vanishes for |x| > R0 .

Proof: The proof, which is taken from the monograph [14] (Section VII.3) is lengthy, and
we will structure it. Without loss of generality we assume that u is real valued because we
can consider real and imaginary parts separately.
1st step: Transforming the integral onto the unit sphere S 2 = {x R3 : |x| = 1} we conclude
that
Z

u(r
x)|2 r2 ds(
x) =
2

u
2
(r
r ds(
x)
x
)

|
x|=1 r

u(x)2 ds(x) and
|x|=r
|
x|=1
(3.27)
tend to zero as r tends to infinity. We transform the partial differential equation into an
ordinary differential equation (not quite!) for the function v(r, x) = r u(r, x) with respect to
r. We write v(r) and v 0 (r) and v 00 (r) for v(r, ) and v(r, )/r and 2 v(r, )/r2 , respectively.
Then (3.27) yields that kv(r)kL2 (S 2 ) 0 and kv 0 (r)kL2 (S 2 ) 0 as r . The latter follows
from r
ru(r, , ) = 1r ru(r, ) + r u
(r, ) and the triangle inequality.
r

2
1
2 u
2 u
and
We observe that u = r v, thus r r = v + r v
r
= r r2v , thus
r
r
r

1
1
2 u
0 = 2
r
(r, , ) + 2 S 2 u(r, , ) + k 2 u(r, , )
r r
r
r
2

1 v
1
2
=
(r, , ) + k v(r, , ) + 2 S 2 v(r, , ) ,
r r2
r
i.e.
v 00 (r) + k 2 v(r) +
1
S 2 v(r) = 0 for r R0 ,
r2
(3.28)
where again S 2 = Div Grad denotes the Laplace-Beltrami operator on the unit sphere;
that is, in polar coordinates x = (sin cos , sin sin , cos )>
1
(S 2 w)(, ) =
sin

w
1 2w
(, )
sin
(, ) +
sin2 2
for any w C 2 (S 2 ). It is easily seen either by direct integration or by application of

Theorem 6.11 that S 2 is selfadjoint and negative definite, i.e.
S 2 v, w

L2 (S 2 )
= v, S 2 w

L2 (S 2 )
and
S 2 v, v

L2 (S 2 )
0 for all v, w C 2 (S 2 ) .
119
2nd step: We introduce the functions E, vm and F by

E(r) := kv 0 (r)k2L2 (S 2 ) + k 2 kv(r)k2L2 (S 2 ) +

1
S 2 v(r), v(r) L2 (S 2 ) ,
2
r
r R0 ,
vm (r) := rm v(r) ,
r R0 , m N ,

m(m + 1) 2c
0
2
2
F (r, m, c) := kvm (r)kL2 (S 2 ) + k +
kvm (r)k2L2 (S 2 )
r2
r
+

1
2 vm (r), vm (r)
,
S
L2 (S 2 )
r2
for r R0 , m N, c 0. In the following we write k k and (, ) for k kL2 (S 2 ) and (, )L2 (S 2 ) ,

respectively. We show:
(a) E satisfies E 0 (r) 0 for all r R0 .
(b) The functions vm solve the differential equation

2m 0
m(m + 1)
1
00
2
vm (r)
vm (r) +
+ k vm (r) + 2 S 2 vm (r) = 0 .
2
r
r
r
(3.29)
(c) For every c > 0 there exist r0 = r0 (c) R0 and m0 = m0 (c) N such that

2
r F (r, m, c) 0 for all r r0 , m m0 .
r
(d) Expressed in terms of v the function F has the forms

2
m(m + 1) 2c
m

2
2m 0
kv(r)k2
F (r, m, c) = r
v (r) + v(r) + k +
r
r2
r

1
+ 2 S 2 v(r), v(r)
(3.30a)
r

2m
m(2m + 1) 2c
2m
0
2
= r
E(r) +
v(r), v (r) +
kv(r)k (. 3.30b)
r
r2
r
Proof of these statements:
(a) We just differentiate E and substitute
the second
derivative from (3.28). Note that

d
d
2
0
0
kv(r)k = 2(v, v ) and dr S 2 v, v = 2 S 2 v, v :
dr

1
2
E 0 (r) = 2 v 0 (r), v 00 (r) + 2k 2 v(r), v 0 (r) 3 S 2 v(r), v(r) + 2 S 2 v(r), v 0 (r)
r
r

1
1
= 2 v 0 (r) , v 00 (r) + k 2 v(r) + 2 S 2 v(r)
3 S 2 v(r), v(r)
r
r
=

1
S 2 v(r), v(r) 0 .
3
r
120
(b) We substitute v(r) = rm vm (r) into (3.28) and obtain directly (3.29). We omit the
calculation.
00
(c) Again we differentiate r2 F (r, m, c) with respect to r, substitute the form of vm
from
(3.29) and obtain

2
0
00
0
(r), vm
(r) + 2(k 2 r c)kvm (r)k2
r F (r, m, c) = 2rkvm
(r)k2 + 2r2 vm
r

m(m + 1) 2c
2
2
0
0
2 vm (r), v (r)
+ 2r k +
v
(r),
v
(r)
+
2
m
S
m
m
r2
r

0
0
(r), vm (r) + 2(k 2 r c)kvm (r)k2
(r)k2 4cr vm
= = 2r(1 + 2m)kvm
"
2

c
0

= 2r 1 + 2m vm (r)
vm (r)

1 + 2m

c
c2
2
2
+ k
kvm (r)k .
r 1 + 2m
From this the assertion (c) follows if r0 and m0 are chosen such that the bracket ( ) is
positive.
(d) The first equation is easy to see by just inserting the form of vm . For the second form
one uses simply the binomial theorem for the first term and the definition of E(r).
3rd step: We begin with the actual proof of the lemma and show first that there exists
R1 R0 such that kv(r)k = 0 for all r R1 . Assume, on the contrary, that this is not the
case. Then, for every R R0 there exists r R such that kv(
r)k > 0.
We choose the constants c > 0, r0 , m0 , r1 , m1 in the following order:
Choose c > 0 with k 2
2
c
R0
> 0.
Choose r0 = r0 (
c) R0 and m0 = m0 (
c) N according to property (c) above, i.e.
r2 F (r, m, c) 0 for all r r0 and m m0 .

such that r
Choose r1 > r0 such that kv(r1 )k > 0.

Choose m1 m0 such that m1 (m1 + 1)kv(r1 )k2 + S 2 v(r1 ), v(r1 ) > 0.
Then, by (3.30a) and because k 2 r21c k 2 R2c0 > 0, it follows that F (r1 , m1 , c) > 0 and thus,
by the monotonicity of r 7 r2 F (r, m1 , c) that also F (r, m1 , c) > 0 for all r r1 . Therefore,
from (3.30b) we conclude that, for r r1 ,
0 < r
2m1

m1 (2m1 + 1) 2
c
kv(r)k2
r2
r

m1 d
1 m1 (2m1 + 1)
2
kv(r)k +
2
c kv(r)k2 .
= E(r) +
r dr
r
r

2m1
F (r, m1 , c) = E(r) +
v(r), v 0 (r) +
r
121
1 +1)
2
c < 0. Finally, choose r r2 such that
Choose now r2 r1 such that m1 (2m
r2
d
2
2
kv(
r)k 0. (This is possible because kv(r)k 0 as r .) We finally have
dr
r, m1 , c) E(
r) .
0 < p := r2m1 F (
By the monotonicity of E we conclude that E(r) p for all r r. On the other hand, by
the definition of E(r) we have that E(r) kv 0 (r)k2 + k 2 kv(r)k2 and this tends to zero as r
tends to infinity. This is a contradiction. Therefore, there exists R1 R0 with v(r) = 0 for
all r R1 and thus also Re u = 0 for |x| R1 . The same holds for Im u and thus u = 0 for
|x| R1 .
2
Applying the Rellich Lemma we can now prove uniqueness of the scattering problem.
Theorem 3.23 For any incident field uinc there exists at most one solution u C 2 (R3 \
D) C 1 (R3 \ D) of the scattering problem (3.1), (3.2).
Proof: Let u be the difference of two solutions. Then u satisfies (3.1) and also the radiation
condition (3.2). From the radiation condition we conclude that
)
2
Z ( 2
Z
Z
u

u
u
2
2

u
ds
r + k |u| ds + 2k Im
r iku ds =
r
|x|=R
|x|=R
|x|=R
tends to zero as R tends to infinity. Greens theorem, applied in BR \ D to the function u

yields that
Z
Z
Z
Z

u
u
2
2
2
u
ds =
ds +
|u| k |u| dx =
|u|2 k 2 |u|2 dx
u
r
r
|x|=R
BR \D
BR \D
because the surface integral over D vanishes by the boundary condition. The volume
integral is real valued. Therefore, its imaginary part vanishes and we conclude that
Z 2
u
+ k 2 |u|2 ds 0
r
|x|=R
as R tends to infinity. Rellichs lemma (in the form Lemma 3.21 or Lemma 3.22) implies that
u vanishes outside of every ball which encloses D. Finally, we note that u is an analytic
function in the exterior of D (see Corollary 3.4). Since the exterior of D is connected we
conclude that u vanishes in R3 \ D.
2
We turn to the question of existence of a solution and choose the integral equation method
for its treatment. We follow the approach of [6], Chapter 3, but prefer to work in the
space C 0, (D) of Holder continuous functions rather that in the space of merely continuous
functions. This avoids the necessity to introduce the class of continuous functions for which
the normal derivatives exist in the uniform sense along the normal.
122
Let us recall the notion of the single layer surface potential of (3.4a), see also (3.12), and
make the ansatz for the scattered field in the form of a single layer potential; that is,
Z
s
u (x) =
(y) (x, y) ds(y) , x R3 \ D ,
(3.31)
D
where again (x, y) = exp(ik|x y|)/(4|x y|) denotes the fundamental solution of the
Helmholtz equation, and C 0, (D) is some density to be determined. We remark already
here that we will face some difficulties with this ansatz but we begin with this for didactical
reasons. First we note that us solves the Helmholtz equation in the exterior of D and also
the radiation condition. This follows from the corresponding properties of the fundamental
solution (, y), uniformly with respect to y on the compact surface D. Furthermore, by
Theorems 3.12 and 3.16 the function us and its derivatives can be extended continuously
from the exterior into R3 \ D with limiting values
Z

s
(y) (x, y) ds(y) = (S)(x) , x D ,
(3.32a)
u (x)+ =
D

us
(x)
1
= (x) +
2
Z
(y)
D
(x, y) ds(y)
(x)
1
= (x) + (D0 )(x) ,
2
x D ,
(3.32b)
where we used the notations of the boundary integral operators from Theorem 3.20. Therefore, in order that u = uinc + us satisfies the boundary condition u/ = 0 on D the
density has to satisfy the boundary integral equation
uinc
1
+ D0 =
2
in C 0, (D) .
(3.33)
By Theorem 3.20 the operator D0 is compact. Therefore, we can apply the RieszFredholm
theory. By Theerem 6.2, existence follows from uniqueness. To prove uniqueness we assume
that C 0, (D) satisfies the homogeneous equation 21 + D0 = 0. Define v to be the
single layer potential with density just as in (3.31), but for arbitrary x
/ D. Then, again
from the jump conditions of the normal derivative of the single layer, v/ + = 12 +D0 =
0. Therefore, v is the solution of the exterior Neumann problem with vanishing boundary
data. The uniqueness result of Theorem 3.23 yields that v vanishes in the exterior of D.
Furthermore, v is continuous in R3 , thus v is a solution of the Helmholtz equation in D
with vanishing boundary data. At this point we wish to conclude that v vanishes also in D,
because then we could conclude by the jump of the normal derivatives of the potential at D
that vanishes. However, this is not always the case. Indeed, there are non trivial solutions
in D if, and only if, k 2 is an eigenvalue of in D with respect to Dirichlet boundary
conditions (see Theorem 2.34).
This is the reason why it is necessary to modify the ansatz (3.31). There are several ways
how to do it, see the discussion in [5], Chapter 3 and 4. We choose a modification which we
have not found in the literature. It avoids the use of double layer potentials. On the other
hand, however, it results in a system of two equations which increases the numerical effort
123
considerably. We assume for simplicity that D is connected although this is not necessary
as one observes from the following arguments.
We choose an open ball B = B(z, ) with boundary such that D and such that
k 2 is not an eigenvalue of inside B with respect to Dirichlet boundary conditions. By
Theorem 2.34 from the previous chapter we observe that we have to choose the radius of
B such that k is not a zero of any of the Bessel functions jn .
Now we make an ansatz for us as a sum of two single layer potentials in the form
Z
Z
s
u (x) = (SD )(x) + (S )(x) =

(y) (x, y) ds(y) + (y) (x, y) ds(y) ,
D
0,
0,
where C (D) and C

two boundary integral equations
(3.34)
() are two densities to be determined from the system of

uinc
1
S =
+ D0 +
2
x
/ D,
on D ,
1
+ ik SD + D0 + ik S = 0 on .
(3.35a)
(3.35b)
The operators S and D0 denote the boundary operators S and D0 , respectively, on the
boundary instead of D. These two equations can be written in matrix form as

inc

1
u /
D0
S /
+
=
(/ + ik)SD D0 + ik S
2
0
in C 0, (D) C 0, (). The operators D0 , D0 + ikS , S /, and (/ + ik)SD are all
compact. Therefore, we can apply the Riez-Fredholm theory to this system. By Theorem 6.2
existence is assured if the homogeneous system admits only the trivial solution = 0 and
= 0. Therefore, let (, ) C 0, (D) C 0, () be a solution of the homogeneous system
and define the v as the sum of the single layers with densities and for all x in R3 \(D).
From the the jump condition for the normal derivative and the first homogeneous integral
equation
we conclude just in the above case of only one single layer potential that
v/ + = 21 + D0 + S / = 0. Again, v is a solution of the exterior Neumann
problem with vanishing boundary data. Therefore, by the uniqueness theorem, v vanishes
in the exterior of D. Furthermore, v is continuous in R3 and satisfies also the Helmholtz
equation in D \ B. From the jump conditions on the boundary we conclude that

v
1
+ ikv =
+ ik SD + D0 + ik S = 0 on .

+
2
Therefore, v = 0 on D and v/|+ + ikv = 0 on . Application of Greens first theorem
in D \ B yields

Z
Z
Z
Z

v
v
2
2
2
|v| k |v| dx =
v
ds v
ds = ik |v|2 ds .

+
D\B
124
Taking the imaginary part yields that v vanishes on and therefore also v/|+ = 0 on
. Holmgrens uniqueness Theorem 3.5 implies that v vanishes in all of D \ B. The jump
conditions for the normal derivatives on D yield

v
v
= on D .
0 =
+
Therefore, v is a single layer potential on with density and vanishes on . The wave
number k 2 is not a Dirichlet eigenvalue of in B by the choice of the radius of B.
Therefore, v vanishes also in B. The jump conditions on yield

v
v
0 =
= on .
+
Therefore, = 0 on D and = 0 on and we have shown injectivity for the system of
integral equations.
S
If D consists of several components D = M
m=1 Dm then one has to choose balls Bm in
each of the domains Dm and make an ansatz as a sum of single layers on D and Bm for
m = 1, . . . , M .
Application of the RieszFredholm theory to (3.35a) and (3.35b) yields the desired existence
result.
Theorem 3.24 There exists a unique solution u C 2 (R3 \ D) C 1 (R3 \ D) of the scattering
problem (3.1), (3.2).
3.2
A Scattering Problem for the Maxwell System
In the second part of this chapter we focus on our main task, the scattering by electromagnetic waves. Here the idea of the integral equation method as shown for the scalar Helmholtz
equation will be extended to the following scattering problem for the Maxwell system.
Given a solution (E inc , H inc ) of the Maxwell system
curl E inc i0 H inc = 0 ,
curl H inc + i0 E inc = 0 in some neighborhood of D ,
determine the total fields E, H C 1 (R3 \ D, C3 ) C(R3 \ D, C3 ) such that

curl E i0 H = 0 and
curl H + i0 E = 0 in R3 \ D ,
(3.36a)
E satisfies the boundary condition

E = 0 on D ,
(3.36b)
and the radiating parts E s = E E inc and H s = H H inc satisfy the SilverM
uller radiation
conditions

x
1
s
s
0 E (x) 0 H (x)
= O
,
(3.37a)
|x|
|x|2
3.2. A SCATTERING PROBLEM FOR THE MAXWELL SYSTEM
125
and
0 H s (x) + 0 E s (x)
= O
|x|
1
|x|2

,
(3.37b)
uniformly with respect to x/|x|.

Again throughout the section we fix some assumptions, in view of a classical formulation of
the scattering problem in vacuum.
Assumption: Let the wave number be given by k = 0 0 > 0 with constants 0 , 0 > 0
and the obstacle D R3 be bounded and C 2 smooth such that the complement R3 \ D is
connected.
The case of a (homogeneous) conducting medium; that is, > 0, can be treated as well
without any difficulty. In this case we just have k C with Im k 0.
Clearly, after renaming the unknown fields, the scattering problem is a special case of the
following Exterior Boundary Value Problem:
Given a tangential field f C 0, (D, C3 ), i.e. (x) f (x) = 0 on D , such that Div f
C 0, (D) determine radiating solutions E s , H s C 1 (R3 \ D, C3 ) C(R3 \ D, C3 ); that is,
E s , H s satisfy the radiating conditions (3.37a) and (3.37b), of the system
curl E s i0 H s = 0 and
curl H s + i0 E s = 0 in R3 \ D ,
(3.38a)
such that E s satisfies the boundary condition

Es = f
on D .
(3.38b)
We note that the assumption on the surface divergence of f is necessary by Corollary 6.20.
Additionally, we note that in the previous chapter we had assumed a different kind of radiation condition. We had made the assumption that the scalar fields x 7 x E(x) and
x 7 x H(x) which are solutions of the scalar Helmholtz equation by Lemma 1.5 satisfy
Sommerfelds radiation condition 3.2. Later (in Remark 3.31) we will discuss the equivalence
of both radiation conditions.
3.2.1
Representation Theorems
We have seen in the previous section (Theorem 3.3) that every sufficiently smooth function
u can be written as a sum of a volume potential with density u + k 2 u, a single layer
potential with density u/, and a double layer potential with potential u. Additionally
we know from Lemma 1.3 that each component of solutions E and H of the homogeneous
Maxwell system in a domain D satisfy the Helmholtz equation. Thus we obtain that these
components are analytic and can be represented by surface potentials. But more appropriate
for Maxwells equations is a representation in terms of vector potentials which we will discuss
next.
126
Theorem 3.25 Let k C and E C 1 (D, C3 ) C(D, C3 ) such that curl E C(D, C3 ) and
div E C(D). Then we have for x D:
Z
Z
Z
2
E(x) = curl (x, y) curl E(y) dy (x, y) div E(y) dyk
E(y) (x, y) dy
D

(y) E(y) (x, y) ds(y) +
curl
D

(y) E(y) (x, y) ds(y) .
Furthermore, the righthand side of this equation vanishes for x

/ D and is equal to
for x D.
1
2
E(x)
Proof: Fix z D, choose r > 0 such that B[z, r] D, and set Dr = D \ B[z, r]. For
x B(z, r) we set
Z
Z
Z
2
E(y) (x, y) dy
Ir (x) := curl (x, y) curl E(y) dy (x, y) div E(y) dyk
Dr
Dr
Dr

(y) E(y) (x, y) ds(y) +
curl
Dr

(y) E(y) (x, y) ds(y)
Dr
Z
x (x, y) curl E(y) dy
Dr
x (x, y) div E(y) dyk
Dr
Z
E(y) (x, y) dy
Dr

(y) E(y) (x, y) ds(y) +
curl
Dr

(y) E(y) (x, y) ds(y) ,
Dr
where we have applied the identity 6.6. We will show that Ir (x) vanishes. Indeed, we can
interchange differentiation and integration and write
Z

Z

Ir (x) = curl
(x, y) curl E(y) dy
(y) E(y) (x, y) ds(y)
Dr
Dr
Z
(x, y) div E(y) dy

Dr
k2

(y) E(y) (x, y) ds(y)
Dr
Z
E(y) (x, y) dy
Dr
Z
= curl

curly E (x, ) y (x, ) E dy
Dr
Dr
Z

divy E (x, ) y (x, ) E dy
Dr
k2
Z
E (x, ) dy .
Dr

E (x, ) ds
Z
Dr

E (x, ) ds

Now we use the divergence theorem in the forms:
Z
Z
Z
Z
div F dx =
F ds ,
curl F dx =
Dr
Dr
Dr
127
div(0, F3 , F2 )
..
.
Dr
Z
F ds .
dx =
Dr
(3.39)
Therefore,
Z
Z
y (x, ) E dy +
Ir (x) = curl
Dr
y (x, ) E dy k
Dr
E (x, ) dy
Dr

x E y (x, ) curlx y (x, ) E dy k 2
Dr
Z
E (x, ) dy
Dr

E y (x, ) + k 2 (x, ) dy = 0 .
=
Dr
Here we used the formula

curlx y (x, ) E = E divx y (x, ) + (E x )y (x, )

= E y (x, ) + x E y (x, ) .
Therefore, Ir (x) = 0 for all x B(z, r), i.e.
Z
Z
Z
2
0 = x (x, y) curl E(y) dy x (x, y) div E(y) dyk
E(y) (x, y) dy
Dr
Dr
Z
curl
Dr

(y) E(y) (x, y) ds(y) +

x (x, y) (y) E(y) ds(y) +
|yz|=r

(y) E(y) (x, y) ds(y)
ZD

x (x, y) (y) E(y) ds(y) .
|yz|=r
We set x = z and compute the last two surface integrals explicitely. We recall that

exp(ik|z y|)
1
zy
z (z, y) =
ik
4|z y|
|z y| |z y|
and thus for |z y| = r:
Z

z (z, y) (y) E(y) ds(y) +

|yz|=r
exp(ikr)
=
4r

z (z, y) (y) E(y) ds(y)
|yz|=r
1
ik
r
Z
|yz|=r
exp(ikr)
=
4r
1
ik
r
zy
|z y|

zy
zy
zy
E(y)
E(y) ds(y)
|z y|
|z y|
|z y|
{z
}
= E(y)
Z
E(y) ds(y)
|yz|=r
ikr
= e
exp(ikr)
E(z) + ik
4r
Z
|yz|=r
exp(ikr)
E(y) ds(y) +
4r2
Z
|yz|=r

E(z) E(y) ds(y) .
128
This term converges to E(z) as r tends to zero. This proves the formula for x D.
The same arguments (replacing Dr by D) lead to Ir (x) = 0 and yield that the expression
vanishes if x
/ D. The formula for x D follows from the same arguments as in the proof
of Theorem 3.3.
2
This represention holds for any (smooth) vector field E. The relationship with Maxwells
equations becomes clear with the following identity.
Lemma 3.26 Let H C 1 (D, C3 ) C(D, C3 ) such that curl H C(D, C3 ), then for x D
holds
Z
Z
Z

curl (x, y) H(y) dy (x, y) curl H(y) dy +
(y) H(y) (x, y) ds(y) = 0 .
D
R
Proof: The volume potential D (x, y)H(y) dy is continuously differentiable by Lemma 3.7,
therefore
Z
Z
curl (x, y) H(y) dy
(x, y) curl H(y) dy
D
Z
=

x (x, y) H(y) (x, y) curl H(y) dy
Z
=

y (x, y) H(y) + (x, y) curl H(y) dy
Z
=

curly (x, y) H(y) dy
where we used (6.7). Now we choose r > 0 such that B[x, r] D and apply Greens
formula (6.16a) in Dr = D \ B[x, r]. This yields
Z
Z

(y) H(y) (x, y) ds(y)
curly (x, y) H(y) dy =
Dr
Dr
The boundary contribution

Z

(y) H(y) (x, y) ds(y)
|yx|=r
tends to zero as r 0 which yields the desired result.
Subtracting the last identity multiplied by i0 from the representation of E in Theorem

3.25 shows that if E and H the Maxwell system the volume integrals annihilate and we
obtain a representation only by surface integrals. This leads to the well known Stratton-Chu
formula.
129
Theorem 3.27 (Stratton-Chu formula)
Let k = 0 0 > 0 and E, H C 1 (D, C3 ) C(D, C3 ) satisfy Maxwells equations

curl E i0 H = 0 in D ,
curl H + i0 E = 0 in D .
Then we have for x D:

Z
Z

(y) E(y) (x, y) ds(y) +
E(x) = curl
D

(y) E(y) (x, y) ds(y)

(y) H(y) (x, y) ds(y)
i0
D
Z
= curl

(y) E(y) (x, y) ds(y) +
Z
H(x) = curl

(y) H(y) (x, y) ds(y)
1
curl2
i0
1
curl2
i0

(y) H(y) (x, y) ds(y) ,

(y) E(y) (x, y) ds(y) .
Proof: The second term in the representation of E in Theorem 3.25 vanishes because of
div E = 0. As mentioned above, subtraction of the identity from Lemma 3.26, multiplied by
i0 , proves the first formula. For the second one we set Dr = D \ B[x, r] for r > 0 such
that B[x, r] D and compute
Z
Z

1
(y) E(y) (x, y) ds(y) =
(y) curl H(y) (x, y) ds(y)
i0 Dr
Dr
Z
1
=
i0

1
(y) curl H(y) (x, y) ds(y) +
i0
| Dr
{z
}

(y) y (x, y) H(y) ds(y)
Dr
= 0 by the divergence theorem
1
i0

y (x, y) H(y) (y) ds(y) .
Dr

R
Now we let r tend to zero. We observe that the integral |yx|=r y (x, y) H(y)(y) ds(y)
vanishes because y (x, y) and (y) are parallel. Therefore,
Z
Z

1
(y) E(y) (x, y) ds(y) =
y (x, y) H(y) (y) ds(y)
i0 D
D
Z

1
=
div
(x, y) (y) H(y) ds(y) .
i0
D
Taking the gradient and using curl curl = div yields
Z
Z

1
(y) E(y) (x, y) ds(y) =

curl curl
(x, y) (y) H(y) ds(y)
i0
D
D
2 Z

k
(x, y) (y) H(y) ds(y) .

i0 D
130
This ends the proof for E. The representation for H(x) follows directly by H =
and curl curl curl = curl .
1
i0
curl E
2
Similar to the scalar case we are also interested in a representation formula in the exterior
of a domain D. As an example of specific solutions to the homogeneous Maxwell equations
which exist in R3 except of one source point we already introduced dipoles in Section 1.7.
Definition 3.28 For k real and positive vector fields of the form

1
1
curl Emd (x) =
curl curl p (x, y) ,
i0
i0

Emd (x) = curl p (x, y) ,
Hmd (x) =

Hed (x) = curl p (x, y) ,
Eed (x) =

1
1
curl Hed (x) =
curl curl p (x, y) ,
i0
i0
for some y R3 and p C3 are called magnetic and electric dipols, respectively, at y with
polarization p.
As seen from the introduction of Chapter 1 the behaviour of these fields for |x|
motivates the radiation condition. More specific we have the following results.
Lemma 3.29 Let k > 0.

(a) The electromagnetic fields Emd , Hmd and Eed , Hed of a magnetic or electric dipol, respectively, satisfy the Silver-M
uller radiation condition (3.37a), (3.37b); that is,
0 E(x)
x
0 H(x)
= O
|x|
1
|x|2
1
|x|2
(3.40a)
(3.40b)
and
0 H(x) +
x
0 E(x)
= O
|x|
uniformly with respect to x/|x| S 2 and (p, y) in compact subsets of C3 R3 .

(b) The fields x 7 x curl p (x, y) and x 7 x curl curl p (x, y) satisfies the scalar
Sommerfeld radiation condition (3.2) uniformly with respect to (p, y) in compact subsets
of C3 R3 .

(c) The fields E(x) = curl x (x, y) and H =
Maxwell system.
1
i0
curl E are radiating solution of the
131
Proof: (a) Direct computation yields

ik
1
|x y|

xy
1
= ik (x, y)
p + O
,
|x y|
|x|2

Emd (x) = curl p (x, y) = (x, y)

xy
p
|x y|

1
1
curl curl p (x, y) =
( + div) p (x, y)
i0
i0

x y (x y) p
1
k2
(x, y) p
+ O
.
= =
i0
|x y| |x y|
|x|2
xy
x
for |x| . With |xy|
= |x|
+ O(1/|x|2 ) and k = 0 0 the first assertion follows.
Analogously, the second assertion can be proven.

(b) We prove the assertion only for u(x) = x curl p (x, y) which we write as

x [(x y) p]
1
(x, y)
u(x) = x x (x, y) p = ik
|x y|
|x y|

1
p (y x)
p (y x)
=
ik
(x, y)
= ik (x, y)
+ O(|x|2 )
|x y|
|x y|
|x y|
Hmd (x) =
and thus by differentiating this expression

xu(x) = k 2 (x, y)
x (x y) p (y x)
p (y x)
+ O(|x|2 ) = k 2 (x, y)
+ O(|x|2 )
|x y|
|x y|
|x y|
which proves the assertion by noting that the Oterms hold uniformly with respect to (p, y)
in compact subsets of C3 R3 .
(c) By Lemma 2.42 it suffices to show that E and H satisfy the Silver-M
uller radiation
condition. We compute

E(x) = curl x (x, y) = x (x, y) x

1
xy
1
xy
= (x, y) ik
x = (x, y) ik
|x y| |x y|
|x y| |x y|

1
= ik (x, y) (
x y) + O
and
|x|2

1
xy
1
xy
curl E(x) = (x, y) ik
+ (x, y) ik
curl
|x y|
|x y|
|x y|
|x y|

xy
(x, y)
xy
1
= ik x (x, y)
x
+ O
|x y|
|x y| |x y|
|x|2

xy
1
+ O
= ik x (x, y)
|x y|
|x|2
132
because
1
1
xy
= x
(x y) +
curlx (x y) = O
curl
|x y|
|x y|
|x y|
and
(x, y)
x
= O
|x y|
1
|x|2
1
|x|

.

.
Finally, we have

xy
1
xy
xy
ik x (x, y)
= ik (x, y) ik
|x y|
|x y| |x y| |x y|

(x y) y)
(x y) x)
2
= k (x, y)
x
y
|x y|2
|x y|2
and thus
x curl E(x) = k (x, y) (

x y) + O
Substituting the form of H and k = 0 0 ends the proof.
1
|x|2

.
2
We note from the lemma that for the electric and magnetic dipols both, the Silver-M
uller
radiation condition for the pair (E, H) and the Sommerfeld radiation condition for the scalar
functions e(x) = xE(x) and h(x) = xH(x) hold. The following representation theorem will
show that these two kinds of radiation conditions are indeed equivalent (see Remark 3.31).
Theorem 3.30 (Stratton-Chu formula in exterior domains)
Let k = 0 0 > 0 and E, H C 1 (R3 \D, C3 )C(R3 \D, C3 ) solutions of the homogeneous
Maxwells equations
curl E i0 H = 0 ,
curl H + i0 E = 0
in R3 \ D which satisfy also one of the Silver-M

uller radiation conditions (3.40a) or (3.40b).
Then
Z
Z

1
curl
(y) E(y) (x, y) ds(y)
curl curl
(y) H(y) (x, y) ds(y)
i0
D
D
0,
x D,
1
E(x)
,
x
D ,
=
2
E(x) ,
x
/ D,
and
Z

(y) H(y) (x, y) ds(y) +
curl
D
0,
H(x) ,
=
H(x) ,
1
2
x D,
x D ,
x
/ D.
1
curl curl
i0
Z
D

(y) E(y) (x, y) ds(y)
133
Proof: Let us first

condition (3.40a). One applies Theorem 3.27 in

assume the radiation
the region DR = x
/ D : |y| < R for large values of R. Then the assertion follows if one
can show that
Z
Z

1
curl curl
(y)H(y) (x, y) ds(y)
IR := curl
(y)E(y) (x, y) ds(y)
i0
|y|=R
|y|=R
R
tends to zero as R . To do this we first prove that |y|=R |E|2 ds is bounded with respect
to R. The binomial theorem yields
Z
Z
Z
2
2
| 0 E 0 H | ds = 0
|E| ds + 0
|H |2 ds
|y|=R
|y|=R
|y|=R
2 0 0 Re
Z
E (H ) ds .
|y|=R
We have by the divergence theorem

Z
Z
Z
E (H ) ds +
E (H ) ds =
|y|=R

H) curl E E curl H dx
E (H ) ds +
=
D
DR

i0 |H|2 i0 |E|2 dx .
E (H ) ds +
=
D
DR
This term is purely imaginary, thus

Z
Z
2
| 0 E 0 H | ds = 0
|y|=R
div(E H) dx
DR
|E| ds + 0
|y|=R
2 0 0 Re
|H |2 ds
|y|=R
Z
E (H ) ds .
D
R
From this the boundedness of |y|=R |E|2 ds follows because the lefthand side tends to zero
by the radiation condition (3.40b).
Now we write IR in the form

Z

1
IR = curl
(y) E(y) (x, y) +
E(y) y (x, y) ds(y)
ik
|y|=R

r
Z

0
1
curl
(y) H(y) +
E(y) y (x, y) ds(y) .
i0
0
|y|=R
Let us first consider the second term. The bracket ( ) tends to zero as 1/R2 by the radiation
condition (3.40a). Taking the curl of the integral results in second order differentiations of
. Since and all derivatives decay as 1/R the total integrand decays as 1/R3 . Therefore,
134
this second term tends to zero because the surface area is only 4R2 .
For the first term we observe that
1
E(y) y (x, y)
ik

y
1 yx
1
= E(y) (x, y) +
(x, y) ik
.
R
ik |y x|
|y x|

(y) E(y) (x, y) +
For fixed x and arbitrary y with |y| = R the bracket [ ] tends to zero of order 1/R2 . The
same holds true for all of the partial derivatives with respect to x. Therefore, the first term
can be estimated by the inequality of Cauchy-Schwartz
sZ
sZ
sZ
Z

2

c
c
c
4
E(y) ds
E(y) ds =
E(y)2 ds
12 ds
2
2
R |y|=R
R
R
|y|=R
|y|=R
|y|=R
and this tends also to zero.
This proves the representation of E by using the first radiation condition (3.40a). The
1
representation of H(x) follows again by computing H = i
curl E. If the second radiation
0
condition (3.40b) is assumed one can argue as before and derive the representation of H
first.
2
We draw the following conclusions from this result.
Remark 3.31
(a) If E, H are solutions of Maxwells equations in R3 \ D then each of the radiation
conditions (3.40a) and (3.40b) implies the other one.
(b) The Silver-M
uller radiation condition for solutions E, H of the Maxwell system is
equivalent to the Sommerfeld radiation condition (3.2) for every component of E and
H. This follows from the fact that the fundamental solution and every derivative of
satisfies the Sommerfeld radiation condition.
(c) The Silver-M
uller radiation condition for solutions E, H of the Maxwell system is
equivalent to the Sommerfeld radiation condition (3.2) for the scalar functions e(x) =
xE(x) and h(x) = xH(x). This follows from the fact that the SilverM
uller radiation
condition implies a representation of the form of the previous theorem which implies
the scalar Sommerfeld radiation conditions for e(x) and h(x) by Lemma 3.29, and
the scalar Sommerfeld radiation conditions for e(x) and h(x) imply the representation
(2.56a) which satisfies the SilverM
uller radiation conditions again by Lemma 3.29.
(d) The asymptotic behaviour of yields

1
E(x) = O
|x|

and
H(x) = O
for |x| uniformly with respect to all directions x/|x|.
1
|x|
135
Sometimes it is convenient to eliminate one of the fields E or H from the Maxwell system
and work with only one of them. If we eliminate H then E solves the second order equation
curl E k 2 E = 0
(3.41)
where again k = 0 0 denotes the wave number. If, on the other hand, E satisfies (3.41)
1
E solve the Maxwell system. Indeed, the first Maxwell equation is
then E and H = i
0
satisfied by the definition of H. Also the second Maxwell equation is satisfied because
curl H =

1
k2
1
curl2 E =
div
E
=
E = i0 E .
E
| {z }
|{z}
i0
i0
i0
2
=0
=k E
The Silver-M
uller radiation condition (3.37a) or (3.37b) turn into

curl E x ik E = O |x|2 , |x| ,
(3.42)
uniformly with respect to x = x/|x|.
3.2.2
Vector Potentials and Boundary Integral Operators
In Subsection 3.2.3 we will prove existence of solutions of the scattering problem by a boundary integral equation method. Analogously to the scalar case we have to introduce vector
potentials. Motivated by the Stratton-Chu formulas we have to consider the curl and the
double-curl of the single layer potential
Z
v(x) =
a(y) (x, y) ds(y) , x R3 ,
(3.43)
D
where a C 0, (D, C3 ) is a tangential field; that is, a(y) (y) = 0 for all y D.
Lemma 3.32 Let v be defined by (3.43). Then E = curl v satisfies (3.41) in all of R3 \ D
and also the radiation condition (3.42).
The proof follows immediately from Lemma 3.29.
In the next theorem we study the behaviour of E at the boundary.

Theorem 3.33 The curl of the potential v from (3.43) with Holder continuous tangential
field a C 0, (D, C3 ) can be continuously extended from D to D and from R3 \ D to R3 \ D.
The limiting values of the tangential components are
Z

1

(x) curl v(x) = a(x) + (x)
curlx a(y)(x, y) ds(y) , x D . (3.44)
2
D
If, in addition, the surface divergence Div a (see Section 6.5) is continuous, then div v is
continuous in all of R3 with limiting values
Z

div v(x) =
(x, y) Div a(y) ds(y) , x D ,
D
136
and also for the normal component of curl v it holds

curl v + = curl v
on D .
If, furthermore, Div a C 0, (D) then curl curl v can be continuously extended from D to
D and from R3 \ D to R3 \ D.
The limiting values are

curl curl v + = curl curl v
on D ,
(3.45)
and

(x) curl curl v(x)

Z
1
2
= Div a(x) +
(x, y) + k (x) a(y) (x, y) ds(y) , x D .
Div a(y)
2
(x)
D
Proof: The components of curl v are combinations of partial derivatives of the single layer
potential. Therefore, by Theorem 3.16 the field curl v has continuous extensions to D
from both sides. It remains to show the representation of the tangential components of
these extensions on the boundary. We recall the special neighborhoods H of D from
Subsection 6.3 and write x H0 in the form x = z + t(z), z D, 0 < |t| < 0 . Then we
have
Z

(z) curl v(x) =
(z) x (x, y) a(y) ds(y)
(3.46)
D

(z) (y) x (x, y) a(y) ds(y)
=
D
Z
+
a(y)
D
(x, y) ds(y) .
(y)
The first term is continuous in all of R3 by Lemma 3.13, the second in R3 \ D because it is
a double layer potential. The limiting values are

(x) curl v(x)
which has the desired form.

(x) (y) x (x, y) a(y) ds(y)
1
a(x) +
2
1
= a(x) +
2
a(y)
D
(x, y) ds(y)
(y)

(x) x (x, y) a(y) ds(y)
137
Similar for the normal component we obtain

(z) curl v(x)
Z
Z

=
(z) (y) x (x, y) a(y) ds(y) +
D
Z
=

a(y) ((z) (y)) x (x, y) ds(y)
Z
=
=

a(y) (y) y (x, y) ds(y)

a(y) ((z) (y)) x (x, y) ds(y)

(y) x (x, y) a(y) ds(y)

Grad y (x, y) a(y) (y) ds(y)

a(y) ((z) (y)) x (x, y) ds(y)

(x, y) Div a(y) (y) ds(y) ,
where the first integral is continuous at D as above and the second is a single layer potential
and therefore also continuous. Thus taking the limit we obtain

curl v + = curl v .
For the divergence we write
Z
Z
div v(x) =
a(y) x (x, y) ds(y) =
D
a(y) y (x, y) ds(y)
Z
a(y) Grad y (x, y) ds(y) =
(x, y) Div a(y) ds(y) .

D
This, again, is a single layer potential and thus continuous.

Finally, because curl curl = div and x (x, y) = k 2 (x, y), we conclude that
Z
Z
2
curl curl v(x) = div
a(y) (x, y) ds(y) + k
a(y) (x, y) ds(y)
D
Z
=
D
(x, y) Div a(y) ds(y) + k 2
Z
a(y) (x, y) ds(y)
D
from which the assertion for the boundary values of curl curl v follows by Theorem 3.16. 2
The continuity properties of the derivatives of v give rise to corresponding boundary integral
operators. It is convenient to not only define the spaces Ct (D) and Ct0, (D) of continuous
and Holder continuous tangential fields, respectively, but also of Holder continuous tangential
fields such that the surface divergence is also Holder continuous. Therefore, we define:

Ct (D) = a C(D, C3 ) : a(y) (y) = 0 on D ,
Ct0, (D) = Ct (D) C 0, (D, C3 ) ,

0,
CDiv
(D) = a Ct0, (D) : Div a C 0, (D) .
We equip Ct (D) and Ct0, (D) with the ordinary norms of C(D, C3 ) and C 0, (D, C3 ),
0,
respectively, and CDiv
(D) with the norm kakC 0, (D) = kakC 0, (D) + k Div akC 0, (D) . Then
Div
we can prove:
138
Theorem 3.34
(a) The boundary operator M : Ct (D) Ct0, (D), defined by

Z

(Ma)(x) = (x)
curlx a(y) (x, y) ds(y) , x D ,
(3.47)

0,
(b) M is well defined and compact from CDiv
(D) into itself.
0,
0,
(c) The boundary operator L : CDiv
(D) CDiv
(D), defined by
Z
(La)(x) = (x) curl curl
a(y) (x, y) ds(y) ,
x D ,
(3.48)
is well defined and bounded. Here, the righthand side is the trace of curl2 v with v
from (3.43) which exists by the previous Theorem, see (3.45).
Proof: (a) We see from (3.46) that the kernel of this integral operator has the form

>
G(x, y) = x (x, y) (x) (y)
(x, y) I .
(x)
The component gj,` of the first term is given by

gj,` (x, y) =

(x, y) ` (x) ` (y) ,

xj
and this satisfies certainly the first assumption of part (a) of Theorem 3.17 for = 1. For
the second assumption we write

gj,` (x1 , y)gj,` (x2 , y) = ` (x1 )` (x2 )

(x1 , y) + ` (x2 )` (y)
(x1 , y)
(x2 , y)
xj
xj
xj
and thus by the same arguments as in the proof Lemma 3.13

gj,` (x1 , y) gj,` (x2 , y) c |x1 x2 | + c|x2 y| |x1 x2 | c0 |x1 x2 | .
|x1 y|2
|x1 y|3
|x1 y|2
This settles the first term of G. For the second term we observe that

(x, y) =
(x, y) + (x) (y) x (x, y) .
(x)
(y)
The first term is just the kernel of the double layer operator treatedP
in the previous theorem.
For the second we can apply the first part again because it is just 3`=1 g`,` (x, y).
0,
(b) We note that the space CDiv
(D) is a subspace of Ct0, (D) with bounded imbedding
and, furthermore, the space Ct0, (D) is compactly imbedded in Ct (D) by Lemma 3.18.
0,
Therefore, M is compact from CDiv
(D) into Ct0, (D). It remains to show that Div M is

0,
compact from CDiv
(D) into C 0, (D).
0,
For a CDiv
(D) we define the potential v by
Z
v(x) =
a(y) (x, y) ds(y) ,
139
x D.
Then Ma = curl v| + 21 a by Theorem 3.33. Furthermore, by Theorem 3.33 again we

conclude that for x
/ D
Z
curl curl v(x) = ( div )
a(y) (x, y) ds(y)
D
Z
=
Div a(y) (x, y) ds(y) + k
a(y) (x, y) ds(y)

D
and thus by Corollary 6.20 and the jump condition of the derivative of the single layer
(Theorem 3.16)
Div(Ma)(x) = (x) curl curl v(x)| +

Z
=
D
1
Div a(x)
2
2
Div a(y)
(x, y) + k (x) a(y) (x, y) ds(y)
(x)
= D0 (Div a) k 2 Sa .
0,
The assertion follows because D0 Div and S are both compact from CDiv
(D) into
0,
C (D).
(c) Define
Z
x
/ D .
a(y) (x, y) ds(y) ,
w(x) = curl curl

D
Writing again curl2 = div yields for x = z + t(z) H \ D:

Z
Z
2
w(x) = div
(x, y) a(y) ds(y) + k
a(y) (x, y) ds(y)
D
Z
x (x, y) Div a(y) ds(y) + k
=
D
Z
a(y) (x, y) ds(y)
D

x (x, y) Div a(y) Div a(z) ds(y) + Div a(z)
=
D
+k
Z
x (x, y) ds(y)
D
Z
a(y) (x, y) ds(y)
D
We use Lemma 3.15 and arrive at

Z
Z

2
w(x) =
x (x, y) Div a(y) Div a(z) ds(y) + k
D
a(y) (x, y) ds(y)
Z
+ Div a(z)
D
Z
H(y) (x, y) ds(y) Div a(z)
D
(y)
(x, y) ds(y) .
(y)
140
Therefore, by Lemma 3.13, Theorems 3.12 and 3.14 the tangential component of w is continuous, thus La is given by
Z

(La)(x) = (x) w(x) = (x)
x (x, y) Div a(y) Div a(x) ds(y)
D
Z
+ Div a(x) (x)
H(y) (x, y) ds(y)

D
(x, y) ds(y) + k 2 (x)

Div a(x) (x)
(y)
(y)
D
Z
a(y) (x, y) ds(y) .
D
0,
The boundedness of the last three terms as operators from CDiv
(D) into Ct0, (D) follow
from the boundedness of the single and double layer boundary operators S and D. For the
boundedness of the first term we apply part (b) of Theorem 3.17. The assumptions

c
(x) x (x, y)
for all x, y D , x 6= y , and
|x y|2

(x1 ) x (x1 , y) (x2 ) x (x2 , y) c |x1 x2 |
|x1 y|3
for all x1 , x2 , y D with |x1 y| 3|x1 x2 | are simple to prove (cf. proof of Lemma 3.13).
For the third assumption, namely
Z

Z

(x) x (x, y) ds(y)
x (x, y) ds(y) c
(3.49)

D\B(x,r)
D\B(x,r)
for all x D and r > 0 we refer to Lemma 3.15 below. This proves boundedness of
0,
L from CDiv
(D) into Ct0, (D). We consider now the surface divergence Div La. By
Corollary 6.20 and the form of w we conclude that Div La = Div( w) = curl w. For
x = z + t(z) H \ D we compute
Z
Z
3
2
x (x, y) a(y) ds(y)
a(y) (x, y) ds(y) = k
curl w(x) = curl
D
= k 2
Z
y (x, y) a(y) ds(y)
D
= k

y (x, y) a(z) a(y) ds(y) k 2
Z
y (x, y) ds(y) a(z)
= k

y (x, y) a(z) a(y) ds(y) k 2
Z
Grad y (x, y) ds(y) a(z)
D
Z
(y)
D
= k
(x, y) ds(y) a(z)

(y)

y (x, y) a(z) a(y) ds(y) + k 2
Z
H(y) (x, y) ds(y) a(z)
D
Z
(y)
D
(x, y) ds(y) a(z) .

(y)
The normal component is bounded by the same arguments as above.
3.2.3
141
Uniqueness and Existence
Since we now have collected the integral operators with their mapping properties
will be applied in case of Maxwells equations, we continue with the investigation
scattering problem. As a next step we prove that there exists at most one solution
exterior boundary value problem (3.38a), (3.38b), (3.40a), (3.40b) and therefore also
scattering problem (3.36a), (3.36b),(3.40a), (3.40b).
which
of the
of the
to the
0,
Theorem 3.35 For every tangential field f CDiv
(D, C3 ) there exists at most one radiat3
3
3
s
s
1
3
ing solution E , H C (R \ D, C ) C(R \ D, C ) of the exterior boundary value problem
(3.38a), (3.38b), (3.40a), (3.40b).
Proof: Let Ejs , Hjs for j = 1, 2 be two solutions of the boundary value problem. Then the
difference E s = E1s E2s and H s = H1s H2s solve the exterior boundary value problem for
boundary data f = 0.
In the proof of the Stratton-Chu formula (Theorem 3.30) we have derived the following
formula:
Z
Z
Z
s
s
2
s 2
| 0 E 0 H | ds = 0
|E | ds + 0
|H s |2 ds
|y|=R
|y|=R
2 0 0 Re
|y|=R
E s (H s ) ds .
The integral D E s (H s ) ds = D H s ( E s ) ds vanishes by the boundary condition.

Since the lefthand side tends to zero by the radiation condition we conclude that
R
|E s |2 ds tends to zero as R . Furthermore, by the Stratton-Chu formula (Theo|y|=R
rem 3.30) in the exterior of D we can represent E s (x) in the form
Z
Z

1
s
s
E (x) = curl
curl curl
(y)E (y) (x, y) ds(y)
(y)H s (y) (x, y) ds(y)
i0
D
D
for x
/ D. From these two facts we observe that every component u = Ejs satisfies the
R
Helmholtz equation u + k 2 u = 0 in the exterior of D and limR0 |x|=R |u|ds = 0. Furthermore, we recall that (x, y) satisfies the Sommerfeld radiation condition (3.2) and therefore
also u = Ejs . The triangle inequality in the form |z| |zw|+|w|, thus |z|2 2|zw|2 +2|w|2
yields

2

2
Z
Z
Z
x

x

2

u(x)2 ds(x) ,
u(x)
ds(x)
u(x)
iku(x)
ds(x)
+
2k

|x|=R |x|
|x|=R |x|
|x|=R
and this tends to zero as R tends to zero. We are now in the position to apply Rellichs
Lemma 3.21 (or Lemma 3.22). This yields u = 0 in the exterior of D and ends the proof. 2
We turn to the question of existence of the scattering problem (3.36a), (3.36b), (3.40a),
(3.40b) or, more generally, the exterior boundary value problem (3.38a), (3.38b), (3.40a),
(3.40b). as in the scalar case we first prove an existence result which is not optimal but
rather serves as a preliminary result to motivate a more complicated approach.
142
Theorem 3.36 Assume that w = 0 is the only solution of the following interior boundary
value problem:
curl curl w k 2 w = 0 in D ,
curl w = 0 on D .
(3.50)
0,
Then, for every f CDiv
(D), there exists a unique solution E s , H s C 1 (R3 \ D, C3 )
3
3
C(R \ D, C ) of the exterior boundary value problem (3.38a), (3.38b), (3.40a), (3.40b). In
particular, under this assumption, the scattering problem (3.36a), (3.36b), (3.40a), (3.40b)
has a unique solution for every incident field. The solution has the form
Z
1
s
a(y) (x, y) ds(y) , H s (x) =
curl E s (x) , x
/ D,
(3.51)
E (x) = curl
i
0
D
0,
for a CDiv
(D) which is the unique solution of the boundary integral equation
Z
1
a(x) + (x) curl
a(y) (x, y) ds(y) = f (x) , x D .
2
D
(3.52)
Proof: First we note that, by the jump condition of Theorem 3.33, E s and H s from (3.51)
solve the boundary value problem if a solves (3.52); that is with the operator M,
1
a + Ma = f .
2
Since M is compact we can apply the RieszFredholm theory to this equation; that is,
0,
existence is assured if uniqueness holds. Therefore, let a CDiv
(D) satisfy 12 a + Ma = 0
on D. Define E s and H s as in (3.51) in all of R3 \ D. Then E s , H s satisfy the Maxwell
system and E s (x) = 1 a + Ma = 0 on D. The uniqueness result of Theorem 3.35
+
yields E s = 0 in R3 \ D. Application
of Theorem 3.33 again yields that curl E s is

continuous on D, thus curl E s = 0 on D. From our assumption we conclude that
E s vanishes also inside of D. Now we apply Theorem 3.33 a third time and have that
a = E s E s + = 0. Thus, the homogeneous integral equation admits only a = 0
as a solution and, therefore, there exists a unique solution of the inhomogeneous equation
0,
for every right hand side f CDiv
(D).
2
The problem of this approach is similarly to the one for scalar case. In general, there exist
eigenvalues of the problem (3.50). To construct an example we apply Lemma 2.42. Thus
we know, if u solves
u + k 2 u = 0 in the unit ball B(0, 1)
thescalar Helmholtz equation
2
then v(x) = curl u(x)x solves
curl curl v k v 2 = 0 in B(0, 1). Furthermore, we have
(x) v(x) = x u(x) x = Grad u(x) on S .
Example 3.37 We claim that the field

sin(kr)
w(r, , ) = curl curl sin k cos(kr)
r

r

satisfies curl curl w k 2 w = 0 in B(0, 1) and (x) curl w(x) = k 2 cos k cos k sin k on
S 2 = B(0, 1).
143

Indeed, we can write w(x) = curl curl u(x)x with

d sin(kr)
cos(kr) sin(kr)
= sin
.
u(r, , ) = sin k
2
r
r
dr r
By direct evaluation of the Laplace operator in spherical coordinates we see that u satisfies
actually is analytic in
the Helmholtz equation u + k 2 u = 0 in all of R3 , because sin(kr)
r
R. By the previous lemma we have that v(x) = curl u(x)x satisfies curl curl v k 2 v =
0, and
curl curl w k 2 w = 0. We compute curl w as curl w(x) =
thus also
w satisfies

2
curl div u(x)x = k curl u(x)x = k 2 v(x) and thus by the previous lemma (x)

curl w(x) = k 2 Grad u(x) = k 2 cos k cos k sin k on S 2 .
Therefore, if k > 0 is any zero of (k) = k cos k sin k then the corresponding field w
satisfies (3.50).
Thus again as in the scalar case the insufficent ansatz (3.51) has to be modified. We propose
a modification of the form
Z
s
a(y) (x, y) ds(y)
(3.53a)
E (x) = curl
D
Z
+ curl curl

(y) (Si2 a)(y) (x, y) ds(y) ,
(3.53b)
Hs =
1
curl E s
i0
(3.53c)
0,
for some constant C, some a CDiv
(D), and where the bounded operator Si :
0,
3
1,
3
C (D, C ) C (D, C ) is the single layer surface operator with the value k = i, considered componentwise; that is, Si a = (Si a1 , Si a2 , Si a3 )> for a = (a1 , a2 , a3 )> C 0, (D, C3 ).
We note that Si is bounded from C 0, (D, C3 ) into C 1, (D, C3 ) by Theorem 3.20. There0,
(D, C3 ) into itself. We need the
fore, the operator K : a 7 Si2 a is compact from CDiv
following additional result for the single layer boundary operator Si for wavenumber k = i.
R
Lemma 3.38 The operator Si is selfadjoint with respect to h, iD = D ds; that is
hSi , iD = h, Si iD
for all , C 0, (D)
and one-to-one.
Proof: Let , C 0, (D) and define u = Si and v = Si as the single layer potentials
with densities and , respectively. Then u and v are solutions of the Helmholtz equation
u u = 0 and v v = 0 in R3 \ D. Furthermore, u and v and their derivatives decay
exponentially as |x| tends to infinity. u and v are continuous in all of R3 and v/|
v/|+ = . By Greens formula we have

Z
Z
v
v
hSi , iD =
(Si ) ds =
u
ds
+
D
D
Z
Z
Z
v
=
(u v + u v) dx +
(u v + u v) dx
u ds .
r
D
B(0,R)\D
|x|=R
144
The integral over the sphere {x : |x| = R} tends to zero and thus
Z
hSi , iD =
(u v + u v) dx .
R3
This term is symmetric with respect to u and v.

Furthermore, if Si = 0 we conclude for = that u vanishes in R3 . The jump condition
u/| u/|+ = implies that vanishes which shows injectivity of Si .
2
Analogously to the beginning of the previous section we observe with the help of Theorem 3.33 that the ansatz (3.53b), (3.53c) solves the exterior boundary value problem if
0,
a CDiv
(D) solves the equation
1
a + Ma + LKa = c on D
2
(3.54)
where again Ka = Si2 a. Finally, we can prove the general existence theorem.
0,
Theorem 3.39 For every f CDiv
(D), there exists a unique radiating solution E s , H s
C 1 (R3 \ D) C(R3 \ D) of the exterior boundary value problem (3.38a), (3.38b), (3.40a),
(3.40b). In particular, under this assumption, the scattering problem has a unique solution
for every incident field. The solution has the form of (3.53b), (3.53c) for any C \ R and
0,
some a CDiv
(D) which is the unique solution of the boundary equation (3.54).
Proof: We make the ansatz (3.53b), (3.53c) and have to discuss the boundary equation
(3.54). The compactness of M and K and the boundedness of L yields compactness of the
composition LK. Therefore, the RieszFredholm theory is applicable to (3.54), in particular
Theorem 6.2.
To show uniqueness, let a be a solution of the homogeneous equation. Then, with the
ansatz (3.53b), (3.53c), we conclude that E s |+ = 0 and thus E s = 0 in R3 \ D by the
uniqueness
result. From the jump conditions
of Theorem 3.33 we conclude
that (note that
R
R
R
curl3 D a(y) (x, y) ds(y) = curl D a(y) (x, y) ds(y) = k 2 curl D a(y) (x, y) ds(y))
E s | = E s | E s |+ = a ,
curl E s | = curl E s | curl E s |+ = k 2 Ka .
and thus
Z
( curl E | )
Es
ds = k
Z
(Ka) (a ) ds
D
= k
( Si2 a) (a ) ds
= k
Si2 a a ds
= k 2
Z
D
|Si a|2 ds .
3.3. EXERCISES
145
The lefthand side is real valued by Greens theorem applied in D. Also the integral on the
righthand side is real. Because is not real we conclude that both integrals vanish and
thus also a by the injectivity of Si .
2
3.3
Exercises
Exercise 3.1 Prove the one-dimensional form of the representation theorem (Theorem 3.3)
with fundamental solution (x, y) = 2ki exp(ik|x y|) for x, y R, x 6= y.
Exercise 3.2 Use (2.40) to prove that, for |x| > |y|,
(x, y) = ik
X
n
X
m
jn (k|y|) h(1)
x) Ynm (
y)
n (k|x|) Yn (
n=0 m=n
ik X
(2n + 1) jn (k|y|) h(1)
x y)
n (k|x|) Pn (
4 n=0
where again x = x/|x|, y = y/|y|. Show that the series converge uniformly on {(x, y)
R3 R3 : |y| R1 < R2 |x| R3 } for all R1 < R2 < R3 .
Exercise 3.3 Show for the example of the unit ball D = B(0, 1) that in general the interior
Neumann boundary value problem
u + k 2 u = 0 in D ,
u
= f on D ,
(3.55)
is not uniquely solvable.

Exercise 3.4 Show that the interior Neumann boundary value problem (3.55) can be solved
by a single layer ansatz on D provided uniqueness holds. Here D R3 is any bounded
domain with sufficiently smooth boundary such that the exterior is connected.
Exercise 3.5 Let C 0, (D) with = 0 on D. Then the extension of by zero outside
of D is in C 0, (R3 ).
The following Exercises 3.63.9 study the potential theoretic case; that is, for k = 0, in
R3 . Again, D R3 is a bounded domain with sufficiently smooth boundary such that the
exterior is connected.
Exercise 3.6 Show that the exterior Neumann boundary value problem
u = 0 in R3 \ D ,
u = f on D ,
(3.56a)
has at most one solution u C 2 (R3 \ D) C 1 (R3 \ D) which satisfies the decay conditions
u(x) = O(|x|1 ) ,
uniformly with respect to x/|x| S 2 .
u(x) = O(|x|2 ) ,
|x| ,
(3.56b)
146
Exercise 3.7 Show that for any f C 0, (D) the exterior Neumann boundary value problem (3.56a), (3.56b) has a unique solution as a single layer ansatz on D.
Exercise 3.8 Show by using Greens theorem that the homogeneous interior Neumann
boundary value problem; that
R is, (3.56a) in D for f = 0 is only solved by constant functions.
Show that the condition D f (x) ds = 0 is a necessary condition for the inhomogeneous
interior Neumann boundary value problem to be solvable.
Exercise3.9 (a) Show that
boundary operator (3.26b) for k = 0 maps the
R the double layer
0,
subspace C (D) : D (x)ds = 0 into itself.
Hint: Study the single layer ansatz with density in D and make use of the jump conditions.

(b) Prove existence
of the interior Neumann boundary value problem for any f
R
C 0, (D) : D (x)ds = 0 by a single layer ansatz with a density in this subspace.
Chapter 4
The Variational Approach to the
Cavity Problem
In this chapter we want to introduce the reader to a second powerful approach for solving
boundary value problems for the Maxwell system (or more general partial differential equations) which is the basis of, e.g., the Finite Element technique. We introduce this idea for
the cavity problem as our reference problem which has been formulated in the introduction,
see (1.21a)(1.21c). The problem is to determine vector fields E and H with
curl E iH = 0 in D ,
curl H + (i )E = Je
(4.1a)
in D ,
(4.1b)
E = 0 on D .
(4.1c)
Here, Je is a given vector field on D which describes the source which we assume to be in
L2 (D, C3 ). It is natural to search for L2 solutions E and H. But then it follows from (4.1a)
and (4.1b) that also curl E, curl H L2 (D, C3 ).
Assuming scalar valued electric parameter , , and a sufficiently smmoth domain D, we
first multiply (4.1b) by some smooth vector field with vanishing tangential components
on D, then integrate over D, use partial integration and (4.1a). This yields
Z
Z

Je dx =
curl H + (i )E dx
D
Z
=

H curl + (i )E dx
Z
=
D
1
curl E curl + (i )E
i

dx .
The boundary contribution vanishes because of the boundary condition for . Multiplication
with i yields

Z
Z

1

2
curl E curl + i
E dx = i
Je dx .
(4.2)
D
D
147
148
CHAPTER 4. THE VARIATIONAL APPROACH TO THE CAVITY PROBLEM
Now the idea of the approach is to consider this equation in a Hilbert space setting, where
the righthand side is treated as a linear bounded functional. Considering the lefthand
side as a bilinear form in such a Hilbert space we can hope for an application of the Riesz
representation theorem or, more generally, the Lax-Milgram theorem (see 6.6) to obtain
existence results.
Thus the first crucial step is to find appropriate Hilbert spaces, which in particular incorporates the boundary condition (4.1c) and allows a rigorous treatment of the idea. These
requirements lead to the introduction of Sobolev spaces. We begin with Sobolev spaces
of scalar functions in Subsection 4.1.1 before we continue with vector-valued functions in
Subsection 4.1.2, which will be used in 4.2 for the cavity problem.
4.1
4.1.1
Sobolev Spaces
Basic Properties of Sobolev Spaces of Scalar Functions
We are going to present the definition of the Sobolev space H01 (D) and its basic properties
which are needed to treat the boundary value problem u + k 2 u = f in D and u = 0 on
D. The definitions and proofs are all elementary mainly because we do not need any
smoothness assumptions on the set D R3 which is in this section always an open set. Some
of the analogous properties of the space H 1 (D) where no boundary condition is incorporated
are needed for the Helmholtz decomposition of Subsection 4.1.3 and will be postponed to
that subsection.
We assume that the reader is familiar with the following basic function spaces. We have
used some of them before already.

u is k times continuously differentiable in D
k
u:DC:
,
C (D) =
and all derivatives can be continuously extended to D

C k (D, C3 ) = u : D C3 : uj C k (D) for j = 1, 2, 3 ,

C0k (D) = u C k (D) : supp(u) is compact and supp(u) D ,

C0k (D, C3 ) = u C k (D, C3 ) : uj C0k (D) for j = 1, 2, 3 ,

Z
p
p
L (D) =
u : D C : u is Lebesgue-measurable and
|u| dx < , p [1, ) ,
D
L (D) = {u : D C : c > 0 : |u(x)| c a.e.} ,

Lp (D, C3 ) = u : D C3 : uj Lp (D) for j = 1, 2, 3 , p [1, ] .

S = u C (R3 ) : sup |x|p Dq u(x) < for all p N, q N3 .
xR3
Here, N = {0, 1, 2, . . .}, and the support of a measurable function u is defined as

\

supp(u) =
K D : K closed and u(x) = 0 a.e. on D \ K .
4.1. SOBOLEV SPACES
149
Note that in general supp(u) D, see also Exercise 4.1. The norms in the spaces C k (D, C3 )
(for bounded D) and Lp (D, C3 ) for p [1, ) are canonical, the norm in L (D) is given by

kuk := inf c > 0 : |u(x)| c a.e. on D .
The differential operator Dq for q = (q1 , q2 , q3 ) N3 is defined by
Dq =
q1 +q2 +q3
.
xq11 x2q2 xq33
Definition 4.1 Let D R3 be an open set. A function u L2 (D) possesses a variational

gradient in L2 (D) if there exists F L2 (D, C3 ) with
Z
Z
u dx =
F dx for all C0 (D) .
(4.3)
D
We write u = F . Using the denseness of C0 (R3 ) in L2 (R3 ) (see Lemma 4.9) it is easy to
show that F is unique if it exists (see Exercise 4.5).
Definition 4.2 We define the Sobolev space H 1 (D) by

H 1 (D) = u L2 (D) : u possesses a variational gradient u L2 (D, C3 )
and equip H 1 (D) with the inner product
Z
(u, v)H 1 (D) = (u, v)L2 (D) + (u, v)L2 (D) =

u v + u v dx .
Theorem 4.3 The space H 1 (D) is a Hilbert space.

Proof: Only completeness has to be shown. Let (un ) be a Cauchy sequence in H 1 (D).
Then (un ) and (un ) are Cauchy sequences in L2 (D) and L2 (D, C3 ), respectively, and thus
convergent: un u and un F for some u L2 (D) and F L2 (D, C3 ). We show that
F = u: For C0 (D) we conclude that
Z
Z
un dx =
un dx
D
by the definition of the variational

gradient. The lefthand side converges to
R
the righthand side to D F dx, and thus F = u.
R
D
u dx,
2
The proof of the following simple lemma uses only the definition of the variational derivative.
Lemma 4.4 Let D R3 be an open, bounded set.
(a) The space C 1 (D) is contained in H 1 (D), and the imbedding is bounded. For u C 1 (D)
the classical derivatives u/xj coincide with the variational derivatives.
150
(b) Let u H 1 (D) and C0 (D). Let v be the extension of u by zero into R3 . Then
v H01 (R3 ) and the product rule holds; that is,

u + u in D ,
0
in R3 \ D .
v =
(4.4)
Proof: (a) For u C 1 (D) and C0 (D) we note that the extension v of the product u
by zero is in C 1 (R3 ). Therefore, choosing a box Q = (R, R)3 containing D we obtain by
the product rule and the fundamental theorem of calculus
Z
Z
Z
[u + u] dx =
(u) dx =
v dx = 0 .
D
Therefore, the classical derivative is also the variational derivative and thus belongs to
L2 (D, C3 ).
(b) Let C0 (R3 ). Then C0 (D). Let g L2 (R3 , C3 ) be the righthand side of
(4.4). Then
Z
Z
[ g + v ] dx =
[ u + u + u ] dx
R3
u dx
[() u + u ()] dx
Z
=
Z
u dx =
v dx
R3
because the first integral vanishes by the definition of the variational derivative of u.
We continue by showing some denseness results. The proofs will rely on the technique of
mollifying the given function, the Fourier transform and the convolution of functions. We
just collect and formulate the corresponding results and refer to, e.g., [13], for the proofs.
The Fourier transform F is defined by
Z
1
(Fu)(x) = u(x) =
u(y) ei xy dy , x R3 .
(2)3/2 R3
F is well defined as an operator from S into itself and also from L1 (R3 ) into the space
Cb (R3 ) of bounded continuous functions on R3 . Furthermore, F is unitary with respect to
the L2 norm; that is,
(u, v)L2 (R3 ) =

u, v L2 (R3 )
for all u, v S .
Now we use the following result from the theory of Lebesgue integration.
Lemma 4.5 The space S is dense in L2 (R3 ).
(4.5)
4.1. SOBOLEV SPACES
151
Proof: We only sketch the arguments. First we use without proof that the space of step
functions with compact support are dense in L2 (R3 ). Every step function is a finite linear
combination of functions of the form u(x) = 1 on U and u(x) = 0 outside of U where U is
some open bounded set. We leave the constructive proof that functions of this type can be
approximated by smmoth functions to the reader (see Exercise 4.2.)
2
From the denseness of S we obtain by a general extension theorem from functional analysis
(see Theorem 6.1) that F has an extension to a unitary operator from L2 (R3 ) onto itself and
(4.5) holds for all u, v L2 (R3 ).
The convolution of two functions is defined by
Z
u(y) v(x y) dy ,
(u v)(x) =
x R3 .
R3
Obviously by a simple transformation we have u v = v u. The Lemma of Young clarifies

the mapping properties of the convolution operator.
Lemma 4.6 (Young) The convolution u v is well defined for u Lp (R3 ) and v L1 (R3 )
for any p 1. Furthermore, in this case u v Lp (R3 ) and
ku vkLp (R3 ) kukLp (R3 ) kvkL1 (R3 )
for all u Lp (R3 ) , v L1 (R3 ) .
This lemma implies, in particular, that L1 (R3 ) is a commutative algebra with the convolution
as multiplication. The Fourier transform transforms the convolution into the pointwise
multiplication of functions:
F(u v)(x) = (2)3/2 u(x) v(x) for all u Lp (R3 ) , v L1 (R3 ) , p {1, 2} .
(4.6)
The following result to smoothen functions will often be used.

Theorem
4.7 Let C (R) with (t) = 0 for |t| 1 and (t) > 0 for |t| < 1 and
R1
(t2 ) t2 dt = 1/(4) (see Exercise 4.7 for the existence of such a function). Define
0
C (R3 ) by

1
1
2
(4.7)
(x) = 3 2 |x| , x R3 .
Then supp( ) B3 [0, ] and:

(a) u C (R3 ) L2 (R3 ) for all u L2 (R3 ). Let K R3 be compact and u = 0
outside of K. Then supp(u ) K + B3 [0, ] = {x + y : x K , |y| }.
(b) Let u L2 (R3 ) and a R3 be a fixed vector. Set u (x) = (u )(x + a) for x R3 .
Then ku ukL2 (R3 ) 0 as 0.
(c) Let u H 1 (R3 ) and u as in part (b). Then u C (R3 ) H 1 (R3 ) and ku
ukH 1 (R3 ) 0 as 0.
152
Proof: (a) Fix any R > 0 and let |x| < R. Then
Z
(u )(x) =
u(y) (x y) dy
|y|R+
because |x y| |y| |x| |y| R for |y| R + and thus (x y) = 0. The

smoothness of yields that this integral is infinitely often
R differentiable. Furthermore, if u
vanishes outside some compact set K then (u )(x) = K u(y) (x y) dy which vanishes
for x
/ K + B3 [0, ] because |x y| for these x and y K. Finally we note that
u L2 (R3 ) by the Lemma 4.6 of Young.
(b) Substituting y = z yields for the Fourier transform (note that dy = 3 dz),
(2)
3/2
1
(x) = 3
R3

Z

1
2
i xy
|y| e
dy =
|z|2 ei xz dz = (2)3/2 1 (x) .
2
R3

R
R1
Furthermore, (2)3/2 1 (0) = R3 |y|2 dy = 4 0 (r2 ) r2 dr = 1 by the normalization of
. Therefore, the Fourier transform of u is given by
(Fu )(x) = eiax (2)3/2 u(x) (x)
where we used (4.6) and the translation property. For u L2 (R3 ) we conclude

2
ku uk2L2 (R3 ) = kFu uk2L2 (R3 ) = exp(ia)(2)3/2 1 u L2 (R3 )
Z
2
2
iax

3/2
=
(2) 1 (x) 1 u(x) dx .
e
R3
The
integrand tends
as 0 for every x and is bounded by the integrable function

2 to zero
3/2
2
(2) k1 k + 1 |
u(x)| . This proves part (b) by the theorem of dominated convergence.
(c) First we note that (u ) = u for u H 1 (R3 ). Indeed,
Z
Z
(u )(x) =
u(y) x (x y) dy =
u(y) y (x y) dy
R3
R3
Z
u(y) (x y) dy = (u )(x)
=
R3
because, for fixed x, the mapping y 7 (x y) is in C0 (R3 ). Therefore, again by the

Lemma of Young, u L2 (R3 ); that is u H 1 (R3 ). Application of part (b) yields the
assertion.
2
With this result we can weaken the definition of the variational derivative and prove the
following product rule, compare with Lemma 4.4.
Corollary 4.8 Let D R3 be an open and bounded set.
4.1. SOBOLEV SPACES
153
(a) Let u L2 (D). Then u H 1 (D) if, and only if, there exists F L2 (D, C3 ) with
Z
Z
u dx =
F dx for all C 1 (D) with compact support in D .
D
The field F coincides with u.

(b) Let u H 1 (D) and v C 1 (D). Then uv H 1 (D), and the product rule holds; that is,
(uv) = v u + u v .
Proof: (a) Only one direction has to be shown. Let u H 1 (D) and C 1 (D) with
compact support K in D. Then the extension by zero into the outside of D belongs to
H 1 (R3 ) by Lemma 4.4. Part (c) of the previous theorem yields convergence of =
to in H 1 (D) as 0. Furthermore, supp( ) D for sufficiently small > 0; that is,
C0 (D). Therefore, by the definition of the variational derivative,
Z
[u + u] dx = 0
D
for sufficiently small > 0. Letting tend to zero yields

Z
[u + u] dx = 0
D
which shows the assertion for F = u.

(b) Let C0 (D). Then v C 1 (D) and vanishes in some neighborhood of D. Therefore,
Z
Z

(uv) + (u v + v u) dx =
u (v) + (v) u dx = 0
D
by part (a).
Lemma 4.4 implies that for bounded open sets the space C (D) is contained in H 1 (D). By
the same arguments, the space C0 (D) is contained in H 1 (D) even for unbounded sets D.
As a first denseness result we have:
Lemma 4.9 For any open set D R3 the space C0 (D) is dense in L2 (D).

Proof: First we assume D to be bounded and define the open subsets Dn of D by x D :
d(x, D) > 1/n where d(x, D) = inf yD |x y| denotes the distance of x to the boundary
D. Then Dn D, and we can find n C0 (D) with 0 n (x) 1 for all x D
and n (x) = 1 for all x Dn . Let now u L2 (D). Extend u by zero into all of R3 , then
u L2 (R3 ). By Theorem 4.7 there exists n C (R3 ) with kn ukL2 (D) kn ukL2 (R3 )
1/n. The functions n = n n are in C0 (D) and kn ukL2 (D) kn (n u)kL2 (D) +
k(n 1)ukL2 (D) . The first term is dominated by kn ukL2 (D) which converges to zero. For
the second term we apply Lebesgues theorem of dominated convergence. Indeed, writing
154
R
k(n 1)uk2L2 (D) = D |n (x)1|2 |u(x)|2 dx, we observe that every x D is element of Dn for
sufficiently large n and thus n (x) 1 vanishes for these n. Furthermore, |n (x) 1|2 |u(x)|2
is bounded by the integrable function |u(x)|2 .
Finally, if D is not bounded, we just approximate u L2 (D) by a function with compact
support and use the previous result for bounded sets to this approximation, compare with
the last part of the proof of Lemma 4.18 below.
2
The space C0 (R3 ) of smooth functions with compact support is even dense in H 1 (R3 ), see
Exercise 4.3. For bounded domains, however, this is not the case. Therefore, we add an
other important definition.
Definition 4.10 The space H01 (D) is defined as the closure of C0 (D) with respect to
k kH 1 (D) .
Note that this definition makes sense because C0 (D) is a subspace of H 1 (D) by the above
remark. By definition, H01 (D) is a closed subspace of H 1 (D). We understand H01 (D) as
the space of differentiable (in the variational sense) functions u with u = 0 on D. This
interpretation is justified by the trace theorem, introduced in Chapter 5 (see Theorem 5.7).
Remark: Let D be an open bounded set. For fixed u H 1 (D) the left and the righthand
sides of the definition (4.3) of the variational derivative; that is,
Z
Z
u dx , C0 (D) ,
u dx and `2 () :=
`1 () :=
D
are linear functionals from C0 (D) into C which are bounded with respect to the norm
k kH 1 (D) by the Cauchy-Schwarz inequality:

`1 () kukL2 (D) kkL2 (D) kukL2 (D) kkH 1 (D)
and analogously for `2 . Therefore, there exist linear and bounded extensions of these functionals to the closure of C0 (D) which is H01 (D). Thus the formula of partial integration
holds; that is,
Z
Z
u dx =
u dx for all u H 1 (D) and H01 (D) .
(4.8)
D
The next step is to show compactness of the imbedding H01 (D) L2 (D) provided D is
bounded. For the proof we choose a box Q of the form Q = (R, R)3 R3 with D Q.
We cite the following basic result from the theory of Fourier series (see [13] for more details
and proofs).
Theorem 4.11 Let Q = (R, R)3 R3 be a bounded cube. For u L2 (Q) define the
Fourier coefficients un C by
Z
1
un =
u(x) ei R nx dx for n Z3 .
(4.9)
3
(2R)
Q
4.1. SOBOLEV SPACES
155
Then
u(x) =
un ei R nx
nZ3
in the L2 sense; that is,

2
Z
M

X

un ei R nx dx 0 ,
u(x)

N, M .
n=N
Furthermore,
(u, v)L2 (Q) = (2R)3
un vn
and
kuk2L2 (Q) = (2R)3
|un |2 .
nZ3
nZ3
Therefore,
the space L2 (Q) can be characterized by the space of all functions u such that
P
2
nZ3 |un | converges. Because, for sufficiently smooth functions,
X
u(x) = i
un n ei R nx ,
R
3
nZ
we observe that i R n un are the Fourier coefficients of u. The requirement u L2 (D, C3 )

leads to the following definition.
1
(Q) of periodic functions by
Definition 4.12 We define the Sobolev space Hper
(
)
X
1
Hper
(Q) = u L2 (Q) :
(1 + |n|2 ) |un |2 <
nZ3
with inner product

3
1 (Q) = (2R)
(u, v)Hper
(1 + |n|2 ) un vn .
nZ3
Here, un and vn are the Fourier coefficients of u and v, respectively, see (4.9).
The next theorem guarantees that the zero-extensions of functions of H01 (D) belong to
1
Hper
(Q).
Theorem 4.13 Let again D R3 be a bounded open set and Q = (R,R)3 an open box
u on D,
which contains D in its interior. Then the extension operator : u 7 u =
0 on Q \ D ,
1
1
is linear and bounded from H0 (D) into Hper (Q).
Proof: Let first u C0 (D). Then obviously u C0 (Q). We compute its Fourier coefficients un as
Z
Z
iR
i nx
1
i R
nx
u
(x)
e
u
(x)
un =
dx
=
e R dx
(2R)3
nj (2R)3
xj
Q
iR
nj (2R)3
Z
Q
u
iR
(x) ei R nx dx =
vn
xj
nj
156
where vn are the Fourier coefficients of v = u/xj . Therefore, by Theorem 4.11,

2

2
2
X
X

R2
R
u
R2
2
3
2
3
2

un | = 2 (2R)
(2R)
nj |
= 2
.
|vn | = 2

xj L2 (Q)
xj L2 (D)
3
3
nZ
nZ
Furthermore,
X
(2R)3
|
un |2 = k
uk2L2 (Q) = kuk2L2 (D)
nZ3
and thus adding the equations for j = 1, 2, 3 and for u,

R2
2
k
ukHper
1 + 2 kuk2H 1 (D) .
1 (Q)
This holds for all functions u C0 (D). Because C0 (D) is dense in H01 (D) we conclude
that
r
R2
1 (Q)
k
ukHper
1 + 2 kukH 1 (D) for all u H01 (D) .
This proves boundedness of the extension operator .

2
As a simple application we have the compact imbedding.
Theorem 4.14 Let D R3 be a bounded open set. Then the imbedding H01 (D) L2 (D)
is compact.
Proof: Let again Q = (R, R)3 R3 such that D Q. First we show that the imbedding
1
1
(Q) L2 (Q) by
(Q) L2 (Q) is compact. Define JN : Hper
J : Hper
X
(JN u)(x) :=
un ei R nx , x Q , N N .
|n|N
Then JN is obviously
i n bounded and
finite dimensional, because the range
R(JN ) = span e R : |n| N is finite dimensional. Therefore, by a well known result
from functional analysis (see, e.g., [23], Section X.2), JN is compact. Furthermore,
k(JN J)uk2L2 (Q) = (2R)3
|un |2
|n|>N
(2R)3 X
1
(1 + |n|2 ) |un |2
kuk2Hper
1 (Q) .
2
1+N
1 + N2
|n|>N
1
Therefore, kJN Jk2Hper
1 (Q)L2 (Q) 1+N 2 0 as N tends to infinity and thus, again by a
well known result from functional analysis, also J is compact.
Now the claim of the theorem follows because the composition
1
R J : H01 (D) Hper
(Q) L2 (Q) L2 (D)
1
is compact. Here, : H01 (D) Hper
(Q) denotes the extension operator from the previous
2
2
theorem and R : L (Q) L (D) is just the restriction operator.
2
For the space H01 (D) we obtain a useful result which is often called an inequality of Friedrichs
Type.
4.1. SOBOLEV SPACES
157
Theorem 4.15 For any bounded open set D R3 there exists c > 0 with
kukL2 (D) c kukL2 (D)
for all u H01 (D) .
Proof: Let again first u C0 (D), extended by zero into R3 . Then, if again D Q =
(R, R)3 ,
Zx1
u
(t, x2 , x3 ) dt
u(x) = u(x1 , x2 , x3 ) = u(R, x2 , x3 ) +
|
{z
}
x1
R
= 0
and thus for x Q by the inequality of CauchySchwarz

u(x)2 (x1 + R)
2
2
ZR
Zx1
u
u

x1 (t, x2 , x3 ) dt 2R x1 (t, x2 , x3 ) dt and
R
ZR

u(x)2 dx1 (2R)2
2
ZR
u

dt .
(t,
x
,
x
)
2
3
x1

Integration with respect to x2 and x3 yields

kuk2L2 (D) = kuk2L2 (Q)
2
ZR ZR ZR

u
2
dt dx2 dx3

(t,
x
,
x
)
(2R)
2
3

x1
R R R
(2R)2 kuk2L2 (Q) = (2R)2 kuk2L2 (D) .

By a density argument this holds for all u H01 (D).
4.1.2
Basic Properties of Sobolev Spaces of Vector Valued Functions
We follow the scalar case as closely as possible. We assume here that all functions are
complex valued. First we note that in the formulation (4.1a), (4.1b) not all of the partial
derivatives of the vector field E and H appear but only the curl of E and H.
Definition 4.16 Let D R3 be an open set.
(a) A vector field v L2 (D, C3 ) possesses a variational curl in L2 (D, C3 ) if there exists a
vector field w L2 (D, C3 ) such that
Z
Z
v curl dx =
w dx for all vector fields C0 (D, C3 ) .
D
(b) A vector field v L2 (D, C3 ) possesses a variational divergence in L2 (D) if there exists
a scalar function p L2 (D) such that
Z
Z
v dx =
p dx for all scalar functions C0 (D) .
D
158
The functions w and p are unique if they exist (compare Exercise 4.5). In view of partial
integration (see (6.6) and (6.9)) we write curl v and div v for w and p, respectively.
(c) We define the space H(curl, D) by

H(curl, D) = u L2 (D, C3 ) : u has a variational curl in L2 (D, C3 ) ,
and equip it with the natural inner product
(u, v)H(curl,D) = (u, v)L2 (D) + (curl u, curl v)L2 (D) .
With this inner product the space H(curl, D) is a Hilbert space. The proof follows by the
same arguments as in the proof of Theorem 4.3.
The following lemma corresponds to Lemma 4.4 and is proven in exactly the same way.
Lemma 4.17 Let D R3 be an open, bounded set.
(a) The space C 1 (D, C3 ) is contained in H(curl, D), and the imbedding is bounded. For
u C 1 (D) the classical curl coincides with the variational curl.
(b) Let u H(curl, D) and C0 (D). Let v be the extension of u by zero into R3 .
Then v H0 (curl, R3 ) and the product rule holds; that is,

curl u + u in D ,
curl v =
0
in R3 \ D .
We note that part (a) follows even directly from Lemma 4.4 because H 1 (D, C3 ) H(curl, D).
We continue as in the scalar case and prove denseness properties (compare with Exercise 4.3).
Lemma 4.18 C0 (R3 , C3 ) is dense in H(curl, R3 ).
Proof: First we show denseness of C (R3 , C3 ) in H(curl, R3 ) by applying Theorem 4.7. It
is sufficient to show that
curl(u ) = (curl u)
for all u H(curl, R3 )
with from (4.7). Because supp( ) B3 [0, ] we conclude for |x| < R that
Z
(u )(x) =
u(y) (x y) dy
|y|<R+
3
and for any fixed vector a R interchanging differentiation and integration leads to
Z
Z

a curl(u )(x) =
a x (x y) u(y) dy =
a y (x y) u(y) dy
R3
R3
=
R3

a y (x y) u(y) dy =

curly a (x y) u(y) dy
R3
Z
a curl u(y) (x y) dy = a (curl u )(x)
=
R3
4.1. SOBOLEV SPACES
159
because, for fixed x, the mapping y 7 a (xy) is in C0 (R3 , C3 ). This holds for all vectors
a, thus curl(u ) = (curl u) .
Finally, we have to approximate u = u by a field with compact support. Let C0 (R3 )
with (x) = 1 for |x| 1. We define R (x) = (x/R) and v R, = R u and have
kv R, u k2H(curl,R3 ) = k(R 1)u k2L2 (R3 ) + kR u + (R 1) curl u k2L2 (R3 )
k(R 1)u k2L2 (R3 ) + 2 k(R 1) curl u k2L2 (R3 )
+ 2 kR u k2L2 (R3 ) .
It is easily seen by the theorem of dominated convergence that all of the terms converge to
zero as R tends to infinity because for every x R3 there exists R0 with R (x) = 1 and
R (x) = 0 for R R0 .
2
Analogously to the definition of H01 (D) we define
Definition 4.19 For any open set D R3 we define H0 (curl, D) as the closure of C0 (D, C3 )
in H(curl, D).
Vector fields v H0 (curl, D) do not necessarily vanish on D in contrast to functions
in H01 (D). Only their tangential components vanish. This follows from the trace theorem in Chapter 5, see Theorem 5.21. We finish this short introduction to H(curl, D) and
H0 (curl, D), respectively, by an important observation in view of the following the Helmholtz
decomposition and Maxwells equations.

Lemma 4.20 The space H01 (D) = p : p H01 (D) is a closed subspace of H0 (curl, D).
Proof By the definition of H01 (D) there exists a sequence pj C0 (D) with pj p in
H 1 (D). It is certainly pj C0 (D, C3 ). Because pj p in L2 (D, C3 ) and curl pj = 0
we note that (pj ) is a Cauchy sequence in H(curl, D) and thus convergent. We conclude
that p H0 (curl, D).
It remains to show closedness of H01 (D) in L2 (D, C3 ) and therefore, in H(curl, D). Let
pj H01 (D) with pj F in L2 (D, C3 ) for some F L2 (D, C3 ). Then (pj ) is a Cauchy
sequence in L2 (D, C3 ). By Friedrichs inequality of Theorem 4.15 we conclude that also
(pj ) is a Cauchy sequence in L2 (D). Therefore, (pj ) is a Cauchy sequence in H 1 (D), which
implies convergence. This shows that F = p for some p H01 (D) and ends the proof. 2
We recall that H01 (D) is compactly imbedded in L2 (D) by Theorem 4.14, a result which is
crucial for the solvability of the interior boundary value problem for the Helmholtz equation.
As one can easily show (see Exercise 4.14), the space H0 (curl, D) fails to be compactly
imbedded in L2 (D, C3 ). Therefore, we will decompose the variational problem into two
problems which themselves can be treated in the same way as for the Helmholtz equation.
The basis of this decomposition is set by the important Helmholtz decomposition which we
discuss in the subsequent subsection.
160
4.1.3
The Helmholtz Decomposition
Now we turn to decompositions of vector fields, which are closely related to the Maxwell
system the Helmholtz decomposition. For a general proof we will apply the Theorem 6.6
of Lax and Milgram.
There are several forms of the Helmholtz decomposition. In this section we need decompositions only in L2 (D, C3 ) and in H0 (curl, D). But for later purposes, however, (see Section 4.3)
we prove the corresponding decompositions also in H(curl, D). Also, we consider it for complex and matrix-valued coefficients and which we treat simultaneously by writing A.
Theorem 4.21 Let D R3 be open and bounded and A L (D, C33 ) such that A(x) is
symmetric for almost all x. Furthermore, assume the existence of a constant c > 0 such
that Re (z > A(x)z) c|z|2 for all z C3 and almost all x D. Then for the subspaces
H(curl 0, D), VA H(curl, D), and H0 (curl 0, D), V0,A H0 (curl, D) and V0,A L2 (D, C3 )
defined by

H(curl 0, D) = u H(curl, D) : curl u = 0 in D ,
(4.10a)

H0 (curl 0, D) = u H0 (curl, D) : curl u = 0 in D ,
(4.10b)

VA = u H(curl, D) : (Au, )L2 (D) = 0 for all H(curl 0, D) , (4.10c)

V0,A = u H0 (curl, D) : (Au, )L2 (D) = 0 for all H0 (curl 0, D) , (4.10d)

V0,A = u L2 (D, C3 ) : (Au, )L2 (D) = 0 for all H0 (curl 0, D) , (4.10e)
we have:
(a) H0 (curl 0, D) and V0,A are closed in L2 (D, C3 ), and L2 (D, C3 ) is the direct sum of V0,A
and H0 (curl 0, D); that is,
L2 (D, C3 ) = V0,A H0 (curl 0, D) .
(b) H(curl 0, D) and VA are closed in H(curl, D), and
H(curl, D) = VA H(curl 0, D) .
(c) H0 (curl 0, D) and V0,A are closed in H0 (curl, D), and
H0 (curl, D) = V0,A H0 (curl 0, D) .
Furthermore, all of the corresponding projection operators are bounded. The projection from
H0 (curl, D) onto V0,A is the restriction of the projection operator from L2 (D, C3 ) onto V0,A .
Proof: The closedness of H(curl 0, D) in H(curl, D) and H0 (curl 0, D) in H0 (curl, D) is obvious. The closedness of H0 (curl 0, D) in L2 (D, C3 ) is seen as follows. Let un H0 (curl 0, D)
converge to some u in L2 (D, C3 ). Then (un ) is a Cauchy sequence in L2 (D, C3 ). From
4.1. SOBOLEV SPACES
161
curl un = 0 we observe that (un ) is also a Cauchy sequence in H0 (curl, D) and thus convergent
in H0 (curl, D). This shows that u H0 (curl, D) and curl u = 0; that is, u H0 (curl 0, D).
The closedness of V0,A and V0,A and VA in L2 (D, C3 ) and H0 (curl, D) and H(curl, D), respectively, is easy to see, and we omit this part.
Furthermore it holds V0,A H0 (curl 0, D) = {0} because u V0,A H0 (curl 0, D) implies
(Au, u)L2 (D) = 0 and thus, taking the real part, ckuk2L2 (D) Re (Au, u)L2 (D) = 0 which
yields u = 0.
Next, we have to prove that L2 (D, C3 ) V0,A + H0 (curl 0, D) and H0 (curl, D) V0,A +
H0 (curl 0, D) and H(curl, D) VA + H(curl 0, D). Let u L2 (D, C3 ). We define the
sesquilinear form a : H0 (curl 0, D) H0 (curl 0, D) C by
Z
(4.11)
a(, v) = (, Av)L2 (D) =
> Av dx for all v, H0 (curl 0, D) .
D
Then a is certainly bounded but also coercive in the space H0 (curl 0, D) equipped with the
inner product of H(curl, D). Indeed, we write
Re a(v, v) = Re (v, Av)L2 (D) c kvk2L2 (D) = c kvk2H(curl,D)
for v H0 (curl 0, D) because curl v = 0. Therefore, the sesquilinear form a and for every
fixed u L2 (D, C3 ) the bounded linear form `() = (, Au)L2 (D) , H0 (curl 0, D),
satisfy the assumptions of the Theorem 6.6 of Lax and Milgram. Therefore, for every given
u L2 (D, C3 ) there exists a unique u0 H0 (curl 0, D) with a(, u0 ) = `() for all
H0 (curl 0, D); that is, (Au0 , )L2 (D) = (Au, )L2 (D) for all H0 (curl 0, D). Therefore,
u u0 V0,A and the decomposition u = u0 + (u u0 ) H0 (curl 0, D) + V0,A has been
shown.
Finally, boundedness of the projection operator u 7 u u0 follows from general properties
of direct sums. This proves the result in L2 (D, C3 ). Analogously, the projection operator
P : H0 (curl, D) V0,A is defined in the same way by P u = u u0 where u0 H0 (curl 0, D)
is as before. The proof of H(curl, D) = VA + H(curl 0, D) follows the same arguments. 2
Remark 4.22 (a) Obviously, the space H01 (D) = {p : p H01 (D)} is contained in
H0 (curl 0, D). Therefore, V0,A and V0,A are contained in the spaces
H0 (curl, divA 0, D) := {v H0 (curl, D) : (Av, )L2 (D) = 0 for all H01 (D)}, (4.12a)
L2 (divA 0, D) := {v L2 (D, C3 ) : (Av, )L2 (D) = 0 for all H01 (D)}, (4.12b)
respectively, which are the spaces of vector fields with vanishing divergence div(Av) = 0.
The space H01 (D) is a strict subspace of H0 (curl 0, D). It can be shown (see, e.g., [8],
Section IX.1), that H0 (curl 0, D) can be decomposed as a direct sum of H01 (D) and the
gradients C(D) of the co-homology space
C(D) = {p H 1 (D) : p = 0 in D, p constant on every connected component of D} .
Analogously, H 1 (D) is a subspace of H(curl 0, D) and coincide with it for simply connected domains. Therefore, VA is contained in
H(curl, divA 0, D) = {v H(curl, D) : (Av, )L2 (D) = 0 for all H 1 (D)}
(4.12c)
162
which is the space of vector fields in H(curl, D) with vanishing divergence div(Av) = 0 and
vanishing co-normal components (A) v on D.
(b) Often, as in our application, is a scalar, thus A = I. In this case we write V for VI
and, analogously, V for scalar valued . In the case = 0; that is real-valued and symmetric
and positive definite and the direct sums
H(curl, D) = V H(curl 0, D)
and
H0 (curl, D) = V0, H0 (curl 0, D)
are orthogonal with respect to the inner products

(u, v), = (1 curl u, curl v)L2 (D) + (u, v)L2 (D) ,
(4.13a)
(u, v), = (1 curl u, curl v)L2 (D) + (u, v)L2 (D) ,
(4.13b)
respectively, and L2 (D, C3 ) = V0, H0 (curl 0, D) is an orthogonal decomposition with respect

to the inner product (u, v)L2 (D) .
By the same arguments as in the proof of the previous theorem one can show another kind
of decompositions of L2 (D, C3 ) and H0 (curl, D).
Theorem 4.23 Let L2 (divA 0, D) and H0 (curl, divA 0, D) be defined in (4.12a) and (4.12b),
respectively, where D and A are as in Theorem 4.21. Then the decompositions
L2 (D, C3 ) = L2 (divA 0, D) H01 (D) ,
H0 (curl, D) = H0 (curl, divA 0, D) H01 (D)
hold, and the projections are bounded.

We leave the proof to the reader (Exercise 4.15).
As mentioned before, the space H0 (curl, D) is not compactly imbedded in L2 (D, C3 ). However and this is the reason for introducing the Helmholtz decomposition the subspace
V0,A is compactly imbedded in L2 (D, C3 ). We formulate this crucial result in the following
theorem.
Theorem 4.24 Let D be a bounded Lipschitz domain (see Definition 6.7). Then the space
V0,A from (4.10d) is compactly imbedded in L2 (D, C3 ).
The proof of this important theorem requires more sophisticated properties of Sobolev spaces.
Therefore, we postpone it to Section 5.1, Theorem 5.32. From this result it follows (see
Corollary 4.36 below) that also VA is compactly imbedded in L2 (D, C3 ). However, in the
context of this chapter we do not need the compactness of VA .
4.2. THE CAVITY PROBLEM
4.2
4.2.1
163
The Cavity Problem

The Variational Formulation and Existence
Before we investigate the Maxwell system (4.1a)(4.1c) we consider the variational form
of the following interior boundary value problem for the scalar inhomogeneous Helmholtz
equation, namely
div(a u) + k 2 bu = f in D , u = 0 on D ,
(4.14)
where k 0 is real. We assume that a L (D) is real valued such that a(x) a0 on D for
some constant a0 > 0, and b L (D), f L2 (D) are allowed to be complex valued.
As for the derivation of the variational equation for Maxwells equations we multiply the
equation by some test function with = 0 on D, integrate over D, and use Greens first
formula. This yields
Z
Z

2
a u k b u dx = f dx .
D
This equation makes perfectly sense in H01 (D). We use this as a definition.
Definition 4.25 Let D be a bounded open set and f L2 (D) and b L (D) and real valued
a L (D) such that a(x) a0 on D for some constant a0 > 0. A function u H01 (D) is
called a variational solution (or weak solution) of the boundary value problem (4.14) if
Z
Z

2
a u k b u dx = f dx for all H01 (D) .
D
By Friedrichs inequality, the first term in this equation defines an inner product in H01 (D).
Lemma 4.26 Let a L (D) be real valued such that a(x) a0 on D for some constant
a0 > 0. We define a new inner product in H01 (D) by
(u, v) = (a u, v)L2 (D) ,
u, v H01 (D) ,

Then H01 (D), (, ) is a Hilbert space, and its norm is equivalent to the ordinary norm in
H01 (D); in particular,
s
p
(1 + c2 )kak
kuk
kak kukH 1 (D)
kuk for all u H01 (D)
(4.15)
a0
where c is the constant from Theorem 4.15.
Proof: From the previous theorem we conclude

kuk2 = k a uk2L2 (D) kak kuk2H 1 (D) = kak k uk2L2 (D) + kuk2L2 (D)
(1 + c2 ) kak kuk2L2 (D) kak
1 + c2
kuk2 .
a0
164

2
Therefore, we write the variational equation of Definition 4.25 in the form

(u, ) k 2 (bu, )L2 (D) = (f, )L2 (D)
for all H01 (D) .
(4.16)
The question of existence of solutions of (4.30) is again as in the previous chapter

answered by the RieszFredholm theory.
Theorem 4.27 Let again D R3 be a bounded open set and a, b L2 (D) satisfy the above
assumptions. Then the boundary value problem (4.14) has a variational solution for exactly
those f L2 (D) such that (f, v)L2 (D) = 0 for all solutions v H01 (D) of the corresponding
homogeneous form of (4.14) with b replaced by b; that is,
div(a v) + k 2 bv = 0 in D ,
v = 0 on D .
(4.17)
If, in particular, this boundary value problem (4.17) admits only the trivial solution v = 0
then the inhomogeneous boundary value problem has a unique solution for every f L2 (D).
Proof: We will use the Riesz representation theorem (Theorem 6.5) from functional analysis
to rewrite (4.16) in the form u k 2 Ku = f with some compact operator K and apply the
Fredholm alternative of the previous theorem to this equation. To carry out this idea we
note that for fixed v L2 (D) the mapping 7 (b, v)L2 (D) is linear and bounded from
H01 (D), (, ) into C. Indeed, by the inequality of Cauchy-Schwarz and Theorem 4.15 we
conclude that there exists c > 0 such that

(b, v)L2 (D) kbk kkL2 (D) kvkL2 (D) c kvkL2 (D) kk for all H01 (D) .
Therefore, the representation theorem of Riesz assures the existence of a unique gv H01 (D)
: L2 (D) H01 (D)
with (b, v)L2 (D) = (, gv ) for all H01 (D). We define the operator K
= gv . Then K
satisfies
by Kv
) = (bv, )L2 (D)
(Kv,
for all v L2 (D) , H01 (D) .
is linear (easy to see) and bounded because kKvk

2 = (Kv,
Kv)
= (bv, Kv)
L2 (D)
K
L2 (D) kvkL2 (D) ckKvk

kvkL2 (D) ; that is, kKvk
ckvkL2 (D) . By the same argukbk kKvk
ment there exists f H01 (D) with (f, )L2 (D) = (f, ) for all H01 (D). Therefore, the
equation (4.16) can be written as
) = (f, )
(u, ) k 2 (Ku,
for all H01 (D) .
(4.18)
Because this holds for all such we conclude that this equation is equivalent to
= f in H 1 (D) .
u k 2 Ku
0
(4.19)

Because H01 (D) is compactly imbedded in L2 (D) we conclude that the operator K = K
1
1
1
2
J : H0 (D) H0 (D) is compact (J denotes the imbedding H0 (D) L (D)). To study
solvability of this equation we want to apply the Fredholm alternative of Theorem 6.4. We
165
R
choose the bilinear form hu, vi = (u, v) = D a u v dx in H01 (D). RThen K is self adjoint
because by the definition of K we have hKu, vi = (bu, v)L2 (D) = D b u v dx and this is
symmetric in u and v. Therefore, we know from the Fredholm alternative of Theorem 6.4
that equation (4.19) is solvable if, and only if, the righthand side f is orthogonal with
respect to h, i to the nullspace of I k 2 K. Therefore, let v H01 (D) be a solution of (4.17).
Then v satisfies the homogeneous equation v k 2 Kv = 0 and hf, vi = (f, v) = (f, v)L2 (D) .
Therefore, we conclude that hf, vi = 0 if, and only if, (f, v)L2 (D) = 0.
2
We can also use the form (4.19) to prove existence and completeness of an eigensystem of
div(av) + k 2 b v = 0 in D ,
u = 0 on D ,
(4.20)
for real valued a, b L (D) such that a(x) a0 and b(x) b0 on D for some a0 , b0 > 0.
This equation has, of course, to be understood in the variational sense of Definition 4.25.
Recall the definition of the inner product (u, v) = (a u, v)L2 (D) .
Theorem 4.28 Let D be a bounded open set and a, b L (D) with a(x) a0 and b(x) b0
on D for some a0 , b0 > 0. Then there exists an infinite number of eigenvalues k 2 R>0 of
(4.20); that is, there exists a sequence kn > 0 and corresponding eigenfunctions un H01 (D)
with k
un k = 1 such that div(a
un ) + kn b un = 0 in D and un = 0 on D in the variational
form. Furthermore, kn as n . The sets {
un : n N} and {kn un : n N}
1
form complete orthonormal systems in H0 (D), (, ) and L2 (D, b dx), respectively. Here,
we denote by L2 (D, b dx) the space equipped with the weighted inner product (u, v)L2 (D,b dx) =
(bu, v)L2 (D) .
Proof: We define the operator K : H01 (D) H01 (D) as in the previous theorem. Then K
is compact and self adjoint in H01 (D), (, ) because b is real valued. It is also positive
because (Ku, u) = (bu, u)L2 (D) > 0 for u 6= 0. Therefore, the spectral theorem for compact
self adjoint operators in Hilbert spaces (see, e.g,
[12], Section 15.3) implies the existence of a
spectral system (n , un ) of K in H01 (D), (, ) . Furthermore, n > 0 and n 0 as n

and the set {
un : n N} of orthonormal eigenfunctions un is complete in H01 (D), (, ) .
Therefore, we have K un = n un ; that is, un 1n K un = 0, which is the variational form of
(4.20) for kn = 1n . The system {kn un : n N} is a system of eigenfunctions as well which
is orthogonal in L2 (D, b dx) because
kn2 (b
un , um )L2 (D) = kn2 (K un um ) = (
un , um ) = mn .
This set is also complete in L2 (D). This follows directly from the fact that H01 (D) is dense
in L2 (D) (see Lemma 4.9).
2
Now we go back to the formulation (4.1a)(4.1c) of the cavity problem for Maxwells equations which we recall for the convenience of the reader.
Given Je L2 (D, C3 ) and scalar and real valued , , L (D) determine E H0 (curl, D)
and H H(curl, D) such that
curl E i H = 0 in D ,
curl H + (i ) E = Je
in D .
(4.21a)
(4.21b)
166
The boundary condition (4.1c) is included in the space H0 (curl, D) for E.

At the beginning of the section we already computed the variational equation (4.2) for this
system; that is,

Z
Z

1
2
Je dx .
(4.22)
curl E curl + i
E dx = i
D
D
This variational equation holds for all H0 (curl, D).
Analogously, we can eliminate E. Indeed, now we multiply (4.21a) by H(curl, D) and
proceed as in the previous part.
Z
Z

0 =
curl E i H dx =
E curl i H dx
D
Z
=
D

1
(Je curl H) curl i H dx .
i
We note that the boundary term vanishes because of E H0 (curl, D). Multiplication with
i yields

Z
Z
1
1
2
curl H curl H dx =
Je curl dx .
(4.23)
D + i/
D + i/
This holds for all H(curl, D).
It is easy to see that the variational equations (4.22) and (4.23) are equivalent to the Maxwell
system.
Lemma 4.29 Let E H0 (curl, D) satisfy the variational equation (4.22) for all
H0 (curl, D). Set
1
H =
curl E in D .
i
Then E H0 (curl, D) and H H(curl, D) satisfy the system (4.21a), (4.21b).
Furthermore, H H(curl, D) satisfies (4.23) for all H(curl, D).
The same statement holds for E and H interchanged.
Proof: Let E H0 (curl, D) satisfy (4.22) for all H0 (curl, D). We note that H
L2 (D, C3 ). Substituting the definition of H into (4.22) yields
Z h
Z

i

2
i H curl + i
E dx = i
Je dx
D
D
which is the variational form of i curl H; that is,

i curl H = 2 + i
E + i Je .
167
2
Division by i yields (4.21b).
In the following we will discuss the variational equation (4.22) in the space H0 (curl, D). For
the remaining part of this subsection we make the following assumptions on the parameters
, , , and on D (recall Subsection 1.3):
There exists c > 0 such that
(a) L (D) is real valued and (x) c almost everywhere,
(b) L (D) is real valued and (x) c almost everywhere on D.
(c) L (D) is real valued and (x) 0 almost everywhere on D.
For abbreviation we define again the complex dielectricity by
c (x) = (x) + i
(x)
,
x D.
(4.24)
Also, we assume that D R3 is open and bounded such that the subspace V0,c (see (4.10d)
for A = c I) is compactly imbedded in L2 (D, C3 ). By Theorem 4.24 this is the case for
Lipschitz domains D.
Furthermore, it is convenient to define the vector field F L2 (D, C3 ) by
F =
i
Je .
c
Then the variational equation (4.22) takes the form

Z
Z
1
2
c F dx
curl E curl c E dx =
D
D
(4.25)
for all H0 (curl, D). To discuss this equation in H0 (curl, D) we will use the Helmholtz
decomposition to split this problems into two problems, one in V0,c and one in H0 (curl 0, D),
where the one in H0 (curl 0, D) will be trivial. Recall that V0,c is given by (4.10d); that is,

V0,c = u H0 (curl, D) : (c u, )L2 (D) = 0 for all H0 (curl 0, D) .
Analogously, V0,c denotes the corresponding subspace in L2 (D, C3 ), see (4.10e).
First we use the Helmholtz decomposition to write F as F = F0 + f with F0 H0 (curl 0, D)
and f V0,c . Then we make an ansatz for E in the form E = E0 +u with E0 H0 (curl 0, D)
and u V0,c . Substituting this into (4.25) yields

Z
Z
1
2
curl u curl c (u + E0 ) dx =
c (f + F0 ) dx
(4.26)
for
R all H0 (curl, D).
R Now we take H0 (curl 0, D) as test functions. Recalling that
dx
=
0
and
f dx = 0 for all H0 (curl 0, D) yields
D c
D c
Z
Z
2
c E0 dx =
c F0 dx for all H0 (curl 0, D) .
D
168
Rewriting this as
Z
c [F0 + 2 E0 ] dx = 0 for all H0 (curl 0, D)
and setting = F0 + 2 E0 H0 (curl 0, D) yields E0 = 12 F0 .

Therefore, (4.26) reduces to

Z
Z
1
2
curl u curl c u dx =
c f dx
(4.27)
for all H0 (curl, D). Second, we take V0,c as test functions. Before we investigate
(4.27) we summarize this splitting in the following lemma.
Lemma 4.30 Let F L2 (D, C3 ) have the Helmholtz decomposition F = F0 + f with f
V0,c and F0 H0 (curl 0, D).
(a) Let E H0 (curl, D) be a solution of (4.25) and E = E0 + u with u V0,c and
E0 H0 (curl 0, D) the Helmholtz decomposition of E. Then E0 = 12 F0 and u V0,c
solves (4.27) for all V0,c .
(b) If u V0,c solves (4.27) then E = u
1
2
F0 H0 (curl, D) solves (4.25).
To show solvability of (4.27) we follow the approach as in the scalar case for the Helmholtz
equation and introduce the equivalent inner product (, ) on V0,c by
Z
1
(v, w) =
curl v curl w dx , v, w V0,c .
(4.28)
Then we have the analogue of Lemma 4.26:

Lemma 4.31 The norm kvk =
p
(v, v) is an equivalent norm on V0,c .
Proof: In contrast to the proof of Lemma 4.26 we use an indirect argument to show the
existence of a constant c > 0 such that
kvkH(curl,D) c k curl vkL2 (D)
for all v V0,c .
(4.29)
This is sufficient because the estimates k curl vk2L2 (D) kk kvk2 and kvk
k(1/)k kvkH(curl,D) hold obviously.
Assume that the inequality (4.29) is not satisfied. Then there exists a sequence (vn ) in V0,c
with kvn kH(curl,D) = 1 and curl vn 0 in L2 (D, C3 ) as n tends to infinity. The sequence
(vn ) is therefore bounded in V0,c . Because V0,c is compactly imbedded in L2 (D, C3 ) by
Theorem 4.24 there exists a subsequence, denoted by the same symbol, which converges
in L2 (D, C3 ). For this subsequence, (vn ) and (curl vn ) are Cauchy sequences in L2 (D, C3 ).
169
Therefore, (vn ) is a Cauchy sequence in V0,c and therefore convergent: vn v in H(curl, D)

for some v V0,c and curl v = 0. Therefore, v V0,c H0 (curl 0, D) = {0} which shows
that v vanishes. This contradicts the fact that kvkH(curl,D) = 1.
2
Now we write (4.27) in the form
(u, ) 2 (c u, )L2 (D) = (c f, )L2 (D)
for all V0,c .
Again, we use the representation theorem of Riesz (Theorem 6.5) to show the existence
: L2 (D, C3 ) V0,c with (, c u)L2 (D) = (, Ku)

of a linear and bounded operator K
2
3
for all V0,c and u L (D, C ). We carry out the arguments for the convenience
of the reader although they are completely analogous to the arguments in the proof of
Theorem 4.27. For fixed u L2 (D, C3 ) the mapping 7 (, c u)L2 (D) defines a linear and
bounded functional on V0,c . Therefore, by the representation theorem of Riesz there exists
= gu .
a unique g = gu V0,c with (, c u)L2 (D) = (, gu ) for all V0,c . We set Ku
is clear from the uniqueness of the representation gu . Boundedness of K
from
Linearity of K
L2 (D, C3 ) into V0,c follows from the estimate
2 = (Ku,
Ku)
= (Ku,
c u)L2 (D) kc k kukL2 (D) kKuk
L2 (D)
kKuk

c kc k kukL2 (D) kKuk
. Because V0,c is compactly imbedded in L2 (D, C3 ) we conclude
after division by kKuk
that K = K J is even compact as an operator from V0,c into itself, if we denote by

J : V0,c L2 (D, C3 ) the compact imbedding operator. Therefore, we can write equation
(4.27) in the form
)
(u, ) 2 (Ku, ) = (Kf,
for all V0,c ;
that is,
u 2 Ku = Kf
in V0,c .
(4.30)
This is again a Fredholm equation of the second kind for u V0, . In particular, we have
existence once we have uniqueness. The question of uniqueness will be discussed in the next
section below.
For the general question of existence we
again Fredholms Theorem 6.4 to X = V0,c
R apply
1
with bilinear form hu, vi = (u, v) = D curl u curl v dx and operator T = 2 K. The
operator K is self adjoint. Indeed, hKu, i = (Ku, ) = (c u, )L2 (D) and this is symmetric
in u and . Lemma 4.30 tells us that the variational form (4.25) of the cavity problem is
solvable for F L2 (D, C3 ) if, and only if, the variational problem (4.27) is solvable in V0,c
for the part f V0,c of F . By Theorem 6.4 this is solvable for exactly those f V0,c such
is orthogonal to the nullspace of I 2 K with respect to h, i. By Lemma 4.30
that Kf
v V0,c solves (4.27) for f = 0 if, and only if, v solves (4.25) for F = 0. Also we note that,
for v V0,c ,

vi = (c f, v)L2 (D) = c (F0 + f ), v 2
hKf,
= (c F, v)L2 (D) ;
L (D)
170
vi vanishes if, and only if, (c F, v)L2 (D) vanishes. Furthermore we note that v
that is hKf,
solves the homogeneous form of (4.25) if, and only if, v solves (4.25) with c replaced by c .
We have thus proven:
Theorem 4.32 The cavity problem (4.21a), (4.21b) has a solution E H0 (curl, D) and
H H(curl, D) for exactly those source terms Je L2 (D, C3 ) such that (Je , v)L2 (D) = 0
for all solutions v H0 (curl, D) of the corresponding homogeneous form of (4.21a), (4.21b)
with replaced by . If, in particular, the boundary value problem admits only the trivial
solution E = 0, H = 0 then the inhomogeneous boundary value problem (4.21a), (4.21b) has
a unique solution (E, H) H0 (curl, D) H(curl, D) for all Je L2 (D, C3 ).
For the remaining part of this subsection we assume that = 0; that is, c = is real valued.
Then we can consider the following eigenvalue problem by the same arguments.
curl E i H = 0 in D ,
(4.31a)
curl H + i E = J
(4.31b)
in D ,
for J = 0.
Definition 4.33 The resolvent set consists of all C for which (4.31a), (4.31b) has a
unique solution (E, H) H0 (curl, D) H(curl, D) for all J L2 (D, C3 ) and such that
J 7 (E, H) is bounded from L2 (D, C3 ) into H0 (curl, D) H(curl, D).
We have seen that this eigenvalue problem is equivalent to the corresponding variational
equation (4.27) for u = E V0, (because the righthand side vanishes); that is,

Z
1
2
curl u curl u dx = 0 for all V0, ,
which holds even for all H0 (curl, D) because u V0, . If u solves this equation then also
its complex conjugate. Therefore, we can assume that u is real valued which we do for the
remaining part of this section for all functions. Then we write the variational equation in
the form
(u, ), = ( 2 + 1) (u, )L2 (D) for all H0 (curl, D) ,
(4.32)
where (, ), had been defined in (4.13b); that is, using the bilinear form h, i = (, ) and
the operator K : V0, V0, from above,
(u, v), = hu, vi + (u, v)L2 (D) = hu, vi + hKu, vi .
(4.33)
First we consider 6= 0. We have seen that 6= 0 is in the resolvent set if, and only if, the
operator I 2 K is one-to-one in V0, ; that is, 1/ 2 is in the resolvent set of K : V0, V0, .
We note that K is also compact and selfadjoint with respect to (, ), . The reason why we
take (, ), instead of just h, i as the inner product will be clear in a moment.
The spectrum of K; that is, the complementary set of the resolvent set in C, consists of 0 and
eigenvalues 1/n2 which converge to zero. Let us now consider = 0. From the variational
equation we conclude for = u that curl u = 0. Therefore, = 0 is an eigenvalue with the
infinite dimensional eigenspace H0 (curl 0, D). We summarize this in the following theorem.
171
Theorem 4.34 There exists an infinite number of positive eigenvalues n R>0 of (4.31a),
(4.31b); that is, there exists a sequence n > 0 for n N and corresponding real valued
functions vn V0, such that

1
curl vn n2 vn = 0 in D , vn = 0 on D
curl
in the variational form (4.32); that is,

Z
1
2
curl vn curl n vn dx = 0 for all H0 (curl, D) .
D
(4.34)
The eigenvalues n > 0 have finite multiplicity and tend to infinity as n . We normalize
vn by kvn k, = 1 for all n p
N, where the norm k k, had been defined in (4.13b). Then
the sets {vn : n N} and { 1 + n2 vn : n N} form complete orthonormal systems in

V0, , (, ), and in V0, , (, )L2 (D) , respectively. Furthermore, = 0 is also an eigenvalue
with infinite dimensional eigenspace H0 (curl 0, D).
Proof: First we note that the variational equation (4.34) has been shown to hold for V0,
only. For H0 (curl 0, D), however, the variational equation holds as well because of
vn .V0, and the definition of V0, . From (4.34) we conclude for = vm that
n,m = (vn , vm ), = (n2 + 1) (vn , vm )L2 (D)
p

which shows that the set { 1 + n2 vn : n N} forms an orthonormal systems in V0, , (, )L2 (D) .
It remains to prove completeness of this system. But this follows from the fact that V0, is
dense in V0, . To see this latter denseness result let v V0, . By the denseness of C0 (D, C3 ) in
L2 (D, C3 ) (see Lemma 4.9) there exists a sequence vn C0 (D, C3 ) with vn v in L2 (D, C3 ).
The decompositions of vn with respect to the direct sums H0 (curl, D) = V0, + H0 (curl 0)
and L2 (D, C3 ) = V0, + H0 (curl 0) are identical: vn = vn0 + vn with vn0 H0 (curl 0, D) and
vn V0, . The boundedness of the projections yields vn0 0 in L2 (D, C3 ) and thus vn v
in L2 (D, C3 ) which ends the proof.
2
As a particular result of this theorem we recall that {vn : n N} forms a complete orthonormal system in the closed subspace V0, of H0 (curl, D) with respect to the inner product
(, ), . The functions vn correspond to the electric fields E. As we will see now, the corresponding magnetic fields form a complete orthonormal system in the closed subspace V of
H(curl, D), defined in (4.10c), with respect to the inner product (, ), , defined in (4.13a).
This symmetry is the reason for using the inner product (, ), instead of just h, i.
Lemma 4.35 Let n > 0 and {vn : n N} V0, be the complete orthonormal system of
V0, , defined by (4.34). Then wn := n1 curl vn V for all n, and {wn : n N} forms
a complete orthonormal system in the closed subspace V of H(curl, D) with respect to the
inner product (, ), , defined in (4.13a). Furthermore, wn satisfies

Z
1
2
curl wn curl n wn dx = 0 for all H(curl, D) .
(4.35)
D
172

Proof: Substituting the definition of wn into (4.34) yields n wn , curl L2 (D) =

n2 vn , L2 (D) for all H0 (curl, D), that is wn H(curl, D) and curl wn = n vn by
the definition of the variational curl. Furthermore, wn V because for H(curl 0, D) we
conclude that n ( wn , )L2 (D) = (curl vn , )L2 (D) = (vn , curl )L2 (D) = 0 by applying Greens
theorem in the form (6.16b). To show (4.35) let H(curl, D). Then

1 curl wn , curl L2 (D) = n (vn , curl )L2 (D) = n (curl vn , )L2 (D) = n2 ( wn , )L2 (D) .
Furthermore, from
(wn , wm ), =
1 curl wn , curl wm

L2 (D)
= n m ( vn , vm )L2 (D) +

=
1
n2
+
2
1 + n 1 + n2
+ ( wn , wm )L2 (D)

1
1 curl vn , curl vm L2 (D)
n m

nm = nm
we see that the system {wn : n N} forms an orthonormal set in V . Also completeness in
V is seen by similar arguments: Let V such that (wn , ), = 0 for all all n N. Then

0 = (wn , ), = 1 curl wn , curl L2 (D) + ( wn , )L2 (D)
= n (vn , curl )L2 (D) +

=
1
n +
n
1
(curl vn , )L2 (D)
n

(vn , curl )L2 (D)
for all n N. Defining = 1 curl we note that ( vn , )L2 (D) = 0 for all n N. The

p
1 + n2 vn : n N in V0, would yield = 0 provided
completeness of the system
we had shown that V0, . But this is the case because for H0 (curl 0, D) we have
( , )L2 (D) = (curl , )L2 (D) = (, curl )L2 (D) = 0. Therefore, curl = 0, thus
H(curl 0, D) V = {0}, which proves completeness.
2
As a corollary the analogue of Theorem 4.24 follows.
Corollary 4.36 The closed subspace V is compactly imbedded in L2 (D, C3 ).
Proof: The closed subspaces V and V0, are isomorphic. Indeed, the isomophism T : V0,
V is given by
X
X
Tv =
n wn for v =
n vn V0,
n=1
because of
kT vk2, =
n=1
n2 = kvk2, .
n=1
Then compactness of V follows from the compactness of V0, by Theorem 4.24.
4.2.2
173
Uniqueness and Unique Continuation
First we consider again the scalar boundary value problem (4.14). For conducting media;
that is, complex b L (D) with Im b > 0 a.e. on D and real valued a L (D) with
a(x) a0 for some a0 > 0 we have uniqueness by Greens theorem. Indeed, let u H01 (D)
be a solution of (4.14) in the variational form of Definition 4.25 for f = 0. Substituting
= u into the integral yields
Z
[a |u|2 k 2 b |u|] dx = 0 .
D
R
Taking the imaginary part yields D Im b |u|2 dx = 0 and thus u = 0 because of the assumption on b.
If only Im b 0 on D and Im b > 0 a.e. on some open subset U of D then, by the same
argument, u vanishes on U . We want to prove that this implies u = 0 in all of D. This property of a differential equation is called the unique continuation property. If u was analytic
this would follow from an analytic continuation argument which is well known from complex
analysis. However, for non-analytic coefficients a and b the solution u fails to be analytic.
Before we turn to the unique continuation property we briefly consider the analogous situation for the boundary value problem (4.21a), (4.21b) for the Maxwell system. As before, we
assume first that the medium is conducting; that is, > 0 in D. By the definition (4.24) of
c this is equivalent to the assumption that the imaginary part of c is strictly positive on
D. Let E H0 (curl, D) be a solution of the homogeneous equation. Inserting v = E yields

Z
2
1
2
2
curl E c |E| dx = 0 ,
and thus, taking the imaginary part,

Z
Im c |E|2 dx = 0
from which E = 0 follows because Im c > 0 on D. Again, if only > 0 a.e. on some open
subset U of D then, by the same argument, E vanishes on U .
Our next goal is to prove the unique continuation property of the scalar equation (4.14) and
the Maxwell system (4.21a), (4.21b). As a preparation we need an interior regularity result.
We can prove it by the familiar technique of transfering the problem into the Sobolev spaces
of periodic functions.
For k N and an open domain D R3 the Sobolev space H k (D) is defined as before by
requiring that all partial derivatives up to order k exist in the variational sense and are
L2 functions (compare with Definition 4.1). The space C (D) of smooth functions is dense
in H k (D). Again, H0k (D) is the closure of C0 (D) with respect to the norm in H k (D).
k
Let Q = (R, R)3 R3 be a cube containing D in its interior. Then we define Hper
(Q) by
(
)
X
k
Hper
(Q) = u L2 (Q) :
(1 + |n|2 )k |un |2 <
nZ3
174
with inner product

3
(u, v)Hper
k (Q) = (2R)
(1 + |n|2 )k un vn ,
nZ3
compare with Definition 4.12. Here, un , vn C are the Fourier coefficients of u and v,
respectively, see (4.9). Then it is easy to show:
Lemma 4.37 The following inclusions hold and are bounded (for any k N):
k
H0k (Q) , Hper
(Q) , H k (Q) .
Proof: First inclusion: We show this by induction with respect to k. For k = 0 there is
k
(Q) and
nothing to show. Assume that the assertion is true for k 0. Then H0k (Q) Hper
there exists c > 0 such that
X
2
(2R)3
(1 + |n|2 )k |un |2 = kuk2Hper
for all u H0k (Q) .
(4.36)
k (Q) ckukH k (Q)
nZ3
Let u C0 (Q). Then, by partial differentiation (if nj 6= 0),

un
1
=
(2R)3
i R
nx
u(x) e
1 iR
dx =
(2R)3 nj
Z
u(x)
i nx
e R dx
xj
1 iR
(2R)3 nj
i R (j)
u
(x) ei R nx dx =
d ,
xj
nj n
Q
(j)
where dn are the Fourier coefficients of u/xj . Note that the boundary term vanishes. By
assumption of induction we conclude that (4.36) holds for u and for u/xj . Therefore,
kuk2Hper
= (2R)3
k+1
(Q)
(1 + |n|2 )k+1 |un |2 = (2R)3
nZ3
(1 + |n|2 )k |un |2
nZ3
3 X
X
2
R2
3

(1 + |n|2 )k d(j)
+ 2 (2R)
n
3
j=1
nZ
ckuk2H k (Q) + c
3
R2 X
ku/xj k2H k (Q) c0 kuk2H k+1 (Q) .
2
j=1
This proves boundedness of the imbedding with respect to the norm of order k + 1. This
ends the proof of the first inclusion because C0 (Q) is dense in H0k+1 (Q).
k
For the second inclusion we truncate the Fourier series of u Hper
(Q) into
uN (x) =
X
|n|N
un ei R nx
175
and compute directly

j1 +j2 +j3 X
j1 +j2 +j3 uN
(x)
=
i
un nj11 nj22 nj33 ei R nx
j3
j2
j1
R
x1 x2 x3
|n|N
and thus for j N3 with j1 + j2 + j3 k:
j +j +j N 2
1 2 3u

xj1 xj2 xj3
1
(2R)
2k X
R
L2 (Q)
3
(2R)
|n|N
2k X
R
2k
R
|un |2 |n1 |2j1 |n2 |2j2 |n3 |2j3

|un |2 |n|2(j1 +j2 +j3 )
|n|N
kuN k2Hper
k (Q) .
This proves the lemma by letting N tend to infinity.
We continue with a regularity result.

Theorem 4.38 (Interior Regularity Property)
Let f L2 (D) and U be an open set with U D.
(a) Let u H 1 (D) be a solution of the variational equation
Z
Z
u dx =
f dx for all C0 (D) .
D
(4.37)
Then u|U H 2 (U ) and u = f in U .

(b) Let u L2 (D) be a solution of the variational equation
Z
Z
u dx =
f dx for all C0 (D) .
D
(4.38)
Then u|U H 2 (U ) and u = f in U .

Proof: For both parts we restrict the problem to a periodic problem in a cube by using a
partition of unity. Indeed, let > 0 such that
S < dist(U, D). Then the open balls B3 (x, )
are in D for every x U . Furthermore, U xU B3 (x, ). Because U is compact there exist
S
j
finitely many open balls B3 (xj , ) D for xj U , j = 1, . . . , m, with U m
j=1 B3 (x , ).
For abbreviation P
we set Bj = B3 (xj , ). We choose a partition of unity; that is, j C0 (Bj )
with j 0 and m
U.
j=1 j (x) = 1 for all x P
1
Let now uj (x) = j (x)u(x), x D. Then m
j=1 uj = u on U and uj H0 (D) has support
in Bj .
176
Proof of (a): For C0 (D) and any j {1, . . . , m} we have that

Z
Z

uj dx =
j u + u j dx
D
Z
=

u (j ) u j u j u j dx

j f 2 u j u j dx
Z
=
D
Z
=
gj dx with gj = j f 2 u j u j L2 (D) .
Because the support of j is contained in Bj this equation restricts to

Z
Z
uj dx =
gj dx for all H01 (D) .
Bj
(4.39)
Bj
Let now R > 0 such that D Q = (R, R)3 . We fix j {1, . . . , m} and ` Z and set
` (x) = exp(i(/R) ` x). Because Bj D we can find a function ` C0 (D) with
` = ` on Bj . Substituting ` into (4.39) yields
Z
Z
uj ` dx =
gj ` dx .
(4.40)
Bj
Bj
We can extend the integrals to Q because uj and gj vanish outside of Bj . Now we expand
uj and gj into Fourier series of the form
X
X
uj (x) =
an ei R nx and gj (x) =
bn ei R nx
nZ
nZ
and substitute this into equation (4.40). This yields

Z
2 X
X Z
i(n`)x
dx =
bn
ei(n`)x dx .
an n ` e
R nZ
Q
Q
nZ
From theP
orthogonality of the functions exp(i(/R)
nx) we conclude that (/R)2 a` |`|2 = b` .
P
4
2
2
< ; that is, uj Hper
(Q)
Because `Z |b` |2 < Pwe conclude that
`Z |`| |a` | P
m
m
2
2
2
H (Q). Therefore, also j=1 uj H (Q) and thus u|U = j=1 uj |U H (U ). This proves
part (a).
Proof of (b): We proceed very similarly and show that u H 1 (D). Then part (a) applies
and yields the assertion. For C0 (D) and any j {1, . . . , m} we have that
Z
Z
uj dx =
u j dx
D
Z
=

u (j ) 2 j j dx
Z
=

f j u j dx 2
Z
gj dx
u j dx
D
Z
=
Fj dx
D
177
with gj = f j u j L2 (D) and Fj = 2u j L2 (D, C3 ). As in the proof of (a)

we observe that the domain of integration is Bj . Therefore, we can again take ` (x) =
exp(i(/R) ` x) for and modify it outside of Bj such that it is in C0 (D). With the
Fourier series
X
X
X
uj (x) =
bn ei R nx and Fj (x) =
cn ei R nx
an ei R nx and gj (x) =
nZ
nZ
nZ
we conclude that
2
R
a` |`|2 = b` + i
` c`
R
for all ` Z ,

P
P
and thus |`|2 |a` | c |b` | + |`| |c` | which proves that `Z (1 + |`|2 ) |a` |2 c `Z |b` |2 +
1
(Q) H 1 (Q).
2
|c` |2 < and thus uj Hper
Remarks:
(a) If f H k (D) for some k N then u|U H k+2 (U ) by the same arguments, applied
iteratively. Indeed, we have just shown it for k = 0. If it is true for k 1 and if
f H k (D) then gj H k (D) (note that uBj H0k+1 (Bj ) by assumption of induction!)
and thus uj H k+2 (D).
(b) This theorem holds without any regularity assumptions on the boundary D. Without
further assumptions on D and the boundary data u|D we cannot assure that u
H 2 (D).
The proof of the following fundamental result is taken from [6], Section 8.3. The proof itself
goes back to M
uller [18] and Protter [20].
Theorem 4.39 (Unique Continuation Property)
Let D R3 be a domain; that is, a nonempty, open and connected set, and u1 , . . . , um
H 2 (D) be real valued such that
|uj | c
m
X

|u` | + |u` |
in D for j = 1, . . . , m .
(4.41)
`=1
If uj vanish in some open set B D for all j = 1, . . . , m, then uj vanish identically in D

for all j = 1, . . . , m.
Proof: Let x0 B and R (0, 1) such that B3 [x0 , R] D. We show that uj vanishes in
B3 [x0 , R/2]. This is sufficient because for every point x D we can find finitely many balls
B3 (x` , R` ) ` = 0, . . . , p, with R` (0, 1), such that B3 (x` , R` /2) B3 (x`1 , R`1 /2) 6= for
all ` = 1, . . . , p and x B3 (xp , Rp /2). Then one concludes uj (
x) = 0 for all j by iteratively
applying the first step.
We choose the coordinate system such that x0 = 0. First we fix j and write u for uj . Let
178

C0 B3 (0, R) with (x) = 1 for |x| R/2 und define u, v H02 (D) by u(x) = (x)u(x)
and

exp(|x|n ) u(x) , x 6= 0 ,
v(x) =
0,
x = 0,
for some n N. Note that, indeed, v H 2 (D) because u vanishes in the neighborhood B
of x0 = 0. Then, with r = |x|,
u(x) = exp(r

)
v (x) +

2n
n n
v
(x) + n+2 n n + 1 v(x) .
rn+1 r
r
r
Using the inequality (a + b)2 4ab and calling the middle term in the above expression b,
we see that
n

o
2
v
n n
8n exp(2rn )
(x)
v
(x)
+
n
+
1
v
(x)
.
u(x)
rn+1
r
rn+2 rn
From now on we drop the argument x. Multiplication with exp(2rn ) rn+2 and integration
yields
Z
Z
o
vn
n n
n
n+2
2
exp(2r ) r (
u) dx 8n r
v + n+2 n n + 1 v dx .
(4.42)
r
r
r
D
We show that
Z
v
v (x) dx =
r (x)
r
2
|
v (x)|2 dx and
(4.43a)
v
m2
v
(x)
(x)
dx
=
rm
r
2
v(x)2
dx for any integer m .
rm+1
(4.43b)
3
P
v
v
Indeed, proving the first equation we note that r
=
x
v
and
(x
v
)
=
+
e(j) x
r
j
j=1
v
xj x
and thus
j
(x
v )
v = |
v| +
3
X
xj
j=1
v
1

v = |
v |2 + x |
v |2 .
xj
2
Since all boundary terms vanish, by partial integration we obtain

Z
Z
Z
v
1
r
v dx = r

v dx = |
v |2 + x |
v |2 dx
r
r
2
D
Z
=
D
1
|
v | dx +
2
2
Z
D
1
div
v | dx =
| {zx} |
2
2
= 3
Z
D
|
v |2 dx .
179
This proves equation (4.43a). For equation (4.43b) we have, using polar coordinates and
partial integration,
1
v
dx =
v
rm r
1
v
dx =
v
rm r
v
v 2
r ds dr
rm r
0 S2
B3 (0,R)
ZR Z
ZR Z
v
r
1
rm2

Z
1
1
v ds dr = v
v 2 dx
m2
r r
r
0 S2
1
v
dx + (m 2)
v
m
r
r
v2
rm+1
dx
which proves equation (4.43b). Substituting (4.43a) and (4.43b) for m = 2n+1 and m = n+1
into the inequality (4.42) yields
Z
exp(2r
)r
n+2
(
u) dx 4n
v2
|
v | dx + 4n (2n 1)
D
r2n+2
dx
4n2 (n 1)2
v2
rn+2
dx
Z
4n
|
v | dx + 4n (n + n 1)
D
v2
r2n+2
dx
where in the last step we used r R 1. Now we replace the right hand side again by u
again. With v(x) = exp(rn )
u(x) we have
h
i
x
v (x) = exp(rn )
u(x) n rn1 u(x)
r
and thus, using |a b|2 12 |a|2 |b|2 for any vectors a, b R3 ,

2

2

2
1
n
2
2n2

u(x) .
v (x) exp(2r )
u(x) n r
2
180
Substituting this into the estimate above yields

Z
exp(2rn ) rn+2 (
u)2 dx
(4.44)
Z
2n
exp(2rn ) |
u|2 dx +
D
2
+ 4n (n + n 1) 4n
Z
exp(2r
u2
r2n+2
dx
Z
exp(2r
= 2n
) |
u| dx + 4n (n 1)
u2
r2n+2
dx
Z
2n
exp(2rn )
exp(2r
) |
u| dx + 2n
Z
exp(2r
u2
rn+2
dx
(4.45)
for n 2. Up to now we have not used the estimate (4.41). We write now uj and uj for u
and u, respectively. From this estimate, the inequality of Cauchy-Schwarz, and the estimate
(a + b)2 2a2 + 2b2 we have the following estimate
m
X

2

2

R
2

uj (x) = uj (x) 2m c
|u` (x)|2 + |u` (x)|2
for |x| < .
2
`=1
Therefore, from (4.45) for uj we conclude that

Z
Z
u2j
n
2
4
n
2n
exp(2r ) |uj | dx + 2n
exp(2r ) 2n+2 dx
r
|x|R/2
|x|R/2
exp(2rn ) rn+2 (
uj )2 dx
D
2
2mc
Z
m
X
`=1
exp(2r
)r
n+2
2

|u` | + |u` |2 dx +
|x|R/2
exp(2rn )rn+2 (
uj )2 dx .
R/2|x|R
n
)
for r > 0 and note that n is monotonously decreasing. Also,
We set n (r) = exp(2r
r2n+2
because r 1 (and thus rn+2 r2n2 ),
Z
Z
n
2
4
2n
exp(2r ) |uj | dx + 2n
n (r) u2j dx
|x|R/2
2mc2
|x|R/2
m
X Z
`=1
|x|R/2
n (r) u2` dx +
|x|R/2
exp(2rn ) |u` |2 dx
+ n (R/2)k
uj k2L2 (D) .
181
Now we sum with respect to j = 1, . . . , m and combine the matching terms. This yields
Z
Z
m
m
X
X
2 2
n
2
4
2 2
2(n m c )
exp(2r ) |uj | dx + 2(n m c )
n (r) u2j dx
j=1
j=1
|x|R/2
n (R/2)
m
X
|x|R/2
k
uj k2L2 (D) .
j=1
2 2
For n m c we conclude that

4
2 2
2(n m c ) n (R/2)
Z
m
X
j=1
u2j
2 2
dx 2(n m c )
Z
m
X
j=1
|x|R/2
n (R/2)
m
X
n (r) u2j dx
|x|R/2
k
uj k2L2 (D)
j=1
and thus
Z
m
X
j=1
u2j
|x|R/2
X
1
k
uj k2L2 (D)
dx
2(n4 m2 c2 ) j=1
The righthand side tends to zero as n tends to infinity. This proves uj = 0 in B3 (0, R/2).
2
Now we apply this result to the scalar boundary value problem (4.14) and the boundary
value problem (4.21a), (4.21b) for the Maxwell system. We begin with the scalar problem.
Theorem 4.40 Let D R3 be a domain and a C 1 (D) be real valued and a a0 on D
for some a0 > 0. Furthermore, let b L (D) be complex valued with Im b 0 on D and
Im b > 0 a.e. on some open subset U of D. Then the boundary value problem (4.14) has a
unique solution u H01 (D) for every f L2 (D).
Proof: By Theorem 4.27 it suffices to prove uniqueness. Let u H01 (D) be a solution for
f = 0. We have seen above that u vanishes on U , and it remains to show that u vanishes
everywhere on D. In view of Theorem 4.39 we have first to show that u H 2 (V ) for every
domain V with V D.
Let C0 (D) and define = a1 on D. Then C01 (D) and = a + a.
Substituting a and this into the variational equation yields
Z

1
b
u a u k 2 u dx = 0
a
a
D
R
R
that is, D u dx = D f dx for all C0 (D) where f = a1 a u + k 2 ab u. Then
f L2 (D), and by Theorem 4.38 we conclude that u H 2 (V ) for any open set with V D.
Furthermore, from the differential equation we have the estimate
|u(x)|
1
kbk
kak |u(x)| + k 2
|u(x)| on V .
a0
a0
182
From this we conclude an estimate of the type (4.41) for the real and imaginary parts of u;
that is, u1 = Re u and u2 = Im u. Application of Theorem 4.39 to any open domain V with
U V and V D yields that u vanishes in such domains V . This implies that u vanishes
in D and ends the proof.
2
We now turn to the Maxwell case and transform Maxwells equations to the vector Helmholtz
equation. We need weaker smoothness conditions on c if we work with the magnetic field
provided is constant which is the case for many materials. Thus, let us consider this case.
Theorem 4.41 Let > 0 constant, c C 1 (D) with Im c > 0 on some open set U D.
Then there exists a unique solution E H0 (curl, D) of the boundary value problem (4.25)
for every F L2 (D, C3 ).
Proof: Again, it suffices to prove uniqueness. Let F = 0 and E H0 (curl, D) be the
corresponding solution of (4.25). We have shown at the beginning of this subsection that E
1
curl E = 0 in U . By Lemma 4.29, the magnetic field
vanishes on U . Therefore, also H = i
H satisfies

Z
1
2
curl H curl H dx = 0 for all H(curl, D) .
(4.46)
c
D
If we choose = for some H01 (D) then we have

Z
H dx = 0 for all H01 (D) ,
D
which is the variational form of div H = 0.

If all of the functions were sufficiently smooth we just would rewrite the equation for H in
the form

1
2
2
0 = c curl 1
curl H 2 c H ,
c curl H c H = curl H + c
c
and thus, because div H = 0 and curl2 = div ,
H = c
1
1
curl H 2 c H =
curl H c 2 c H .
c
c
We derive this formula also by the variational equation. Indeed, we set = c for some
C0 (D, C3 ). Then H0 (curl, D) and therefore, because curl = c curl + c ,

Z
1
2
curl H curl +
curl H (c ) c H dx = 0 for all C0 (D, C3 ) ,
c
D
which we write as
Z
D
curl H curl dx =
Z
D
G dx for all C0 (D, C3 ) ,
4.3. THE TIMEDEPENDENT CAVITY PROBLEM
183
where G = 1c curl H c + 2 c H L2 (D, C3 ). Partial integration yields

Z
Z
Z
Z
Z
2
G dx = H curl dx = H dx +
H div dx = H dx .
D
Here we used the fact that D H div dx = 0 because div H01 (D). This holds for
all C0 (D, C3 ). By the interior regularity result of Theorem 4.38 we conclude that
H H 2 (U, C3 ) for all domains U with U D, and H = G = 1c curl H c 2 c H
in U . Because every component of curl H is a combination of partial derivatives of H` for
` {1, 2, 3} we conclude the existence of a constant c > 0 such that
R
3
X

|Hj | c
|H` | + |H` | in D for j = 1, 2, 3 .
`=1
Therefore, all of the assumptions of Theorem 4.39 are satisfied and thus H = 0 in all of
U . This implies that also E = 0 in U . Because U is an arbitrary domain with U D we
conclude that E = 0 in D.
2
Remarks:
(a) The proof of the theorem can be modified for C 2 (D). Instead of div H = 0 we
have that 0 = div(H) = H + div H, thus

1
2
H
curl H = H + div H = H

= H (ln ) H

3
X
ln
ln
= H
Hj +
Hj
x
x
j
j
j=1
and this can be treated in the same way. Here we argue classically, but all of the
arguments hold also in the weak case.
(b) The asumption c C 1 (D) is very restrictive. One can weaken this assumption to
the requirement that c is piecewise continuously differentiable. We refer to [17], Section 4.6.
4.3
The TimeDependent Cavity Problem
The spectral theorem of the previous section allow it to treat the full timedependent system
of Maxwells equations. We begin again with the initialboundary value problem for the
scalar wave equation in some bounded Lipschitz domain D R3 and some interval (0, T ).

1 2u
(t,
x)
div
a(x)
u(t,
x)
= f (t, x) ,
c(x)2 t2
(t, x) (0, T ) D ,
(4.47a)
184

u(t, x) = 0 for (t, x) (0, T ) D ,
(4.47b)
u
(0, x) = u1 (x) for x D .
t
We make the following assumptions on the data:
u(0, x) = u0 (x) and
(4.47c)
Assumptions:
a, c L (D) with a(x) a0 and c(x) c0 on D for some a0 > 0 and c0 > 0,

f L2 (0, T ) D ,
u0 H01 (D), u1 L2 (D).
In this section we assume that all functions are real-valued. We set b(x) = 1/c(x)2 for
abbreviation. Then b L (D) and b(x) b0 = 1/kck2 on D.
The solution has to be understood in a variational sense. To motivate this we multiply the
differential equation (4.47a) by some C 1 ([0, T ] D) with (0, x) = (T, x) = 0 for all
x D and integrate by parts with respect to t and use Greens first formula with respect to
x. This yields

ZT Z
ZT Z
u
(t, x) a(x) u(t, x) (t, x) dx dt =
f (t, x) (t, x) dx dt ,
b(x) (t, x)
t
t
0
or, using the notation ut = u/t and the inner product in L2 (D),
ZT h
i

b ut (t, ), t (t, ) L2 (D) au(t, ), (t, ) L2 (D) dt =
ZT

f (t, ), (t, ) L2 (D) dt .
We will require different smoothness properties of u with respect to t and x. This leads to
so called anisotropic function spaces. In particular, the solution has to be differentiable with
respect to t (in a sense to be explained in a moment). It is convenient to consider u to be a
function in t with values u(t) in some function space with respect to x. We have taken this
point of view already when we wrote u(t, ). To make this idea precise, we recall the notion
of a Frechet-differentiable function for this case.
Definition 4.42 Let V be a normed space (over R) and f : [0, T ] V a function with
values in V .
(a) The function f is continuous in some t0 [0, T ] if lim kf (t) f (t0 )kV = 0. The space
tt0
of continuous functions on [0, T ] is denoted by C[0, T ; V ].

(b) The function f is differentiable
in t0 [0, T ] with value f 0 (t0 ) V if

(t0 )
lim f (t)f
f 0 (t0 ) = 0. The space of continuously differentiable functions is
tt0
tt0
denoted by C 1 [0, T ; V ].
185
Remark: If V is a Hilbert space with inner product (, )V then the following

product

1
rule hold. For f, g C [0, T ; V ] the scalar function h(t) = f (t), g(t) V , t [0, T ], is
differentiable and

h0 (t) = f 0 (t), g(t) V + f (t), g 0 (t) V , t [0, T ] .
The proof uses the same arguments as in the case where V = Rn .
We define the solution space X of the initialboundary value problem to be

X = C 0, T ; H01 (D) C 1 0, T ; L2 (D)
(4.48a)
and equip X with the weighted norm
kukX = max k a u(t)kL2 (D) + max k b u0 (t)kL2 (D) .
(4.48b)
0tT
0tT
Lemma 4.43 X is a Banach space. The norm is equivalent to

u 7 max ku(t)kH 1 (D) + max ku0 (t)kL2 (D) .
0tT
0tT
Proof: The equivalence is clearbecause k a ukL2 (D) is equivalent to the ordinary norm
in H01 (D) by Lemma 4.26 and k b kL2 (D) is equivalent to the ordinary norm in L2 (D) by
the boundedness of b and 1/b. All properties of a normed space are very easy to see. Only
the proof of completeness is a little more delicate, but follows the same arguments as in the
proofs of the completeness of C[0, T ] and C 1 [0, T ].
2
Definition 4.44 u is a (weak) solution of the initialboundary value problem (4.47a)(4.47c)
if u X such that u(0) = u0 , u0 (0) = u1 and
ZT h
i

b u (t), (t) L2 (D) au(t), (t) L2 (D) dt =
0
ZT

f (t, ), (t) L2 (D) dt
(4.49)
for all X with (0) = (T ) = 0.

We note that t 7 f (t, ) is in L2 (D) by Fubinis theorem and
Therefore, the righthand side of (4.49) is well defined.
RT
0
kf (t, )k2L2 (D) dt = kf kL2 ((0,T )D) .
The following analysis makes use of the spectral theorem (Theorem 4.28). We recall from
this theorem that there exist eigenvalues kn R and corresponding eigenfunctions {vn
H01 (D) : n N} such that
Z

a vn kn2 b vn dx = 0 for all H01 (D) ;
D
that is, using again the notion of the inner product (u, v) =
(vn , ) = kn2 (b vn , )L2 (D)
R
D
a u v dx in H01 (D),
for all H01 (D) .
(4.50)
186
Furthermore, the set {vn H01 (D) : n N} forms a complete orthonormal system in
H01 (D), (, ) , and
{kn vn : n N} forms a complete orthonormal system in
2
2
L (D), (b, )L (D) , see Theorem 4.28.
First we prove uniqueness.
Theorem 4.45 There exists at most one solution u X of (4.49).
Proof: Let u be the difference of two solutions. Then
u0 = 0,
u solves the problem for
1
u1 = 0, and f = 0. We define cn (t) by cn (t) = u(t), vn for n N. Then cn C [0, T ]. We
choose any C 1 [0, T ] such that (0) = (T ) = 0 and set (t) = (t)vm for an arbitrary
m N. We compute the inner products in (4.49) by using the orthogonality of vn with
respect to (, ) and of kn vn with respect to (b , )L2 (D) . This yields
1 0
c (t) 0 (t) ,
2 m
km

u(t), (t) = (t) u(t), vm = cm (t) (t) .

b u0 (t), 0 (t) L2 (D) = 0 (t) b u0 (t), vm L2 (D) =

au(t), (t) L2 (D) =
Inserting this into (4.49) yields
Z

1 0
0
c (t) (t) cm (t) (t) dt = 0
2 m
km
for all such and all m. Now we use Lemma 4.46 below which yields that cm C 2 [0, T ] and
c00m (t) + kn2 cm (t) = 0 on [0, T ]. Using the initial conditions cm (0) = 0 and c0m (0) = 0 yields
cm (t) = 0 for all t. This holds for all m N. The completeness of the system {vn : n N}
implies that u(t) vanishes for all t.
2
It remains to prove the following lemma which is sometimes called the Fundamental Theorem
of Calculus of Variations.
Lemma 4.46 Let h C 1 [0, T ] and g C[0, T ] such that
T

h0 (t) 0 (t) g(t) (t) dt = 0 for all C 1 [0, T ] with (0) = (T ) = 0 .
Then h C 2 [0, T ] and h00 (t) + g(t) = 0 for all t [0, T ] .

Rt
Proof: Define g(t) = 0 g(s)ds for t [0, T ]. Then g C 1 [0, T ]. We substitute g into the
variational equation and use partial integration. This yields
Z
0
T

h (t) + g(t) 0 (t) dt =
| {z }
=: c(t)
Z
0
c(t) 0 (t) dt = 0 for all C 1 [0, T ] with (0) = (T ) = 0 .
187
RT
Rt
Let now C[0, T ] be arbitrary. Define (t) = 0 (s)ds Tt 0 (s)ds for t [0, T ]. Then
C 1 [0, T ] with (0) = (T ) = 0. Therefore,
Z T
Z T
Z
Z T
1 T
0
0 =
c(t) (t) dt =
c(t) (t) dt
(s) ds
c(t) dt
T 0
0
0
0

Z T
Z
1 T
=
(t) c(t)
c(s) ds dt.
T 0
0
RT
Because this holds for all C[0, T ] we conclude that c(t) = T1 0 c(s) ds for all t. Therefore,
c is constant and thus h0 =
g + c C 1 [0, T ] and h00 (t) + g(t) = 0 for all t [0, T ].
2
We can draw a second conclusion from this lemma.
Corollary 4.47 Let f C[0, T ; L2 (D)] and u X be a solution of (4.49). Then, for all
H01 (D) the scalar function t 7 b u(t), L2 (D) is twice continuously differentiable and

d2
b
u(t),
+
L2 (D)
dt2
a u(t),

L2 (D)
f (t, ),

L2 (D)
(4.51)
for all t [0, T ].

Proof: Let H01 (D) and C 1 [0, T ] with (0) = (T ) = 0. We insert into (4.49)
which yields

ZT
ZT

d
0 (t)
b u(t), L2 (D) (t) au(t), ) L2 (D) dt = (t) f (t, ), L2 (D) dt .
dt
0

Now we apply Lemma 4.46 to h(t) = b u(t), L2 (D) and g(t) = au(t), ) L2 (D)

f (t, ), L2 (D) which yields the assertion because h is differentiable and g continuous . 2
The following simple result will be useful for the proofs of existence.
Lemma 4.48 Let H be a Hilbert space
with complete orthonormal system {hn : n N}.

n for all t [0, T ] and n N where n > 0 with
Let
c
C[0,
T
]
and
>
0
with
c
(t)
n
n
P n 2
n=1 n < . Define formally
u(t) =
cn (t) hn ,
t [0, T ] .
n=1
Then u C[0, T ; H] and kuk2C[0,T ;H]
n=1
n2 .
Proof: Let uN be the truncated series; that is,

uN (t) =
N
X
n=1
cn (t) hn ,
t [0, T ] .
188
Then uN C[0, T ; H]. We show that (uN ) is a Cauchy sequence in C[0, T ; H]. Indeed, for
N > M we have
N
N
X
X
2
2
kuN (t) uM (t)kH =
cn (t)
n2 .
n=M +1
n=M +1
Taking the maximum yields

kuN uM k2C[0,T ;H]
N
X
n2
n=M +1
and this tends to zero as N, M tend to infinity. Therefore, (uN ) is a Cauchy sequence in
C[0, T ; H] and thus convergent.
2
We will apply this result first to the case where H = H01 (D) with inner product (, ) and
complete orthonormal system {vn : n N} and then to H = L2 (D) with inner product
(b, )L2 (D) and complete orthonormal system {kn vn : n N}. This yields the following
corollary:

Corollary 4.49 Let cn C 1 [0, T ] and P
n > 0 with cn (t) n and c0n (t) kn n for all
2
t [0, T ] and n N where n > 0 with
n=1 n < . Define formaly
u(t) =
cn (t) vn ,
t [0, T ] .
n=1
Then u X and kuk2X 2
n=1
n2 .

Proof: Application of the previous lemma to cn in H01 (D), (, ) with respect to the
orthonormal system {vn : n N} yields that u C[0, T ; H01 (D)] and kuk2C[0,T ;H 1 (D)]
0

P 2
c0n
0
2
2 (D)
.
Then
we
apply
the
lemma
to
u
with
coefficients
in
L
(D),
(b,
)
with
L
n=1 n
kn
0
2
respect to the orthonormal system {kn vn : n N}. This proves that u C[0, T ; L (D)] and
P
|c0n |
2
ku0 k2C[0,T ;L2 (D)]
n=1 n because also kn n for all t and n. Adding the results yields
the assertion.
2
To prove existence we first consider the case of no source; that is, f = 0.
Theorem 4.50 For every u0 H01 (D) and u1 L2 (D) there exists a unique solution u of
(4.49) for f = 0 such that u(0) = u0 and u0 (0) = u1 . The solution is given by
X

u(t) =
n cos(kn t) + n sin(kn t) vn ,
t [0, T ] ,
n=1
where n and n are the expansion coefficients of u0 H01 (D) and u1 L2 (D) with respect
to {vn : n N} and {kn vn : n N}, respectively; that is,
u0 =
X
n=1
n vn ,
u1 =
n kn vn .
n=1
Furthermore, the solution operator (u0 , u1 ) u is bounded from H01 (D) L2 (D) into X.
189
Proof: To show that u X we apply the previous corollary with cn (t) = n cos(kn t) +
n sin(kn t). The assumptions are obviously satisfied because cn (t)2 n2 := 2n2 + 2n2 for
all t P
[0,T ] and n
N and, analogously, |c0n (t)| kn n for all t [0, T ] and n N

2
2
ku k2 + ku1 k2L2 (D,b dx) . Application of Corollary 4.49 yields u X.
and
n=1 n + n =
P 0
P
Furthermore, u(0) = n=1 n vn = u0 and u0 (0) =
n=1 kn n vn = u1 .PIt remains to prove
that u satisfies (4.49) for f = 0. Let X and expand (t) as (t) =
n=1 n (t) vn . Using
the orthogonality of {vn : n N} with respect to (, ) and of {kn vn : n N} with respect
to (b, )L2 (D) we conclude
ZT h
0

ZT
i
X

1 0
0
0
0
bu (t), (t) L2 (D) u(t), (t) dt =
c (t)n (t) cn (t)n (t) dt ,
kn2 n
n=1
where again cn (t) = n cos(kn t)+n sin(kn t) are the expansion coefficients of u(t). Let n N
be fixed. Using partial integration we conclude
ZT
0

ZT
1 0
1 00
0
c (t)n (t) cn (t)n (t) dt =
c (t) + cn (t) n (t) dt = 0
kn2 n
kn2 n
0
by the special form of cn (t). Therefore, u satisfies (4.49) for f = 0.

Let now f L2 (0, T ) D be arbitrary. We construct a particular solution
of the inho
1
2
mogeneous variational equation (4.49). We note that b f L (0, T ) D and, therefore,
t 7 1b f (t, ) can be
expanded with respect to the orthonormal system {kn vn : n N} in
2
L (D), (b, )L2 (D) ; that is,
X
1
f (t, ) =
fn (t) kn vn
b()
n=1
with fn (t) =
f (t, ), kn vn

L2 (D)
, n N.
(4.52)

2
Theorem
4.51
Let
f
L
(0,
T
)
D
with coefficients fn (t) of (4.52). Then u(t) =
P
n=1 an (t) vn , t [0, T ], with coefficients
Z

1 T
an (t) =
sin kn |t s| fn (s) ds , t [0, T ] , n N ,
(4.53)
2 0
Furthermore, the operator f u is bounded from
is a particular solution of (4.49).

L2 (0, T ) D into X.
Proof: First we note that u X. Indeed, we observe that an C 1 [0, T ] and |an (t)|2
R T
2
RT
1
|f (s)| ds T4 0 |fn (s)|2 ds for all t [0, T ] and n N and analogously |a0n (t)|2
4 0R n
2T
T
kn
|fn (s)|2 ds for all t [0, T ] and n N. Therefore, u X by Corollary 4.49 and
4
0
Z TX
XZ T
2
2
k
ukX c
|fn (s)| ds = c
|fn (s)|2 ds
0
Z
= c
0
kf (s, )k2L2 (D) ds = kf k2L2 ((0,T )D) .
190
P
Let now X with (0) = (T ) = 0 and expansion (t) =
n=1 n (t)vn . We fix n
and assume first that fn is continuous in [0, T ]. Then it is easy to check that even an
C 2 [0, T ] and an satisfies the differential equation a00n (t) + kn2 an (t) = kn fn (t). Multiplying
this equation with n C 1 [0, T ], integrating and using integration by parts (note that
n (0) = n (T ) = 0), yields
Z T
Z T

0
2
0
fn (t) n (t) dt .
an (t)n (t) kn an (t) n (t) dt = kn
0
By a density argument we conclude that this equation holds also if only fn L2 (0, T ).
Division by kn2 and summing these equations with respect to n yields

Z T
Z T
X
X
1 0
1
0
fn (t) n (t) dt ,
a (t)n (t) an (t) n (t) dt =
2 n
k
k
n
0
0
n
n=1
n=1
which can again be written as
Z
Z T

0

0
b
u (t), (t) L2 (D) u(t), (t) dt =
0

f (t), (t) L2 (D) dt .
2
As a corollary we have existence and uniqueness for the general inhomogeneous problem.

Corollary 4.52 For every u0 H01 (D) and u1 L2 (D) and f L2 (0, T ) D there exists
a unique solution u X of (4.49) such that u(0) = u0 and u0 (0) = u1 . The solution is
given by the sum u = u + u of the particular solution u constructed in Theorem 4.51 and the
solution u of the homogeneous differential equation with initial values u(0) = u0 u(0) and
u0 (0) = u1 u0 (0); that is,

X

a0n (0)
u(t) =
n an (0) cos(kn t) + n
sin(kn t) + an (t) vn
(4.54)
k
n
n=1
for t [0, T ] where n and n are the expansion coefficients of u0 H01 (D) and u1 L2 (D)
with respect to {vn : n N} and {kn vn : n N}, respectively, and an (t) are defined in (4.53).
Furthermore, the solution u X depends continuously on u0 , u1 , and f ; that
is, the solution
operator (u0 , u1 , f ) 7 u is bounded from H01 (D) L2 (D) L2 (0, T ) D into X.
By the same arguments we can prove the following regularity result.
Theorem 4.53 Let f C 1 [0, T ; L2 (D)] and u0 = 0 and u1 H01 (D) and u X be the
solution of (4.49). Then u0 C 0, T ; H01 (D) and u00 C 0, T ; L2 (D) ; that is, u0 X.

1
2
=
Furthermore, the
mapping
(u
,
f
)
7
u
is
bounded
from
H
(D)
L
(0,
T
)
D
into X
1
0

1
1
2
2
C 0, T ; H0 (D) C 0, T ; L (D) equipped with the canonical norm analogously to (4.48b).
The solution satisfies the differential equation pointwise with respect to t; that is

b u00 (t), L2 (D) + a u(t), L2 (D) = f (t, ), L2 (D)
for all H01 (D) and all t [0, T ], compare (4.51).
(4.55)
191
Proof: First we consider the particular solution u of Theorem 4.51 and write (4.53) as

Z t
Z T
1
sin(kn (t s)) fn (s) ds +
sin(kn (s t)) fn (s) ds
an (t) =
2 0
t
"
t Z t

1
=
cos(kn (t s)) fn0 (s) ds
cos(kn (t s)) fn (s)
2kn
0
0
#
T
Z T

cos(kn (s t)) fn0 (s) ds
cos(kn (s t)) fn (s) +
t
and
a0n (t)
Z t

Z T
kn
=
cos(kn (t s)) fn (s) ds
cos(kn (s t)) fn (s) ds
2
0
t
"
t Z t

1
sin(kn (t s)) fn0 (s) ds
= sin(kn (t s)) fn (s) +
2
0
0
#
T
Z T

sin(kn (s t)) fn (s) +
sin(kn (s t)) fn0 (s) ds
t
and thus

c1
c2
kfn k + kfn0 kL2 (0,T )
kfn kL2 (0,T ) + kfn0 kL2 (0,T ) ,
kn
kn

|a0n (t)| c2 kfn kL2 (0,T ) + kfn0 kL2 (0,T ) ,

|a00n (t)| = |kn2 an (t) + kn fn (t)| c3 kn kfn kL2 (0,T ) + kfn0 kL2 (0,T )
|an (t)|
for all t [0, T ]. Here we used the estimate max0tT |(t)|2 2 max{T, 1/T } kk2L2 (0,T ) +

k0 k2L2 (0,T ) for any function C 1 [0, T ] (see Exercise 4.10). Differentiating (4.54) for the
case n = 0 yields
u0 (t) =
X

kn an (0) sin(kn t) +

kn n a0n (0) cos(kn t) + a0n (t) vn ,
n=1
u00 (t) =
X
2
kn an (0) cos(kn t) +

kn a0n (0) kn2 n sin(kn t) + a00n (t) vn .
n=1
Now
from the above estimates of an (t), a0n (t), and a00n (t) and the fact that
P we2 observe
2
2
n=1 kn n = ku1 kH01 (D) that the coefficients of this series satisfy the assumptions of Corollary 4.49. This shows that u0 X.

2
Equation (4.51) follows from the observation that dtd 2 b u(t), L2 (D) = b u00 (t), L2 (D) be

cause u C 2 0, T ; L2 (D) .
2
We finish this part with an explicit example which shows that one can not weaken the
assumptions on f for deriving the C 1 regularity of u.
192
Example 4.54 Let D = (0, )3 R3 and a = c = 1 and T > 2. The Dirichlet eigenvalues
of in D are given by kn = |n|, n N3 , with corresponding eigenfunctions
vn (x) =
3
Y
1
sin(nj xj ) ,
(/2)3/2 |n| j=1
x D , n N3 .
They p
are normalized such that kvn k = kvn kL2 (D) = 1 and kvn kL2 (D) = 1/|n|. We set
n = |n|2 |n| for n N3 and define f by
f (t, x) =
fn sin(n t) |n| vn (x) ,
t [0, T ] , x D ,
nN3
where the coefficients fn are such that
fn2 < . Then
kf (t, )k2L2 (D) =
fn2 sin2 (n t) ,
t [0, T ] ,
nN3
P
2
because {|n|vn : n N3 } is an orthonormal system in L2 (D). By kf (t, )k2L2 (D)
nN3 fn
we observe that f C[0, T ; L2 (D)]. The solution of the initial boundary value problem with
u0 = u1 = 0 is given by

X
n
sin(|n|t) vn (x) , t [0, T ] , x D ,
u(t, x) =
fn sin(n t)
|n|
3
nN
as one checks directly by term-by-term differentiation, which can be made rigorously by

investigating the convergence. The normalization of vn yields
ku(t, )k2
fn2
nN3
2
n
sin(|n|t) ,
sin(n t)
|n|
t [0, T ] .
If u C 1 [0, T ; H01 (D)] then

u0 (t) =
X

2

fn n cos(n t) cos(|n|t) vn and ku0 (t)k2 =
fn2 2n cos(n t) cos(|n|t)
nN3
nN3
for t [0, T ]. Integration yields

Z
T
0
ku
(t)k2
dt =
fn2 2n
"
=
nN3

cos2 (n t) + cos2 (|n|t) 2 cos(n t) cos(|n|t) dt
nN3
T
fn2 2n
sin(2n T ) sin(2|n|T ) sin (n + |n|)T

+
T+
4n
4|n|
n + |n|
sin (|n| n )T
|n| n
#
.
193
Now we observe that |n| n = 21 + O(1/|n|). Therefore we can choose > 0 such that
2 + < T and then N so large such that
1
1
1
1
+
+
+
2 + for |n| N .
4n 4|n| n + |n| |n| n
This yields
Z
ku0 (t)k2 dt (T 2 )
fn2 2n
|n|N
which implies that f C 1 [0, T ; L2 (D)].
After the scalar wave equation we consider now the timedependent Maxwell system; that
is,
H
(t, x) = 0 , (t, x) (0, T ) D ,
t
E
curl H(t, x) (x)
(t, x) = Je (t, x) , (t, x) (0, T ) D ,
t
curl E(t, x) + (x)
(4.56a)
(4.56b)
with boundary conditions

(x) E(t, x) = 0 for (t, x) (0, T ) D ,
(4.56c)
E(0, x) = e0 (x) and H(0, x) = h0 (x) for x D .
(4.56d)
and initial conditions
Again we need some conditions on the electrical parameter. Therefore, we make the following
assumptions on the data:
, L (D) such that (x) c > 0 and (x) c > 0 on D for some c > 0,

Je L2 (0, T ) D ,
e0 H0 (curl, D) and h0 H(curl, D).
We define the solution space X for the pair (E, H) by X = Xe Xh where

Xe = C 0, T ; H0 (curl, D) C 1 0, T ; L2 (D, C3 ) ,

Xh = C 0, T ; H(curl, D) C 1 0, T ; L2 (D, C3 ) ,
(4.57a)
(4.57b)
and equip X with the product norm k(E, H)kX = kEk + kHk with
kuk = max ku(t)kH(curl,D) + max ku0 (t)kL2 (D)
0tT
where u = E or u = H.
0tT
(4.57c)
194
Definition 4.55 (E, H) is a solution of the initial-boundary value problem (4.56a)(4.56d)

if (E, H) X such that E(0) = e0 , H(0) = h0 and
curl E(t) + H 0 (t) = 0 for all t [0, T ] ,
(4.58a)
curl H(t) E 0 (t) = Je (t, )
(4.58b)
for all t [0, T ] .
We observe that the solution space is not symmetric with respect to E and H because of the
boundary condition for E. The following analysis makes use of the Helmholtz decompositions
of Theorem 4.21; that is,
L2 (D, C3 ) = H0 (curl 0, D) V0, ,
H0 (curl, D) = H0 (curl 0, D) V0, ,
H(curl, D) = H(curl 0, D) V ,
where the spaces have been defined in (4.10a)(4.10e) when we take A = I or A = I,
respectively; that is,

V = u H(curl, D) : (u, )L2 (D) = 0 for all H(curl, D) with curl = 0 ,

V0, = u H0 (curl, D) : (u, )L2 (D) = 0 for all H0 (curl, D) with curl = 0 ,

V0, = u L2 (D, C3 ) : (u, )L2 (D) = 0 for all H0 (curl, D) with curl = 0 .
We recall (see Remark 4.22) that V0, and V are just the orthogonal complements of
H0 (curl 0, D) and H(curl 0, D), respectively, with respect to the inner products
(u, v), = (1 curl u, curl v)L2 (D) + ( u, v)L2 (D) ,
(u, v), = (1 curl u, curl v)L2 (D) + ( u, v)L2 (D) ,
respectively, see (4.13a), (4.13b). We note that both norms are equivalent to the ordinary
norm in H(curl, D). Analogously, V0, is the orthogonal complement of H0 (curl 0, D) in
L2 (D, R3 ) with respect to the inner product ( u, v)L2 (D) .
We recall the spectral theorem (Theorem 4.34) for the Maxwell system. We proved the
existence of an infinite number of eigenvalues n > 0 and corresponding eigenfunctions
vn V0, such that

1 curl vn , curl L2 (D) = n2 vn , L2 (D) for all H0 (curl, D) .
(4.59)
The functions vn are normalized such that kvn k2, = k1/2 curl vn k2L2 (D) + k1/2 vn k2L2 (D) = 1
for all n N. Then we saw that the system {vn : n N}
system

pis a complete orthonormal
1 + n2 vn : n N is a complete
in V0, with respect to the inner product (, ), and
orthonormal system in V0, with respect to (v, w)L2 (D) . Furthermore, we saw in Lemma 4.35
that wn = n1 curl vn , n N, form a complete orthonormal system in V with respect to
the inner product (, ), .
Now we turn to the investigation of the Maxwell system (4.56a)(4.56d). First we prove
uniqueness.
195
Theorem 4.56 There exists at most one solution of (4.58a), (4.58b) with E(0) = e0 and
H(0) = h0 .
Proof: Let (E, H) be the difference of two solutions. Then (E, H) solves the system for
Je = 0, e0 = 0, and h0 = 0. Let first H(curl 0, D). Then, from (4.58a),

d
d
curl E(t), L2 (D) +
H(t), L2 (D) =
H(t), L2 (D)
dt
dt

for all t because curl E(t), L2 (D) = E(t), curl L2 (D) = 0. Therefore, H(t), L2 (D)
is constant and thus zero for all t because of the initial condition H(0) = 0. Therefore,
H(t) V for all t [0, T ]. By the same arguments for H0 (curl 0, D) and equation
(4.58b) one shows that E(t) V0, for all t [0, T ]. Now we multiply equation (4.58a) by
wn for some n and have
0 =
0 = curl E(t), wn
= E(t), curl wn
= n E(t), vn
L2 (D)
L2 (D)

L2 (D)

d
H(t), wn L2 (D)
dt

d
H(t), wn L2 (D)
+
dt

d
H(t), wn L2 (D)
+
dt
+
and analogously

d
E(t), vn L2 (D)
dt

d
E(t), vn L2 (D)
= H(t), curl vn L2 (D)
dt

d
E(t), vn L2 (D) .
= n H(t), wn L2 (D)
dt

Therefore, E(t), vn L2 (D) and H(t), wn L2 (D) solve a homogeneous linear system of
ordinary differential
equations of

first order with homogeneous initial data. Therefore,
E(t), vn L2 (D) and H(t), wn L2 (D) have to vanish for all t and n N. The completeness
of {vn : n N} in V0, and of {wn : n N} in V implies that E(t) and H(t) vanish for all
t [0, T ].
2
0 = curl H(t), vn
L2 (D)
Next we show existence for the special case Je = 0.

Theorem 4.57 For all e0 H0 (curl, D) and h0 H(curl, D) there exists a unique solution
of (4.58a), (4.58b) for Je = 0.
0 ) with
Proof: We decompose the pair (e0 , h0 ) into the sum (e0 , h0 ) = (e00 , h00 ) + (
e0 , h
0
0
(e0 , h0 ) H0 (curl 0, D) H(curl 0, D) and (

e0 , h0 ) V0, V . Then the solution (E, H)
0 ), respectively. The solution
is the sum of the solutions with initial data (e00 , h00 ) and (
e0 , h
196
corresponding to initial data (e00 , h00 ) is just the constant (with respect to time t); that is,
E 0 (t) = e00 and H 0 (t) = h00 for all t [0, T ].
0 ) V0, V . We
H)
corresponding to initial data (
We now construct the solution (E,
e0 , h
expand the initial data in the forms
e0 =
n vn ,
0 =
h
n=1
n w n
n=1
where {vn : n N} in V0, and {wn P

: n N} in V are the P
orthonormal systems studied
2
2
2
2
above. Then, by Parsevals identity, n=1 n = k
e0 k, and
n=1 n = kh0 k, . We make
an ansatz in the form
E(t)
=
an (t) vn ,
H(t)
=
n=1
bn (t) wn ,
t [0, T ] ,
n=1
where an , bn C 1 [0, T ]. Substitution of these series into equations (4.58a), (4.58b) for Je = 0
yields formally
0 =
X
an (t) curl vn + b0n (t) wn
n=1
0 =
X
X

n an (t) + b0n (t) wn ,
n=1
bn (t) curl wn a0n (t) vn
n=1
X

n bn (t) a0n (t) vn .
n=1
The linear independence of the systems {vn : n N} in V0, and {wn : n N} in V yields
the following system of ordinary differential equations
n an (t) + b0n (t) = 0 ,
n bn (t) a0n (t) = 0 ,
t [0, T ] ,
(4.60)
with initial conditions an (0) = n , bn (0) = n . Solving it yields
E(t)
=
X

n cos(n t) + n sin(n t) vn ,
t [0, T ] ,
n=1
H(t)
=
X

n sin(n t) + n cos(n t) wn ,
t [0, T ] .
n=1
These functions belong to Xe and Xh , respectively. Indeed, by Corollary 4.49 we have to

check uniform estimate of c(t) = n cos(n t) + n sin(n t) and of c(t) = n sin(n t) +
n cos(n t), respectively, and of there derivatives.
for both cases we have that
PIndeed,
2
2
2
2
0
2
0 k2 . This proves
|c(t)| 2n + 2n =: n and |c (t)| n n and n=1 n = k
e0 k2, + kh
,
the theorem.
2
Now we have to determine particular solutions of the inhomogeneous differential equations;
that is, for Je 6= 0. We make the following additional assumption on Je :
Assumption: Let Je be of the form Je (t) = (t) F , t [0, T ], for some F L2 (D, C3 ) and
some scalar function C 1 [0, T ].
197
Again, we decompose F in the form

F = F 0 + F
with F 0 H0 (curl 0, D) and F V0, .
A particular solution is obtained as the sum of solutions with righthand side F 0Rand with F ,
t
respectively. A solution (E 0 , H 0 ) with righthand side F 0 is simply E 0 (t) = 0 (s) ds F 0
and H 0 (t) = 0.
Now
consider F V0, as righthand side. ThenF has an expansion
in the form F =
P we p
P
2
2
2
2
1 + n vn (convergence in L (D)) with k F kL2 (D) =
n=1 fn . We make an
n=1 fn
in the forms
ansatz for E and H
E(t) =
X
n=1
an (t) vn ,
H(t)
=
bn (t) wn ,
t [0, T ] ,
n=1
Using the relationship between vn and wn a substitution into the Maxwell system yields,
using the system
p
n an (t) + b0n (t) = 0 , n bn (t) a0n (t) = 1 + n2 (t) fn . t [0, T ]
(4.61)
(compare to (4.60)). We can either eliminate an or bn from the system. Because of the
differentiability of we eliminate bn and arrive at
p
1 + n2 fn 0 (t) , t [0, T ] .
a00n (t) + n2 an (t) =
A solution is given by
p
Z T
1 + n2
an (t) =
fn
sin(n |t s|) 0 (s) ds , t [0, T ] .
2 n
0

Then an (t) ck0 k |fn | and a0n (t) c n k0 k |fn | for all t [0, T ] and
n
N where the

constant c is independent
of n or t. Solving for bn yields the estimates bn (t) c (kk +

k0 k ) |fn | and b0n (t) c n k0 k |fn | for all t [0, T ] and n N. Corollary 4.49 yields
H)
X = Xe Xh and ends the proof.
(E,
2
Collecting our results we can formulate the following theorem for the time dependent cavity
problem.
Theorem 4.58 Let e0 H0 (curl, D) and h0 H(curl, D) and Je of the form Je (t) =
(t) F , t [0, T ], for some F L2 (D, C3 ) and some scalar function C 1 [0, T ]. Then
there exists a unique solution (E, H) X = Xe Xh of the system (4.56a), (4.56b).
As a final remark we note that we can replace the assumption (, F ) C 1 [0, T ] L2 (D, C3 )
in the theorem by the assumption (, F ) C[0, T ] H0 (curl, D). Then F V0, , and we
solve the system (4.61) for bn and proceed as before.
198
4.4
Exercises
Exercise 4.1 Let D R3 be an open set and u C(D). Show that the support of u as
defined at the beginning of Subsection 4.1.1 can be expressed as the closure of the set S D,
given by S = {x D : u(x) 6= 0}.
Exercise 4.2 Let U R3 be open and bounded und u the characteristic function of U ; that
is, u(x) = 1 for x U and u(x) = 0 outside of U . Let C0 (R3 ) be as in Theorem 4.7.
Show that uk = u k converges to u in L2 (R3 ).
Hint: Use the theorem of dominated convergence!
Exercise 4.3 Show that C0 (R3 ) is dense in H 1 (R3 ). Therefore, H01 (R3 ) coincides with
H 1 (R3 ).
Hint: Use the technique of Lemma 4.18.
Exercise 4.4 Prove that H01 (R3 ) is not compactly imbedded in L2 (R3 ).
Hint: Take a non-vanishing C0 (R) and some a R3 , a 6= 0, and discuss the sequence
un (x) = (x + na), x R3 , n N.
Exercise 4.5 Show that the vector field F in Definition 4.1 is unique if it exists.
Hint: Use Exercise 4.3!
Exercise 4.6 Let D R3 be symmetric with respect to x3 = 0; that is, x D x D
where a = (a1 , a2 , a3 )> for any a = (a1 , a2 , a3 )> C3 . Let D = {x D : x3 0} and
C 1 (D ) and v C 1 (D , C3 ). Extend and v into D by reflection; that is,

(x) , x D ,
v(x) , x D ,
(x)
=
v(x) =
+
(x ) , x D ,
v (x ) , x D+ .
Show that H 1 (D) and v H(curl, D).
Hint: Show that

(x)
(x) ,
x D ,

() (x ) , x D+ ,

curl v(x) =
curl v(x) ,
x D ,

(curl v) (x ) , x D+ ,
are the gradient and curl, respectively.

Exercise 4.7 Construct a function C (R) such that (t) = 0 for |t| 1 and (t) = 1
for |t| 1/2.
Hint: Define by (t) = exp(1/t) for t > 0 and (t) = 0 for t 0. Discuss and choose
as a proper rational combination of (1 t2 ) and (t2 1/4).
Exercise 4.8 Prove that for open and bounded D R3 the space H01 (D) is a proper
subspace of H 1 (D).
Hint: Show that functions v with v v = 0 in D are orthogonal to H01 (D).
4.4. EXERCISES
199
Exercise 4.9 Show that for any v H01 (D) the extension by zero belongs to H 1 (R3 ); that
is, v H 1 (R3 ) where v = v in D and v = 0 in R3 \ D.

Exercise 4.10 Prove that |(t)|2 2 max{T, 1/T } kk2L2 (0,T ) +k0 k2L2 (0,T ) for all t [0, T ]
and any function C 1 [0, T ].
Hint: Use the Fundamental Theorem of Calculus of Variations.
Exercise 4.11 In Theorem 4.13 the existence of an extension operator is proven. Why is
this not an obvious fact by our definition of H 1 (D) as the space of restrictions of H 1 (R3 )?
Exercise 4.12 Show that C0 (R3 , C3 ) is dense in H(curl, R3 ).
Hint: Compare with Exercise 4.3.
Exercise 4.13 Let Q = (R, R)3 . Show that the following inclusions hold and are bounded:
H0 (curl, Q) , Hper (curl, Q) , H(curl, Q) .
Hint: Follow the arguments of the proof of Lemma 4.37.
Exercise 4.14 Why is, even for bounded sets D, the space H0 (curl, D) not compactly
imbedded in L2 (D, C3 )?
Hint: Use the Helmholtz decomposition!
Exercise 4.15 Prove Theorem 4.23; that is, show the decompositions of L2 (D, C3 ) and
H0 (curl, D) in the form
L2 (D, C3 ) = L2 (divA 0, D) H0 (D) ,
H0 (curl, D) = H0 (curl, divA 0, D) H0 (D) .
Hint: Use the arguments as in the proof of Theorem 4.21.

Exercise 4.16 Prove the following version of the Fundamental Theorem of Calculus of
Variations.
Let u L1 (0, T ) and v C[0, T ] such that
Z T
0

(t) u(t) + (t) v(t) dt = 0 for all C 1 [0, T ] with (T ) = 0 .
0
Then u C 1 [0, T ] and u(0) = 0 and u0 = v on [0, T ]. If the variational equation holds for
all C 1 [0, T ] then also u(T ) = 0.
Hint: Use the methods of the proof of Lemma 4.46.
Exercise 4.17 Let D = B3 (0, R) be a ball. Show explicitely the Helmholtz decomposition
by using the results of Chapter 2.
200
Chapter 5
Boundary Integral Equation Methods
for Lipschitz Domains
For the boundary value problems of Chapters 3 and 4 we made assumptions which are
often not met in applications. Indeed, the classical integral equation methods discussed
in Chapter 3 require smoothness of the boundary D. In case of the cavity problem of
Chapters 4 just a homogeneous boundary condition has been treated. Both restrictions are
connected because if we like to weaken the regularity of the boundary, or if we like to allow
for more general boundary conditions we have to investigate the traces of the functions or
vector fields on the boundary D in detail. Therefore, we continue in Subsections 5.1.1 and
5.1.2 by introducing Sobolev spaces which appear as the range spaces of the trace operators
and prove denseness, trace theorems and compact imbedding results. Finally we use these
results to extend the boundary integral equation methods for Lipschitz domains.
5.1
Advanced Properties of Sobolev Spaces
We recall Definition 6.7 for the notion of a Lipschitz domain. Let B2 (0, ) R2 be the two
dimensional disk of radius .
Definition 5.1 We call a region D R3 to be a Lipschitz domain, if there exists a finite
number of open cylinders Uj of the form Uj = {Rj x + z (j) : x B2 (0, j ) (2j , 2j )}
with z (j) R3 and rotations Rj R33 and real valued Lipschitz-continuous S
functions j
C(B2 [0, j ]) with |j (x1 , x2 )| j for all (x1 , x2 ) B2 [0, j ] such that D m
j=1 Uj and

Rj x + z (j) : (x1 , x2 ) B2 (0, j ) , x3 = j (x1 , x2 ) ,

D Uj = Rj x + z (j) : (x1 , x2 ) B2 (0, j ) , x3 < j (x1 , x2 ) ,

Uj \ D = Rj x + z (j) : (x1 , x2 ) B2 (0, j ) , x3 > j (x1 , x2 ) .
D Uj =
We call {Uj , j : j = 1, . . . , m} a local coordinate system of D. For abbreviation we denote

201
202
5 BIE FOR LIPSCHITZ DOMAINS
by
Cj = Cj (j , j ) = B2 (0, j ) (2j , 2j )

= x = (x1 , x2 , x3 ) R3 : x21 + x22 < j2 , |x3 | < 2j
the cylinders with parameters j and j . We can assume without loss of generality that
j j (otherwise split the parameter region into smaller ones). Furthermore, we define
the three-dimensional balls Bj = B3 (0, j ) Cj and introduce the mappings
x1
j (x) = Rj
+ z (j) , x = (x1 , x2 , x3 )> Bj ,
x2
j (x1 , x2 ) + x3
and their restrictions j to B2 (0, j ); that is,
x1
+ z (j) ,
x2
j (
x) = Rj
j (x1 , x2 )
x = (x1 , x2 )> B2 (0, j ) .
By Rademachers result [21] (see also [9], Section 5.8, and Remark 6.8) we know that j is
differentiable almost everywhere on B2 (0, j ). This yields
a parametrization

q of D Uj in
j j p
the form y = j (
x) for x B2 (0, j ) with x1 x2 = 1 + |j |2 1 + L2j where Lj
denotes the Lipschitz constant of j .
j (Bj ). Then D Sm U 0 and Bj (R2 {0}) = B2 (0, j ) {0}, and
We set Uj0 =
j=1 j

j (x) : x Bj , x3 = 0 = j (
x) : x B2 (0, j ) ,

j (x) : x Bj , x3 < 0 ,
D Uj0 =

j (x) : x Bj , x3 > 0 .
Uj0 \ D =
D Uj0 =
j flatten the boundary.

Therefore, the mappings
0 (x) R33 is given by
We note that the Jacobian
j
1
0
0
0j (x) = Rj
0
1
0
1 j (
x) 2 j (
x) 1
where ` j = j /x` for ` = 1, 2 and x = (x1 , x2 ). Therefore, these Jacobians are regular
0j (x) = 1 and
j are isomorphisms from Bj onto Uj0 for every
with constant determinant det
j = 1, . . . , m.
These parametrizations allow it to transfer the notion of (periodic) Sobolev spaces on two
dimensional planar domains to the boundary D. We begin with Sobolev spaces of scalar
functions in Subsection 5.1.1 and continue with vector-valued functions in Subsection 5.1.2.
5.1. ADVANCED PROPERTIES OF SOBOLEV SPACES
5.1.1
203
Sobolev Spaces of Scalar Functions
We note first that Greens formula and the transformation formula hold in the form of
Theorem 6.12 and Remark 6.8, respectively, for Lipschitz domains and sufficiently smooth
functions. This theorem is, e.g. used in the following simple result.
Lemma 5.2 Let D be a bounded Lipschitz domain.
(a) Let u C 1 (D) with u = 0 on D. Then the extension u of u by zero outside of D
yields u H 1 (R3 ) and
u = u in D and
u = 0 outside of D.
(b) Let R R33 be an orthogonal matrix and z R3 . For u H 1 (D) define v(x) =
u(Rx + z) on V = {x R3 : Rx + z D}. Then v H 1 (V ) and v(x) = R> u(Rx +
z).
Proof: (a) Set g = u in D and zero outside of D. Then g L2 (R3 , C3 ), and for
C0 (R3 ) we have by partial integration:
Z
Z
Z
Z
u dx =
u dx =
u dx +
u ds
R3
D
D
D
|
{z
}
= 0
Z
u dx =
g dx .
R3
(b) Let C0 (V ). With the substitution y = Rx + z we have

Z
>
R
u(y)|y=Rx+z (x) dx
V
= R
>
>
u(y) R (y z) dy = R
>
u(y) R (x)|x=R> (yz) dy

D
Z
u(y) (x)|x=R> (yz) dy =
v(x) (x) dx .
V
This shows that v(x) = R> u(y)|y=Rx+z .
An important property of Sobolev spaces on Lipschitz domains D is the denseness of the

space C (D). Its proof is technically complicated.
Theorem 5.3 Let D be a bounded Lipschitz domain. Then C (D) is dense in H 1 (D).
Proof: The idea of the proof is to transform the given function u H 1 (D) onto a cylinder
by using a partition of unity and local coordinates. In a cylinder we construct a smooth
approximation of the transformed function. Finally, we transform back the approximation.
We seperate the proof into four steps.
(i) Let u H 1 (D) and {Uj , j : j = 1, . . . , m} be a local coordinate system. Set U0 = D
204
and choose a partition of unity {j : j = 0, . . . , m} on D subordinate to {Uj : j = 0, . . . , m}

(see Theorem 6.9). Set uj (y) = j (y)u(y) for j = 0, . . . , m and y D. For j = 1, . . . , m
we transform uj by the definition vj (x) = uj (Rj x + z (j) ), x Cj , where Cj = B2 (0, j )
(2j , 2j ) and

Cj := x = (
x, x3 ) Cj : x3 < j (
x)
where again x = (x1 , x2 ). We observe that vj H 1 (Cj ) by the chain rule of part (b) of
Lemma 5.2. Furthermore, with
Vj (t) := {x Cj : |
x| > j t or x3 < 2j + t}
we note that there exists > 0 with vj (x) = 0 in the neighborhood Vj (2) of Cj Cj
because the support of j is contained in Uj . The reader should sketch the sets Cj , Cj , and
Vj (t).
(ii) Let a = (0, 0, L+1)> where L is larger than all of the Lipschitz constants of the functions
j and set
Z
vj (x) = (vj )(x a) =

vj (y) (x a y) dy
Cj \Vj (2)
where C (R3 ) denotes the mollifier function from (4.7). Its most important properties
had been collected in Theorem 4.7. In particular, we have that vj C0 (R3 ) and vj vj in
L2 (R3 ) as tends to zero, the latter property because the zero-extension of vj is in L2 (R3 ).
Next we show that vj vanishes on Vj () for . First we note that the integral in the
y | j 2
definition of vj is taken over Cj \Vj (2). Therefore, for y Cj \Vj (2) we have |
and y3 2j + 2.
Let first x Cj with |
x| j . Then |xay| |
x y| |
x||
y | j (j 2) =
. Therefore, vj (x) = 0 for these x.

Let second x Cj with x3 2j + . Then |x a y| |x3 (L + 1) y3 |
y3 x3 + (L + 1) 2j + 2 + 2j + (L + 1) . Therefore, vj (x) = 0 for these
x.
(iii) We show now that vj converges to vj even in H 1 (Cj ). Let < /(L + 2) and x
Cj \ Vj (). Then
Z
Z
vj (y) x (x a y) dy =
vj (y) y (x a y) dy .
vj (x) =
Cj
Cj
We show that the function y 7 (x a y) belongs to C0 (Cj ). It is sufficient to prove

that the ball B3 (x a, ) is contained in Cj . Therefore, let y B3 (x a, ).
Then, first, |
y | |
x| + |
y x| j + j .
Second, y3 x3 (L + 1) |x3 (L + 1) y3 | 2j + (L + 1) 2j because
(L + 2) .
Third, y3 x3 (L + 1) + |y3 x3 + (L + 1))| j (
x) L j (
y ) + L|j (
y ) j (
x)| L
j (
y ). This proves that y 7 (x a y) belongs to C0 (Cj ).
By the definition of the weak derivative we have that
Z
vj (x) =
vj (z) (x a z) dz .
(5.1)
Cj
205
For < /(L + 2) and x Vj () both sides of (5.1) vanish. Therefore, (5.1) holds for all
x Cj and thus (vj )(x) = (gj )(x a) for x Cj where gj = vj on Cj and gj = 0
on R3 \ Cj . By Theorem 4.7 we conclude again that (gj )(x a) converges to gj in
L2 (R3 ) and thus vj |Cj to vj in L2 (Cj ). This proves vj vj in H 1 (Cj ) as tends to
zero for every j = 1, . . . , m.

(iv) In the last step we transform back the function and set uj (y) = vj Rj> (y z (j) ) for
j = 1, . . . , m and y Uj D. We note that uj C0 (Uj D) and uj j u in H 1 (Uj D).
This holds for all j = 1, . . . , m. We extend uj by zero into all of D. Finally, we note that
u0 H 1 (D) with compact support in U0 =PD and thus u0 = u0 converges to u0 = 0 u
in H 1 (D). To finish the proof we set u = m

j=0 uj in D and conclude that u C0 (D) and
P
m
u converges to j=0 j u = u in H 1 (D).
2
We apply this result and prove the following chain rule (compare with part (b) of Lemma 5.2).
Corollary 5.4 Let U, V R3 be bounded Lipschitz domains and : V U a diffeomorphism from V onto U in the sense that and 1 are continuous on V and U , respectively,
and differentiable at almost all points x V and y U , respectively, such that the Jacobians
0 and (1 )0 are essentially bounded; that is, 0 L (V, R33 ) and (1 )0 L (U, R33 ).
Then, for u H 1 (U ) the composition v = u belongs to H 1 (V ), and the chain rule holds
in the form
v(x) = 0 (x)> u(y)|y=(x) , x V .
(5.2)
The mapping u 7 u is bounded from H 1 (U ) into H 1 (V ).
Proof : For u C (U ) we have by the transformation formula
Z
Z

2
1
2

dy
|u(y)|2
u (x) dx =
kvkH 1 (V ) =
0
det 1 (y)
U
V
c kuk2L2 (U )
and analogously with v(x) = 0 (x)> u(y)|y=(x) almost everywhere
Z

2
0
2
kvkH 1 (V ) k k u (x) dx c k0 k kuk2L2 (U ) .
V
Therefore, the mapping u 7 v = u has a bounded extension from H 1 (U ) into H 1 (V ).

Therefore, formula (5.2) extends to all of H 1 (U ).
2
We continue by defining Sobolev spaces of periodic functions as we have done it already in
1
Chapter 4. Definition 4.12 of Hper
(Q3 ) is included in the following definition. For the sake
of a simpler notation we restrict ourselves to cubes in Rd with edge length 2.
Definition 5.5 Let Q = (, )d Rd be the cube in Rd for d = 2 or d = 3. For any scalar
function v : (, )d C the Fourier coefficients vn C for n Zd are defined as
Z
1
vn =
v(y) ei ny dy , n Zd .
(2)d Q
206
s
Let s 0 be any real number. The space Hper
(Q) is defined by
(
)
X
s
Hper
(Q) = v L2 (Q) :
(1 + |n|2 )s |vn |2 <
nZ3
with norm
s (Q) = (2)
kvkHper
sX
(1 + |n|2 )s |vn |2 .
nZ3
1
We recall from Lemma 4.37 that H01 (Q) Hper
(Q) H 1 (Q) with bounded inclusions.
1
Therefore, on H01 (Q) the norms of Hper
(Q) and H 1 (Q) are equivalent.
Such a definition of Sobolev spaces of periodic functions is useful to prove, e.g., imbedding
theorems as we did in Chapter 4. We have seen in Theorem 4.14 that H01 (D) is compactly
imbedded in L2 (D). This can be carried over to periodic Sobolev spaces of any order.
Theorem 5.6 Let Q = (, )d Rd be the cube in Rd for d = 2 or d = 3. For 0 s < t
s
t
(Q).
(Q) is compactly imbedded in Hper
the space Hper
2
Proof: see Exercise 5.1
The generalization of the definition of Sobolev spaces with respect to any s R>0 , especially
s = 21 , is a key ingredient and leads to our first elementary trace theorem.
Theorem 5.7 Let again Q3 = (, )3 R3 denote the cube in R3 and Q2 = (, )2 R2
the corresponding square in R2 . The trace operator 0 : u 7 u|Q2 {0} from the spaces of
1
(Q3 ) into
trigonometric polynomials P(Q3 ) into P(Q2 ) has a bounded extension from Hper
1/2
Hper (Q2 ). Here and in the following we often identify Q2 {0} with Q2 .
Furthermore, there exists a bounded right inverse of 0 ; that is, a bounded operator :
1/2
1
1
Hper (Q2 ) Hper
(Q3 ) with 0 = id. In other words, the function u = f Hper
(Q3 )
1/2
coincides with f Hper (Q2 ) on Q2 {0}.
1
Proof: Let u P
Hper
(Q3 ) be a trigonometric polynomial with Fourier coefficients un , n Z3 ;
that is, u(x) = nZ3 un ei nx where the coefficients un vanish for all but a finite number of
n. Therefore, all of the series in this proof restrict to finite sums. For x R3 and n Z3
we set x = (x1 , x2 ) and n
= (n1 , n2 ), respectively. Again | | denotes the Euclidean norm of
vectors. Then
!
X
X
X
(0 u)(x) = u(
x, 0) =
un ei n x =
vn ei n x
n3 =
n
Z2
{z
n
Z2
=: vn
and thus
k0 uk2H 1/2 (Q
per
2)
= (2)3
X
n
Z2
1 + |
n|2
1/2
|vn |2 .
207
Now we use the following elementary estimate
1
a
+ 1 for all a 1
2 + n2
2
a
3
n =
(5.3)
which we will show at the end of the proof. Using the inequality of CauchySchwarz and
1/2
the upper estimate for a = 1 + |
n|2
yields
2

X

1
1/2
1/2

2 1/2
1 + |
n|2
|vn |2 = 1 + |
n|2
u
1
+
|n|

n
1/2

2
1 + |n|
n3 =
"

1 + |n|2
|un |2
X

2 1/2
1 + |
n|
n3 =
n3
( + 1)
1
1 + |
n|2 + x23
=

|un |2 1 + |n|2 .
n3 =
Summation with respect to n

yields
k0 uk2H 1/2 (Q
2)
per
( + 1) kuk2Hper
1 (Q ) .
3
This holds for all trigonometric polynomials and yields the boundedness of 0 on all of
1
1
(Q3 ).
(Q3 ) because the space of trigonometric polynomials is dense in Hper
Hper
To showPthe existence of a bounded extension operator we define the extension f for
f (
x) = n Z2 fn einx by
X
(f )(x) =
un einx , x Q3 ,
nZ3
where
un
n
= fn
1 + |n|2
"
and n =
1
1 + |
n|2 + j 2
j=
#1
.
1
We first show that f Hper
(Q3 ). We note that
|un |2 (1 + |n|2 ) = |fn |2 n2
n3 =

p
1
n
2
2
p
=
|f
|
1
+
|
n
|
n
1 + |n|2
1 + |
n|2
n3 =
p
2
|fn |2 1 + |
n|2
by the lower estimate of (5.3). Summing over n

yields
kf k2Hper
1 (Q )
3
= (2)
X X
n
Z2 n3 =
2
kf k2H 1/2 (Q ) .
2
per
|un |2 (1 + |n|2 ) (2)3
p
2 X
|fn |2 1 + |
n|2
2
n
Z
(5.4)
208

1/2
1
Therefore, : Hper (Q2 ) Hper
(Q3 ) is well defined and bounded. Furthermore,
(0 f )(
x) =
X X
un einx =
n
Z2 n3 =
fn einx = f (
x) .
n
Z2
It remains to show (5.3). We note that
X
1
1
1
=
+
2
2
2
2
2
a +j
a
a + j2
j=
j=1
and
N
X
j=1
j
j
ZN
ZN/a
N Z
N Z
X
X
dt
ds
dt
dt
1
1
=
=
=
,
2
2
2
2
2
2
2
2
2
a +j
a
+
j
a
+
t
a
+
t
a
1
+
s
j=1
j=1
j1
j1
where we used the substitution t = as. Analogously,

N
X
j=1
j+1
j+1
N
Z +1
N Z
N Z
X
X
dt
dt
1
1
dt
=
=
=
2
2
2
2
2
2
2
2
a +j
a +j
a +t
a +t
a
j=1
j=1
j
(NZ
+1)/a
ds
.
1 + s2
1/a
Letting N tend to infinity yields

X
1
1
arctan(1/a)
.
2
2
a 2
a +j
2a
j=1
Noting that a 1 implies arctan(1/a) arctan(1) = /4 which yields the estimates (5.3).
2
The motivation for the definition of the Sobolev space H 1/2 (D) is given by the following
transformation of the L2 norm such that the previous lemma can be applied. Let D R3
be a Lipschitz domain with local coordinate system {Uj , j : j = 1, . . . , m}, corresponding
j from the balls Bj onto Uj0 , and their restrictions j : B2 (0, j ) Uj0 D as
mappings
in Definition 5.1.
By Q3 we denote a cube centered at the origin such that all of the balls Bj are contained in
Q3 . Without loss of generality we assume that this is the cube Q3 = (, )3 to make the
notation simpler.
Furthermore, let {j : j = 1, . . . , m}, be a partition of unity P
on D subordinate to the sets
0
2
2
2
Uj (see Theorem 6.9). For f L (D) we write |f (y)| = m
j=1 j (y)|f (y)| for y D,
and thus
Z
m Z
X

2

2
2
f (y) ds =
kf kL2 (D) =
j (y) f (y) ds
D
j=1
m Z
X
j=1
DUj0

2 q

1 + |j (x)|2 dx
j j (x) f j (x)
B2 (0,j )
m Z
X

q
fj (x)2 1 + |j (x)|2 dx
=
j=1
Q2
(5.5)
209
where
( q

j j (x) f j (x) , x B2 (0, j ) ,
fj (x) :=
(5.6)
0,
x Q2 \ B2 (0, j ) .
p
p
1
+
|
(x)|
max
1 + kj k2 | we observe
From (5.5) and the estimate 1
j
j=1,...,m
qP
m
2
2
that k kL2 (D) is equivalent to
j=1 kfj kL2 (Q2 ) . Therefore, f L (D) if, and only if,
fj L2 (Q2 ) for all j = 1, . . . , m. We extend this definition to define the Sobolev space
H 1/2 (D).
Definition 5.8 Let D R3 be a Lipschitz domain in the sense of Definition 5.1 with
corresponding local coordinate system {Uj , j : j = 1, . . . , m} and corresponding mappings
j from the balls Bj onto Uj0 and their restrictions j : B2 (0, j ) Uj0 D. Furthermore,
let {j : j = 1, . . . , m}, be a partition of unity on D subordinate to the sets Uj0 (see

Theorem 6.9). Then we define

1/2
H 1/2 (D) = f L2 (D) : fj Hper
(Q2 ) for all j = 1, . . . , m
with norm
"
kf kH 1/2 (D) =
m
X
#1/2
kfj k2H 1/2 (Q
per
2)
j=1
where fj are given by (5.6), j = 1, . . . , m.

Our definition of the space H 1/2 (D) seems to depend on the choice of the local coordinates
j and the partition of unity j . However, we will see in Corollary 5.15 below that the norms
corresponding to two such choices are equivalent.
From now on we assume always that the domain D is a Lipschitz domain in the sense of
Definition 5.1.
We note the following implication of Theorem 5.6.
Corollary 5.9 The space H 1/2 (D) is compactly imbedded in L2 (D).
Proof: Let (f ` )` be a bounded sequence in H 1/2 (D). Then, by definition, (fj` )` is bounded
1/2
in Hper (Q2 ) for all j = 1, . . . , m, where fj` is defined by (5.6) for f ` instead of f . By
Theorem 5.6 for s = 0 and t = 1/2 there exists a subsequence (fj`k )k of (fj` )` which converges
in L2 (Q2 ) for every j = 1, . . . , m as k tends to infinity. By (5.5), applied to the difference
f `k f `p also (f `k )k converges in L2 (D).
2
Definition 5.8 and Theorem 5.7 yield a trace theorem in H 1 (D) for Lipschitz domains.
Theorem 5.10 The trace operator 0 : C 1 (D) C(D), u 7 u|D , has an extension as
a bounded operator from H 1 (D) to H 1/2 (D). Furthermore, 0 has a bounded right inverse
: H 1/2 (D) H 1 (D); that is, 0 (f ) = f for all f H 1/2 (D).
210
Proof: Let {Uj , j : j = 1, . . . , m} be a local coordinate system of D with corresponding

j from the balls Bj onto U 0 as in Definition 5.1. Let {j : j = 1, . . . , m} be a
mappings
j
S
0
1
partition of unity on D subordinate to Uj0 . Set U := m
j=1 Uj and let u C (D). Set
q

j (x) u
j (x) , x B
j
vj (x) :=
j
and extend vj to Q
3 by zero. Here, Bj = {x Bj : x3 0} and Q3 = {x Q3 : x3 0}.
Furthermore, we extend vj C(Q
3 ) into Q3 by even reflection; that is,

vj (x) , x Q
3,
vj (x) =
vj (x ) , x Q+
3,
where x = (x1 , x2 , x3 )> for x = (x1 , x2 , x3 )> R3 . Then vj H 1 (Q3 ) by Exercise 4.6.
Also, vj vanishes in some neighborhood of Q3 . Now we can use the arguments of Lemma 4.37
1
(Q3 ) and that there exists c1 > 0 which is independent of vj such that
to show that vj Hper
1 (Q ) c1 kvj k 1
k
vj kHper
= c1 kvj kH 1 (Bj ) .
3
H (Q
3 )
The boundedness of the trace operator of Theorem 5.7 yields

k
vj (, 0)kHper
c2 kvj kH 1 (Bj )
1/2
(Q2 )
for all j = 1, . . . , m,
and thus by Definition 5.8

k0 uk2H 1/2 (D)
m
X
k
vj (, 0)k2H 1/2 (Q
per
2)
j=1
c22
m
X
kvj k2H 1 (B ) c kuk2H 1 (DU ) c kuk2H 1 (D) .

j
j=1
This proves boundedness of 0 .

Now we construct an extension operator : H 1/2 (D) H 1 (D). For f H 1/2 (D) we
1/2
define fj Hper (Q2 ) for j = 1, . . . , m as in (5.6). By Theorem 5.7 there exist extensions
1
vj Hper
(Q3 ) of fj and the mappings fj 7 vj are bounded for j = 1, . . . , m. Then we set
q

1 (y) , y Uj0 .
j (y) vj
uj (y) :=
j
0
Then uj H 1 (Uj0 ) for all j and they
Pmvanish in some neighborhood of Uj . We extend uj
3
by zero into all of R and set u = j=1 uj . Then u is an extension of f . Indeed, for fixed

P
y D let J = j {1, . . . , m} : y Uj0 . Then u(y) = jJ uj (y). Let j J be fixed;
p
p
1 (y) Q2 {0}, thus uj (y) = j (y) vj (x) = j (y) fj (x) =
that is, y Uj0 . Then x =
j P
P
(y)f (y). Therefore, u(y) = jJ uj (y) = jJ f (y) j (y) = f (y). Furthermore, all the
operations in these constructions are bounded. This proves the theorem.
2
Remark: We note that in the second part of the proof we have constructed an extension
u
S
0
of f into all of R3 (not only into the interior) with support in the neighborhood U = m
U
j=1 j
of D which depends continuously on f .
211
A simple conclusion of the trace theorem in combination with the denseness result of Theorem 5.3 is formulated in the following corollary.
Corollary 5.11 Let D R3 be a Lipschitz domain.
(a) The formula of partial integration (see Theorem 6.11) holds in the form
Z
Z
Z
u v dx =
v u dx +
(0 u) (0 v) ds for all u, v H 1 (D) .
D
(b) Let R3 be a second Lipschitz domain with D and let u1 H 1 (D) and
u2 H 1 (\D) such that 0 u1 = 0 u2 on D. Then the function defined by

u1 (x) ,
xD
u(x) =
u2 (x) ,
x \D
is in H 1 ().
In particular, for u H 1 (D) with 0 u = 0 the extension u of u by zero outside of D
belongs to H 1 (R3 ).
(c) Let D R3 be symmetric with respect to x3 = 0; that is, x D x D where
z = (z1 , z2 , z3 )> for any z = (z1 , z2 , z3 )> C3 . Let D = {x D : x3 0} and
H 1 (D ). Extend into D by reflection; that is,

(x) , x D ,
(x)
=
(x ) , x D+ ,
Then H 1 (D) and the mapping 7 is bounded from H 1 (D ) into H 1 (D).
The proofs are left as Exercise 5.3, see also Exercise 4.6.
Theorem 5.12 Let D be a bounded Lipschitz domain and U an open set such that D U .
Then there exists a linear bounded operator : H 1 (D) H 1 (R3 ) such that |D = u for all
u H 1 (D) and supp(
u) U .
Proof: The proof of Theorem 5.10 (see also the remark following that theorem) yields
existence of an operator from H 1/2 (D) into H 1 (R3 ) with 0 f = f on H 1/2 (D). Let
C (R3 ) such that = 1 on D and supp() U . Define u by

u(x) ,
x D,
(
u)(x) =
(x) (0 u)(x) , x
/ D.
Then 0 ( 0 u) = 0 0 u = 0 u, and the previous corollary yields u H 1 (R3 .
As a corollary we have the following imbedding result of Rellich (compare with Theorem 4.14):
212
Theorem 5.13 Let D R3 be a bounded Lipschitz domain. Then the imbedding H 1 (D)
L2 (D) is compact.
Proof: We can just copy the proof of Theorem 4.14 because of the existence of a bounded
extension operator : H 1 (D) H 1 (R3 ) of the previous theorem.
2
We recall from Definition 4.10 that the subspace H01 (D) had been defined as the closure of
C0 (D) in H 1 (D). The following equivalent characterization will be of essential importance.
Theorem 5.14 The space H01 (D) is the null space N (0 ) of the trace operator; that is,
u H01 (D) if, and only if, 0 u = 0 on D.
Proof: The inclusion H01 (D) N (0 ) follows immediately because 0 u = 0 for all u
C0 (D), the boundedness of 0 and the fact that C0 (D) is dense in H01 (D) by definition.
The reverse inclusion is more difficult to show. It follows closely the proof of Theorem 5.3.
We separate the proof into four steps.
(i) Let u H 1 (D) with 0 u = 0. We extend u by zero into all of R3 . Then u H 1 (R3 ) by
Corollary 5.11. Let {Uj , j : j = 1, . . . , m} be a local coordinate system. Set U0 = D and
choose a partition of unity {j : j = 0, . . . , m} on D subordinate to {Uj : j = 0, . . . , m} (see
Theorem 6.9. Set uj (y) = j (y)u(y) for j = 0, . . . , m and y R3 . Then the support of uj is
contained in Uj D. For j = 1, . . . , m we transform uj by the definition vj (x) = uj (Rj x+z (j) ),
x R3 , and observe that vj H 1 (R3 ) by the chain rule of Corollary 5.4, applied to a large
ball containing D. The support of vj is contained in the cylinder Cj = B2 (0, j )(2j , 2j ).
Furthermore, with

Cj := x = (
x, x3 ) B2 (0, j ) (2j , 2j ) : x3 < j (
x)
and
Vj (t) := {x Cj : |
x| > j t or x3 < 2j + t}
where again x = (x1 , x2 ) we note that there exists > 0 with vj (x) = 0 in the neighborhood
Vj (2) of Cj Cj because the support of j is contained in Uj .
(ii) Let a = (0, 0, L+2)> where L is larger than all of the Lipschitz constants of the functions
j and set
Z
vj (x) = (vj )(x + a) =

vj (y) (x + a y) dy
Cj \Vj (2)
where C (R3 ) denotes the mollifier function from (4.7). Its most important properties
had been collected in Theorem 4.7. In particular, we have that vj C0 (R3 ) and vj vj in
H 1 (R3 ) as tends to zero.
(iii) Next we show that supp(vj ) Cj for < /(L + 3). First we note that the integral
in the definition of vj is taken over Cj \ Vj (2). Therefore, let y Cj \ Vj (2). Then
|
y | j 2 and y3 2j + 2. The boundary of Cj consists for three parts. We consider
x being in some neighborhood of these parts separately.
For points x Cj with |
x| j we have shown vj (x) = 0 in part (ii) of the proof of
213
Theorem 5.3.
Let now x Cj with x3 2j + . Then |x + a y| |x3 + (L + 2) y3 |
y3 x3 (L + 2) 2j + 2j + 2j (L + 2) = (L + 2) . Therefore, vj (x) = 0
for these x.
Finally, let x Cj with x3 j (
x) and |
y
x| . Then |x+ay| |x3 +(L+2)y3 |
x3 + (L + 2) y3 j (
x) + (L + 2) y3 = [j (
y ) y3 ] [j (
y ) j (
x)] + (L + 1)
(L+1)L|
y x| . Therefore, vj (x) = 0 also for these x which shows that supp(vj ) Cj
for < /(L + 3); that is, vj C0 (Cj ).

(iv) In the last step we transform back the function and set uj (y) = vj Rj> (y z (j) ) for
j = 1, . . . , m and y R3 . We note that uj C0 (Uj D) and uj j u in H 1 (D). This
holds for all j = 1, . . . , m. Finally, we note that u0 H 1 (D) with compact support in
the proof we set
U0 = P
D and thus u0 = u0 converges to u0 = 0 u in H 1 (D). To finishP
m
(D)
and
u
converges
to
in
D
and
conclude
that
u
C
u = m
u
0
j=0 j u = u in
j=0 j
1
H (D).
2
As mentioned before we still have to complete Definition 5.8 by showing that the space
H 1/2 (D) does not depend on the choice of the local coordinate system and the partion of
unity.
Corollary 5.15 Definition 5.8 is independent of the choice of the coordinate system {Uj , j :
j = 1, . . . , m} and a corresponding partition of unity {j : j = 1, . . . , m} on D subordinate
to Uj0 .
Proof: First we note that the space C (D)|D = {v|D : v C (D)} is dense in H 1/2 (D).
Indeed, for f H 1/2 (D) we conclude that u = f H 1 (D) can be approximated by a
sequence un C (D) with respect to k kH 1 (D) . But then un |D = 0 un converges to
0 u = f in H 1/2 (D). Therefore, H 1/2 (D) is the completion of C (D)|D with respect to
kkH 1/2 (D) . Furthermore, from the boundedness and surjectivity of 0 : H 1 (D) H 1/2 (D)
by Theorem 5.14 we observe that the lifted operator [0 ] : H 1 (D)/H01 (D) H 1/2 (D) is
a norm-isomorphism from the factor space H 1 (D)/H01 (D) onto H 1/2 (D). Therefore, k
kH 1/2 (D) is equivalent to the norm k[v]k = inf{kv + kH 1 (D) : H01 (D)} in H 1 (D)/H01 (D);
that is, there exist constants c1 , c2 > 0 with c1 k[v]k kv|D kH 1/2 (D) c2 k[v]k for all
v H 1 (D). The canonical norm in H 1 (D)/H01 (D) depends only on the norm in H 1 (D)
and the subspace H01 (D). Therefore, all of the norms k kH 1/2 (D) originating from different
choices of the coordinate system and partitions of unity are equivalent to each other.
2

1/2
The proof shows
also
that
an
equivalent
norm
in
H
(D)
is
given
by
kf
k
=
inf
kukH 1 (D) :

0 u = f on D .
Before we turn to the vector valued case we want to discuss the normal derivative u/
on D which is well defined for u C 1 (D). It can be considered as the trace of the normal
component of the gradient of u. We denote it by 1 : C 1 (D) C(D), u 7 u/. In
Exercise 5.2 we show for an example that it is not bounded from H 1 (D) into L2 (D). (It
214
is not even well-defined as one can show.) However, it defines a bounded operator on the
closed subspace
HD

Z

1
2
1
= u H (D) :
u k u dx = 0 for all H0 (D)
(5.7)
of (variational) solutions of the Helmholtz equation into the dual space of H 1/2 (D) as we
will see in a moment.
First we recall from Corollary 5.9 that H 1/2 (D) is a subspace of L2 (D) with bounded
even compact inclusion. For any f L2 (D) the linear form `f () = (f, )L2 (D)
defines a bounded linear functional on H 1/2 (D) because |`f ()| kf kL2 (D) kkL2 (D)
c kf kL2 (D) kkH 1/2 (D) for all H 1/2 (D). Therefore, if we identify `f with f as done
by identifying the dual space of L2 (D) with itself then L2 (D) can be considered as a
subspace of the dual space H 1/2 (D) of H 1/2 (D) which we denote by H 1/2 (D):
Definition 5.16 Let H 1/2 (D) be the dual space of H 1/2 (D) equipped with the canonical
norm of a dual space; that is,
k`kH 1/2 (D) :=
|h`, i |
,
H 1/2 (D)\{0} kkH 1/2 (D)
sup
` H 1/2 (D) ,
where h`, i = `() denotes the dual form, the evaluation of ` at .

For real valued functions we observe that h`, i is just the extension of the L2 inner product
when we identify `f with f .
Using a local coordinate system and a corresponding partition of unity one can prove that
1/2
H 1/2 (D) can be characterized by the periodic Sobolev space Hper (Q2 ) which is the completion of the space of trigonometric polynomials by the norm
#1/2
"
kvkHper
=
1/2
(Q2 )
X
(1 + |n|2 )1/2 |vn |2
We do not need this result and, therefore, omit the details.

The definition of the trace u/ is motivated by Greens first theorem: For u C 2 (D)
with u + k 2 u = 0 in D and H 1 (D) we have
Z
D
u
0 ds =

u k 2 u dx .
Since the trace 0 of is an element of H 1/2 (D) the left hand side is a linear functional on
H 1/2 (D). The righthand side is well defined also for u H 1 (D). Therefore, it is natural
to extend this formula to u, H 1 (D) and replace the lefthand side by the dual form
hu/, 0 i . This is justified by the following theorem.
215
Definition 5.17 (and Theorem) The operator 1 : HD H 1/2 (D), defined by Greens
formula; that is,
Z

h1 u, i =
u k 2 u dx , H 1/2 (D) ,
(5.8)
D
is well defined and bounded. Here, H 1 (D) is any extension of into D; that is, 0 =
which is possible by the surjectivity of the trace operator 0 , see Theorem 5.10.
Indeed, if
Proof: We have to show that this definition is independent of the choice of .
1
Theorem5.14, because
1 and 2 are two extensions of then R :=
1 2 H0 (D) by
0 = 0. With u HD we conclude that D u (1 2 ) k 2 u(1 2 ) dx = 0. This
shows that the definition of 1 is independent of the choice of .

To show boundedness of 1 we take = where : H 1/2 (D) H 1 (D) denotes the
bounded right inverse of 0 of Theorem 5.10. Then, by the inequality of Cauchy-Schwarz,
L2 (D) + k 2 kukL2 (D) kk
L2 (D) max{k 2 , 1}kukH 1 (D) kk
H 1 (D)
|h1 u, i | kukL2 (D) kk
= max{k 2 , 1}kukH 1 (D) kkH 1 (D) max{k 2 , 1} kk kukH 1 (D) kkH 1/2 (D) .
This proves boundedness of 1 with k1 kH 1/2 (D) max{k 2 , 1} kk kukH 1 (D) .
If the region D is of the form D = D1 \ D2 for open sets Dj such that D2 D1 then the
boundary D consists of two components D1 and D2 . The spaces H 1/2 (D) can be
written as direct sums H 1/2 (D1 ) H 1/2 (D2 ), and the trace operators 0 and 1 have
two components 0 |Dj and 1 |Dj for j = 1, 2 which are the projections onto Dj . For the
definition of 0 |Dj or 1 |Dj one just takes extensions H 1 (D) which vanish on D3j .
Remark: Some readers may feel perhaps unhappy with the space HD as the domain of
definition for the trace operator 1 because it depends on the wave number k. A more
natural way is to define the trace operator on the space
R
R

v L2 (D) with D u dx = D v dx
1
1
H (, D) := u H (D) :
for all H01 (D)
as the space of functions in H 1 (D) for which even u := v L2 (D). (Note that the
function v is obviously unique.) The space H 1 (, D) is equipped with the canonical norm
kukH 1 (,D) = kukH 1 (D) + kukL2 (D) . Definition 5.17 should be changed into
Z

h1 u, i =
u + u dx , H 1/2 (D) .
D
However, we note that HD is a subspace of H 1 (, D), and on this subspace the norms
of H 1 (D) and H 1 (, D) are equivalent. For the following it is important that we have
boundedness of 1 in the H 1 (D)norm, and this is the reason for choosing HD as the
domain of definition.
216
5.1.2
Sobolev Spaces of Vector-Valued Functions
Now we turn to Sobolev spaces of vector functions. In Chapter 4 we have studied the space
H(curl, D). It is the aim to prove two trace theorems for this space. To motivate these
traces we consider the integral identity (6.16b); that is,
Z
(v curl u u curl v) dx =
( u) v ds =

( u) ( v) ds
for u, v C 1 (D, C3 ) C(D, C3 ) and a smooth domain D. Thus, the lefthand side leads
to two possibilities in extending traces of the tangential components of the vector fields
on D namely first, for t u = u, if we consider v as a test function and, second for
T v = ( v) , if we take u as a test function. Furthermore, taking gradients of the form
v = for scalar functions as test functions gives
Z
Z
Z
curl u dx =
( u) T ds =
( u) Grad ds .
D
R
From (6.21)) we observe that the righthand side is just D Div( u) ds, see Definition 5.29 below. Thus we observe that the traces of vector fields in H(curl, D) have some
regularity which requires more detailed investigations.
We proceed as for the scalar case and begin with the following simple lemma which corresponds to Lemma 5.2.
Lemma 5.18 Let D be a bounded Lipschitz domain.
(a) Let u C 1 (D, C3 ) with u = 0 on D. The extension u of u by zero outside of D
yields u H(curl, R3 ) and curl u = curl u in D and curl u = 0 outside of D.
(b) Let R R33 be an orthogonal matrix and z R3 . For u H(curl, D) define
v(x) = R> u(Rx + z)
on U = {x : Rx + z D} .
Then v H(curl, U ) and

curl v(x) = (det R) R> curl u(y)|y=Rx+z
on U .
Proof: The proof of (a) is very similar to the proof of Lemma 5.2 and is omitted.
(b) With C0 (U ) and the substitution x = R> (y z) we have
Z
>
v(x) curl (x) dx =

U
u(Rx + z)> R curl (x) dx
Z
= det R
D
u(y)> R curlx (x)|x=R> (yz) dy .
217
Let q (j) , j = 1, 2, 3, be the columns of R. Then

3
3
X
X

(j)
>
>
curly R R (y z)
= curly
j R (y z) q
=
Rj (x) q (j)
j=1
j=1
3
X
j (x) (`)
q q (j)
=
x`
j,`=1
where we have set x = R> (y z). If det R =

1 then q (1) q (2) = q (3) and q (2) q (3) = q (1) and
(3)
(1)
(2)
>
q q = q and thus curly R R
= Rcurlx (x)|x=R> (yz) . If det R = 1 then
(y z)
>
analogous computations yield curly R R (y z) = R curlx (x)|x=R> (yz) . Therefore,
making again the substitution y = Rx + z, yields
Z
Z

>
v(x) curl (x) dx =
u(y)> curly R R> (y z) dy
U
Z
=

curl u(y)> R R> (y z) dy
Z
= det R
curly u(y)> |y=Rx+z R(x) dx
Z
= det R
R> curly u(y)|y=Rx+z
>
(x) dx .
This shows that (det R) R> curly u(y)|y=Rx+z is the variational curl of v.
The following result corresponds to Theorem 5.3.

Theorem 5.19 If D is a bounded Lipschitz domain then C (D, C3 ) is dense in H(curl, D).
Proof: We can almost copy the proof of Theorem 5.3 if we replace by curl. We omit the
details.
2
As in the scalar case we introduce first some Sobolev spaces of periodic functions. We recall
that every vector valued function v L2 (Q, Cd ) on a cube Q = (, )d in Rd for d = 2 or
d = 3 has an expansion in the form
X
v(x) =
vn einx
nZd
with Fourier coefficients vn Cd , given by

Z
1
vn =
v(y) ei ny dy ,
(2)d Qd
For d = 3 formal differentiation yields
X
div v(x) = i
n vn einx ,
nZ3
curl v(x) = i
n Zd .
X
nZ3
n vn einx .
(5.9)
218
Therefore, curl v L2 (Q, C3 ) if, and only if,

for the following definition.
nZ3
|n vn |2 < . This is the motivation
Definition 5.20 Let again Q3 = (, )3 R3 be the cube and Q2 = (, )2 R2 be

the square. For any vector function v : Qd Cd , d = 2 or d = 3, the Fourier coefficients
vn Cd for n Zd are defined as
Z
1
v(y) ei ny dy , n Zd .
vn =
d
(2) Qd
(a) The space Hper (curl, Q3 ) is defined by
(
Hper (curl, Q3 ) =
X

v L2 (Q3 )3 :
|vn |2 + |n vn |2 <
nZ3
with norm
kvkHper (curl,Q3 ) =
sX

|vn |2 + |n vn |2 .
nZ3
s
(b) For any s R the space Hper
(Div, Q2 ) is defined as the completion of the space
T (Q2 , C2 ) :=
vm ei mx , x Q2 , vm C2 , N N
|m|N
of all trigonometric vector polynomials with respect to the norm

sX

s (Div,Q ) =
(1 + |m|2 )s |vm |2 + |m vm |2 .
kvkHper
2
mZ2
s
(c) For any s R the space Hper
(Curl, Q2 ) is defined as the completion of the space
T (Q2 , C2 ) with respect to the norm
sX

s (Curl,Q ) =
kvkHper
(1 + |m|2 )s |vm |2 + |m vm |2 ,
2
mZ2
where we have set m a = m1 a2 m2 a1 for vectors m, a C2 .

1/2
Remark: It will be convenient to consider the elements f Hper (Div, Q2 ) and f

1/2
Hper (Curl, Q2 ) as vector valued functions from Q2 into C3 with vanishing third component
f3 . Actually, these elements are no functions anymore but distributions. For example, we
will do this identification in the following lemma.
Theorem 5.21 Let again Q3 = (, )3 R3 denote the cube in R3 and Q2 = (, )2
R2 the corresponding square in R2 . Often, we will again identify Q2 R2 with Q2 {0} R3 .
219
Furthermore, let e = (0, 0, 1)> be the unit normal vector orthogonal to the plane R2 {0} in
R3 .
1/2
(a) The trace operator t : Hper (curl, Q3 ) Hper (Div, Q2 ), u 7 e u(, 0) =

>
u2 (, 0), u1 (, 0), 0 , is well-defined and bounded. Furthermore, there exists a bounded
1/2
right inverse t of t ; that is, a bounded operator t : Hper (Div, Q2 ) Hper (curl, Q3 ) with
t t = id. In other words, the tangential components e u of u = t f Hper (curl, Q3 )
1/2
coincide with f Hper (Div, Q2 ) on Q2 {0}.

1/2
(b) The trace operator T : Hper (curl, Q3 ) Hper (Curl, Q2 ), u 7 e u(, 0) e =
>
u1 (, 0), u2 (, 0), 0 , is well-defined and bounded. Furthermore, there exists a bounded
right inverse T of T .
Proof: We restrict ourselves to part (a) and leave the proof of part (b) to the
P reader. iLet
3
3
u Hper (curl, Q3 ) with Fourier coefficients un C , n Z ; that is, u(x) = nZ3 un e nx .
With x = (x1 , x2 ) and n
= (n1 , n2 ) we observe that
"
#
X X
X
in

x
u(
x, 0) =
un ei n x thus (t u)(x) =
u
n
e
n
Z2
n3 =
n
Z2
where
u
n
:=
e un =
n3 =
e u(n,n3 ) C3 ,
n
= (n1 , n2 ) Z2 ,
(5.10)
n3 =
are the Fourier coefficients of t u. Note that the third component vanishes. We decompose
un in the form
1
1
n
(u
n)
+
(n un ) n .
un =
n
|n|2
|n|2
We set for the moment n
:= n/|n| and vn := un n and observe that
e un =
1
1
e (
n vn ) +
(
n un ) (
e n) ,
|n|
|n|
and thus for fixed n

6= (0, 0) by the inequality of Cauchy-Schwarz
2
un

2
X

(
e un )

n3 =

2

2
X

X
1
1

2
e (
n vn ) + 2
(
n un ) (
e n)

n = |n|

n = |n|
3
"
2
X
n3
1
|n|2
=
#"
n3 =
|vn |2 + |
n|2
X
n3 =
#
|un |2
(5.11)
220
where we note that |

e n| = |
n| does not depend on n3 . We use (5.3) for a = |
n| with
n
6= (0, 0) and arrive at
2
un 2( + 1)
|
n|
"
|n un |2 + |
n|2
#
|un |2
n3 =
n3 =
provided n
6= (0, 0). Now we multiply with (1 + |
n|2 )1/2 and sum with respect to n
6= (0, 0).
"
X
X
2
2( + 1)
(1 + |
n|2 )1/2 u
n
n
Z2
n
6=(0,0)
n
Z2
n
6=(0,0)
2( + 1)

(1 + |
n|2 )1/2 X
|n un |2 + |
n|2 |un |2
|
n|
n =
3
X

|n un |2 + |un |2 .
nZ3
Finally, we add the term with n

= (0, 0). In this case n = n3 e and thus e un =
Therefore,
1
n3
(n un ).
2

2

X 1

X
X 1 X
X

2
|n un |2 ,
(
e un ) =
(n un )
|n un | c1

2

n
n
3
n =
n 6=0 3 n 6=0
n 6=0
n 6=0
3
with c1 = 2
1
j=1 j 2 .
Therefore,
X

X

|n un |2 + 2 |
e u0 |2 .
e un 2c1

n3 =
n3 =
Adding this to the previous term for n

6= (0, 0) yields
X
2
(1 + |
n|2 )1/2 |u
n
| =
n
Z2
X

X

2 1/2
|n un |2 + |un |2
(1 + |
n| )
(
e un ) c

3
2
X
n
Z
n3 =
nZ
(5.12)
for c = 2( + 1) + 2c1 + 2.
We study the Fourier coefficients of Div t by the same arguments. First we note that
X
i n x
(n1 , n2 , 0)> u
n
e
(Div t u)(
x, 0) = i
n1 ,n2 Z
3
where again u
n
C are the Fourier coefficients of t u from (5.11) above. For arbitrary
n Z3 we have from (5.11) with the same notations as above that
(n1 , n2 , 0)> (
e un ) = n (
e un ) =

1
1
n e (
n vn ) =
(n e) (
n vn )
|n|
|n|
221
and thus if (n1 , n2 ) 6= (0, 0)

2
|(n1 , n2 , 0)> u
n
|
2

X 1

(n e) (
n vn )
=

|n|
n =
3
X
n3
1 X
|n e|2 |
n vn |2
2
|n|
=
n =
3
X
+1 X
|
n|2 |vn |2 = ( + 1) |
n|
|un n|2
|
n| n =
n =
3
where again n
= (n1 , n2 ). Here we used |n e| = |
n| because the third component of n e
vanishes. For n
= 0 we note that n (
e un ) vanishes. Therefore, multiplication with
2 1/2
and summation with respect to n
yields
(1 + |
n| )
X
2
(1 + |
n|2 )1/2 |(n1 , n2 , 0)> u
( + 1)
n
|
n1 ,n2 Z
X
n
Z2
( + 1)
X
|
n|
|un n|2
2
1/2
(1 + |
n| ) n =
3
|un n|2 .
nZ3
Adding this to (5.12) yields

kt uk2H 1/2 (Div,Q
per
2)
(c + + 1)
X
|n un |2 + |un |2
= (c + + 1) kuk2Hper (curl,Q3 ) .
nZ3
1/2
Now
a bounded extension operator. Let f Hper (Q2 ) be given by f (
x) =
P we construct
i
n
x
3
f
e
with
Fourier
coefficients
f
C
for
which
the
third
components
vanish.
We
2
n
n
Z
3
3
define un C for n Z by
n
(fn an )
un =
1 + |n|2
where again n
= (n1 , n2 ) and
an

1 2
|n| e n3 n , n
6= (0, 0) ,
2
=
|
n|
e ,
n
= (0, 0) ,
and n is given in (5.4) of the proof of Theorem 5.7; that is, n =

easily derive the following properties of an :
hP
1
j= 1+|
n|2 +j 2
e an = 1 for all n Z3 ,
n an = 0 for all n with n
6= (0, 0), and n an = n3 for all n = n3 e,
|an |2 =
|n|2
|
n|2
for all n with n

6= (0, 0) and |an | = 1 for all n = n3 e.
i1
. We
222
First we show that (t f )(x) = u(x) =

from
X
X
(
e un ) = n
nZ3
un einx defines a right inverse of t . This follows
1
e (fn an ) = (
e an ) fn = fn .
2
1
+
|n|
n =
| 3 {z
}
n3 =
= 1
Now we show boundedness of t . For n

6= (0, 0) we conclude
|un |
n3 =
X
|an |2
|n|2
2 2 1
= |fn | n 2
(1 + |n|2 )2
|
n| n = (1 + |n|2 )2
n3 =
3
"
#
X
n
1
2 n
= |fn |2 2 .
n
|fn |
2
2
|
n|
1 + |n|
|
n|
n3 =
{z
}
|
|fn |2 n2
(5.13)
= 1
Using n
(1 + |
n|2 )1/2 from estimate (5.3) we arrive at
|un |2
n3 =
1 + |

2
4
n|2
2 1/2
2
(1 + |
n|2 )1/2 |fn |2
(1
+
|
n
|
)
|f
|
.
n
|
n|2
This holds for n

6= (0, 0). For n
= (0, 0) we conclude
|f0 |2 02
|un |
n3 =
X
n3
1
c |f0 |2 .
2 2
(1
+
n
)
3
=
Summing it with respect to n

yields
X
X
|un |2 c0
(1 + |
n|2 )1/2 |fn |2 c0 kf k2H 1/2 (Div,Q2 ) .
n
Z2
nZ
Finally, we estimate the norm of curl u(x) = i

n un =
nZ3 (n
un ) einx . We have for n

6= (0, 0):

n
n
n
n (fn an ) =
(n an ) fn (n fn ) an =
(
n fn ) an ,
2
2
1 + |n|
1 + |n|
1 + |n|2
and thus
|n un |
= |
n fn |
n3 =
n2
X
n3
X
|an |2
|n|2
2 2 1
=
|
n
f
|
.
n
(1 + |n|2 )2
|
n|2 n = (1 + |n|2 )2
=
3
This expression appeared already in (5.13) above for |fn |2 instead of |

n fn |2 . For n
= (0, 0)
0
we observe that n un = 1+n2 n3 f0 and thus
3
X
n3 =
|n un |2 = 02 |f0 |2
X
n3
n23
c |f0 |2 .
2 2
(1
+
n
)
3
=
223
Therefore, we arrive at
X
X
(1 + |
n|2 )1/2 |n fn |2 c0 kf k2H 1/2 (Div,Q2 ) .
|n un |2 c0
nZ
n
Z2
This ends the proof of part (a). We leave the proof of part (b) to the reader.
1/2
1/2
It is the aim to extend the definition of the trace spaces Hper (Div, Q2 ) and Hper (Curl, Q2 )
1/2
1/2
to Hper (Div, D) and Hper (Curl, D), respectively, by the local coordinate system of
Definition 5.1. The trace operators map into the tangential plane of the boundary D.
1/2
1/2
Therefore, Hper (Div, D) and Hper (Curl, D) are spaces of tangential vector fields. The
j )| which we have used in Definition 5.8 is not adequate in
transformation u 7 j (u
Q3
our case because it does not map vector fields of H(curl, Uj0 ) into vector fields of H(curl, Bj ).
We observe that gradients are special elements of H(curl, Uj0 ) for any H 1 (Uj0 ). They
satisfy
j ) = (
0j )> (y )
j
x (
0 R33 denotes again the Jacobian; that is,
where
j
j )k (x)
0
(
(x)
, k, ` {1, 2, 3} , x Bj .
=
j
k`
x`
This will provide the correct transformation as we will see shortly. First we assume as above
with loss of generality that the balls Bj are contained in Q3 . We define the subspaces of
L2 (D, C3 ) and L2 (Q2 , C3 ) of tangential vector fields by

L2t (D) := f L2 (D, C3 ) : (y) f (y) = 0 almost everywhere on D ,

L2t (Q2 ) := g L2 (Q2 , C3 ) : g3 (y) = 0 almost everywhere on Q2 ,
respectively. We note that the tangent plane at y = j (x) is spanned by the vectors
j (x)/x1 and j (x)/x2 . We recall that the normal vector at y = j (x) for x B2 (0, j )
is given by

j (x) j (x)
1
, y = j (x) D Uj0 , where

(y) =
j (x)
x1
x2

q
j (x) j (x)
=

j (x) =
1 + |j (x)|2 , x B2 (0, j ) .
(5.14)
x1
x2
: B U0
Lemma 5.22 Let {Uj , j : j = 1, . . . , m} be a local coordinate system of D. Let
0
be one of the isomorphism j from the balls Bj onto Uj ; that is, we drop the index j. For
u H(curl, U 0 D) C(U 0 D, C3 ) set

0 (x)> u (x)
v(x) =
, x B ,
(5.15)
0 (x)> R33 is the adjoint of the
where again B is the lower part of the ball B and
Jacobian at x B. Furthermore, define F (x) R33 as

(x) (x) (x) (x)
F (x) :=
, x B2 (0, j ) .
(5.16)
x1 x2 x1
x2
Then, with e = (0, 0, 1)> R3 ,
224
(a) v H(curl, B ) and

curl v(x) =

0 (x) 1 curly u(y)| ,
y=(x)
x B .
(b)

(x) (y) u(y) y=(x) = F (x) e v(x, 0) ,
x B2 (0, j ) ,
where = j is given by (5.14).

(c)

(y) u(y) (y)y=(x) = F (x)> e v(x, 0) e ,
x B2 (0, j ) .
Proof: First we note that for any regular matrix M = [a|b|c] R33 with column vectors
a, b, c, the inverse is given by
M 1 = [a|b|c]1 =
1
1
[b c|c a|a b]> =
[b c|c a|a b]> . (5.17)
(a b) c
det M
0 (x) yields
Applying this to [a|b|c] =

"
#>
(x)
(x)
0 1
(x)
(x)
(x)
(x)

(x)
=
.

x2
x3 x3
x1 x1
x2
or v or
In the following the subscript k denotes the kth component of the vector function
u.
0 (x)> R33 are just the gradients
k (x),
(a) We note that the columns of the matrix
k = 1, 2, 3. Therefore,
3
X
k (x) ,
uk (x)
v(x) =
k=1
and
curl v(x) =
3
X
k (x)
uk (x)

k=1
3
X
3
X

0 >
(x) y uk (y)
k (x)
uk (x) k (x) =

y=(x)
k=1
k=1

3 X
3
X

uk (y)
` (x)
k (x)
=

y` y=(x)
k=1 `=1

2 (x)
3 (x) + curl u(y)
3 (x)
1 (x)
= curl u(y) 1
2

1 (x)
2 (x)
+ curl u(y) 3

2 (x)
3 (x) |
3 (x)
1 (x) |
1 (x)
2 (x) curl u(y)
=
y=(x)
=

0 (x) 1 curly u(y)|
y=(x)
225
>.
where we applied (5.17) to (x)
(b) We write j for /xj , j = 1, 2, 3, in the following and drop the argument x or
y = (x). From the definition of v we have v = (u 1 , u 2 , u 3 )> and thus
e v = (u 2 , u 1 , 0)> . Furthermore,
F (
e v) = (u 2 ) 1 + (u 1 ) 2 = (1 2 ) u = ( u) .
(c) We have just seen that ( u) = v2 1 + v1 2 , thus
2 ( u) = v2 1 (1 2 ) + v1 2 (1 2 )

= v2 (1 2 ) 1 |1 |2 2 + v1 |2 |2 1 (1 2 ) 2
v1
|2 |2
1 2 0
|1 |2
0 v2
= F 1 2
0
0
0
1
{z
}
|
= 2 (F > F )1 = 2 F 1 F >

= 2 F > (
e v) e .
2
Now we are able to define the spaces H 1/2 (Div, D) and H 1/2 (Curl, D) and prove the
trace theorems for H(curl, D).
Definition 5.23 Let D R3 be a Lipschitz domain with corresponding local coordinate
j from the balls Bj onto Uj0 and their
system (Uj , j ) and corresponding isomorphisms
restrictions j : B2 (0, j ) Uj D. Furthermore, let {j : j = 1, . . . , m}, be a partition
of unity on D subordinate to the sets Uj0 and Fj (x) be given by (5.16). We assume without
loss of generality that all of the disks B2 (0, j ) are contained in the square Q2 = (, )2 .
Then we define the spaces H 1/2 (Div, D) and H 1/2 (Curl, D) as the completion of

1/2
1/2
f L2t (D) : fjt Hper
(Div, Q2 )m
and
f L2t (D) : fjT Hper
(Curl, Q2 )m ,
respectively, with respect to the norms
kf kH 1/2 (Div,D) =
" m
X
#1/2
kfjt k2H 1/2 (Div,Q
per
2)
j=1
"
kf kH 1/2 (Curl,D) =
m
X
#1/2
kfjT k2H 1/2 (Curl,Q
per
2)
j=1
where
fjt (x) := j (x)

j j (x) Fj1 (x)f j (x) , x B2 (0, j ) ,
(5.18a)
fjT (x) := j (x)

j j (x) Fj> (x)f j (x) , x B2 (0, j ) ,
(5.18b)
extended by zero into Q2 , and Fj and j are defined in (5.16) and (5.14), respectively.
226
Again, combining the following trace theorem and Theorem 5.25 below one shows exactly
as in Corollary 5.15 that H 1/2 (Div, D) does not depend on the choice of the coordinate
system.
Theorem 5.24 The trace operators t : H(curl, D) H 1/2 (Div, D), u 7 u|D and
T : H(curl, D) H 1/2 (Curl, D), u 7 ( u|D ) are well-defined and bounded and
have bounded right inverses t : H 1/2 (Div, D) H(curl, D) and T : H 1/2 (Curl, D)
H(curl, D), respectively.
Proof: Boundedness of the trace operators are seen from the Definition 5.23, Lemma 5.22,
and the boundedness of the trace operator of Theorem 5.21. Indeed, for u H(curl, D)
C(D, C3 ) we have by definition
k ukH 1/2 (Div,D) =
" m
X
#1/2
kfjt k2H 1/2 (Div,Q
per
2)
j=1
with
fjt (x) = j (x)
q

j (y) Fj1 (x) (y) u(y) ,
x B2 (0, j ) , y = j (x) .
By part (b) of Lemma 5.22 we rewrite this as

q

0 (x)> u(y)
fjt = e vj (, 0) with vj (x) =
j (y)
, x Bj .
j
y=j (x)
Then vj H(curl, Bj ) by part (a) of Lemma 5.22 and vj vanishes in some neighborhood of
>
Bj Bj , and we extend vj by zero into Q
3 . Denoting again z = (z1 , z2 , z3 ) for any
>
3
vector z = (z1 , z2 , z3 ) C we extend vj into Q3 by

vj (x) , x Q
3,
vj (x) =

vj (x ) , x Q+
3,
The vector field vj fails to be continuous in Q
3 because of the transformation into the
parameter space. Therefore, we can not directly apply Exercise 4.6 to show that vj
(`)
H(curl, Q3 ). However, we can approximate vj by a sequence j C (Q
3 ) and study the
(`)
analogous extension to j which are in H(curl, Q3 ) by Exercise 4.6. Also, they converge to
(`)
(`)
vj in H(curl, Q3 ) because curlx j (x ) = curl j (x ) for x Q+
j vanishes
3 . Also, v
in some neighborhood of Q3 . Now we show, using partial integration as in Lemma 4.37 (see
Exercise 4.13), that vj Hper (curl, Q3 ) and that there exists c1 > 0 which is independent of
vj such that
k
vj kHper (curl,Q3 ) c1 kvj kH(curl,Q3 ) = c1 kvj kH(curl,Bj )
and thus
kfjt kHper
= kt vj kHper
c2 kvj kH(curl,Bj ) c3 kukH(curl,Uj0 ) .
1/2
1/2
(Div,Q2 )
(Div,Q2 )
Summing these terms yields boundedness of t . For T one argues in the same way.
227
It remains to construct an extension operator t : H 1/2 (Div, D) H(curl, D). For

1/2
f H 1/2 (Div, D) we define fjt Hper (Div, Q2 ) by (5.18a). By Theorem 5.21 there
exist vj Hper (curl, Q3 ) such that e vj = fjt and the mappings fjt 7 vj are bounded for
j = 1, . . . , m. We define
q

0 (x)> vj (x) 1 , y U 0 ,
uj (y) :=
j (y)
j
j
x= (y)
j
P
extend uj by zero into all of R3 and set u = m
u . Then u = f on D. Indeed, for

j=1 j
P
0
fixed y D let J = j {1, . . . , m} : y Uj . Then u(y) = jJ uj (y). Fix j J; that
1 (y) Q2 {0}. From the definition of uj we observe that
is, y Uj0 , and x =
j
q
q

j (y) Fj (x) e vj (x, 0) =
j (y) Fj (x) fjt (x)
j (x) (y) uj (y) =
= j (x) j (y) f (y) ;
that is, (y) uj (y) = j (y) f (y). Summation with respect to j yields u = f . Furthermore, all of the operations in these constructions of u are bounded. This proves the theorem.
2
Remark: We note that in the second part of theSproof we have constructed an extension u
0
into all of R3 with support in the neighborhood m
j=1 Uj of D. In particular, this implies
that there exists a bounded extension operator : H(curl, D) H(curl, R3 ).
We note that the space H0 (curl, D) has been defined as the closure of C0 (D, C3 ) in H(curl, D),
see Definition 4.19. Analogously to Theorem 5.14 it can be characterized as the nullspace of
the trace operator as the following theorem shows.
Theorem 5.25 The space H0 (curl, D) is the null space N (t ) of the trace operator t ; that
is, u H0 (curl, D) if, and only if, t u = 0 on D. The same holds for T ; that is, u
H0 (curl, D) if, and only if, T u = 0 on D.
Proof: The inclusion H0 (curl, D) N (t ) follows again immediately from the definition of
H0 (curl, D) as the closure of C (D, C3 ). For the reverse inclusion we modify the proof of
Theorem 5.14 by, essentially, replacing by curl. We omit the details.
2
The following theorem gives a precise formulation of the fact that the spaces H 1/2 (Div, D)
and H 1/2 (Curl, D) are dual to each other.
Theorem 5.26
(a) The dual space H 1/2 (Div, D) of H 1/2 (Div, D) is isomorphic to H 1/2 (Curl, D).
An isomorphism is given by the mapping J1 : H 1/2 (Curl, D) H 1/2 (Div, D) defined
as J1 g = g where g H 1/2 (Div, D) is given by
Z

g () :=
u curl curl u dx , g H 1/2 (Curl, D), H 1/2 (Div, D) ,
D
228
where u, H(curl, D) are any vector fields with T u = g and t = .

(b) The dual space H 1/2 (Curl, D) of H 1/2 (Curl, D) is isomorphic to H 1/2 (Div, D).
An isomorphism is given by the mapping J2 : H 1/2 (Div, D) H 1/2 (Curl, D) defined
as J2 f = f where f H 1/2 (Curl, D) is given by
Z

f () :=
v curl curl v dx , f H 1/2 (Div, D), H 1/2 (Curl, D) ,
D
where v, H(curl, D) are any vector fields with t v = f and T = .

(c) It holds g (f ) = f (g) =: hf, gi for all f H 1/2 (Div, D) and g H 1/2 (Curl, D)
and Greens formula holds in the form
Z

u curl v v curl u dx for all u, v H(curl, D) .
(5.19)
ht v, T ui =
D
Proof: (a), (b) The proof is split into four parts.

(i) First we show that g and f are well-defined; that is, the righthand sides do not depend
on the choices of the extensions. Let uj , j H(curl, D), j = 1, 2, such that t j = and
T uj = g for j = 1, 2. Then
Z
Z

u1 curl 1 1 curl u1 dx
u2 curl 2 2 curl u2 dx
D
Z
=

(
u1 u2 ) curl 1 1 curl(
u1 u2 ) dx
Z
+

u2 curl(1 2 ) (1 2 ) curl u2 dx .
Because (
u1 u2 ) H0 (curl, D) and (1 2 ) H0 (curl, D) by Theorem 5.25 we conclude
that both integrals vanish because of the Definition 4.16 of the variational curl. Therefore,
g is well defined. The same arguments show that also f is well defined.
(ii) g and f are bounded because
Z

+ ||
| curl u| dx k
H(curl,D)
g ()
|
u| | curl |
ukH(curl,D) kk
D
kT k kgkH(Curl,D) kt k kkH(Div,D)
which proves that g is bounded and also boundedness of the mapping J1 . Again, the
arguments for f and J2 are exactly the same.
(iii) We show that J1 is surjective. Let ` H 1/2 (Div, D) . By the theorem of Riesz
(Theorem 6.5) there exists a unique u H(curl, D) with
Z

for all H(curl, D)
curl u curl + u dx = `(t )
D
229
because the righthand side is a bounded functional on H(curl, D). Taking H0 (curl, D)
we note from the definition of the variational curl (Definition 4.16) that curl u H(curl, D)
and curl2 u = u in D. Therefore, for H 1/2 (Div, D) and = t we have that
Z

`() =
curl u curl curl2 u dx
D
which shows that g := T curl u H 1/2 (Curl, D) yields g = `. The proof of surjectivity
of J2 follows again by the same arguments.
(iv) Finally, we prove injectivity of J1 . Let g H 1/2 (Curl, D) with J1 g = g = 0. By a general functional analytic argument (see [23], Section IV.6) there exists ` H 1/2 (Curl, D)
with k`k = 1 and `(g) = kgkH 1/2 (Curl,D) . By the surjectivity of J2 there exists f
H 1/2 (Div, D) with f = `. Let u = T g and v = t f . Then, by the definitions of f
and g ,
Z

kgkH 1/2 (Curl,D) = f (g) =
v curl u u curl v dx = g (f ) = 0 .
D
Again, injectivity of J2 is proven analogously.

(c) This is obvious by the definition of g if one takes g = T u and = t v. Note that by
part (a) any extensions of g and can be taken in the definition of g .
2
The notation H 1/2 (Div, D) indicates the existence of a surface divergence Div u for u
H 1/2 (Div, D) and that u and Div u belong to H 1/2 (D, C3 ) and H 1/2 (D), respectively.
To confirm this we first show that, indeed, the space H 1/2 (Div, D) can be considered as
a subspace of H 1/2 (D, C3 ). First we note that H 1 (D, C3 ) is boundedly imbedded in
H(curl, D). Therefore, the trace operator T is well defined and bounded on H 1 (D, C3 ).
Lemma 5.27 The space H 1/2 (Div, D) can be identified with a subspace of H 1/2 (D, C3 ).
The identification is given by a 7 à for a H 1/2 (Div, D) where à H 1/2 (D, C3 ) is
defined by
,
hà , i = ha, T i
a H 1/2 (Div, D), H 1/2 (D, C3 ) ,
where H 1 (D, C3 ) is any extension of . Here, h, i denotes the dual form in

hH 1/2 (D, C3 ), H 1/2 (D, C3 )i and in hH 1/2 (Div, D), H 1/2 (Curl, D)i, respectively, see
part (c) of Theorem 5.26.
Proof: First we show that the definition of à is independent of the extension. Let j
H 1 (D, C3 ), j = 1, 2, be two extensions of . Then := 1 2 H01 (D, C3 ) because 0 = 0
and Theorem 5.14. We choose a sequence n C0 (D, C3 ) with n in H 1 (D, C3 ). Then
T n = 0 for all n and T n T in H 1/2 (Curl, D). This proves T = 0.
Furthermore, à H 1/2 (D, C3 ) and the mapping a 7 à is bounded because for
H 1/2 (D, C3 ) and the extension operator : H 1/2 (D, C3 ) H 1 (D, C3 ) from the trace
theorem (Theorem 5.10) we conclude that

hà , i = ha, T i c kakH 1/2 (Div,D) kT k kk kkH 1/2 (D) .
230
Finally, the mapping a 7 à is also one-to-one. Indeed, let à = 0 then take any b
H 1/2 (Curl, D). Choose a sequence n C (D, C3 ) with n T b in H(curl, D) where
T : H 1/2 (Curl, D) H(curl, D) is the extension operator of Theorem 5.24. This is
possible by the denseness result of Theorem 5.19. Then 0 = ha, T n i ha, bi . This holds
for all b H 1/2 (Curl, D) which shows that a has to vanish because H 1/2 (Curl, D) is
the dual space of H 1/2 (Div, D).
2
Remark 5.28 In the follwing we always think of this identification when we use the identity
,
ha, i = ha, T i
a H 1/2 (Div, D), H 1/2 (D, C3 ) .
Again, on the lefthand side a is considered as an element of H 1/2 (D, C3 ) while on the
rightside a is considered as an element of H 1/2 (Div, D).
This result implies in particular that for a H 1/2 (Div, D) and scalar H 1/2 (D) the
dual form ha, i C3 can be defined componentwise. We will use this in the definition of
the vector potentials in Section 5.2 below.
Having in mind the definition of the variational derivative it is not a surprise that we also
define the surface divergence and the surface curl by variational equations; that is, by partial
integration. We take equation (6.21) as a definition. First we note that for H 1 (D) it
holds that H(curl, D). Therefore, the traces T H 1/2 (Curl, D) and t
H 1/2 (Div, D) are well defined.
Definition 5.29 Let a H 1/2 (Div, D) and b H 1/2 (Curl, D). Then the surface divergence Div a H 1/2 (D) and surface curl Curl b H 1/2 (D) are defined as the linear
bounded functionals
,
hDiv a, i = ha, T i
bi ,
hCurl b, i = ht ,
H 1/2 (D) ,
H 1/2 (D) ,
(5.20a)
(5.20b)
where again H 1 (D) is any extension of . On the lefthand side, h, i denotes the
dual form in hH 1/2 (D), H 1/2 (D)i while on the righthand side it denotes the form in
hH 1/2 (Div, D), H 1/2 (Curl, D)i, see part (c) of Theorem 5.26. We note that the definitions of the surface divergence and surface curl yield Curl b = Div( b in a variational
sense, see the remark on page ??.
If 1 and 2
Again, we have to show that this definition is independent on the extension .
1
are two extension then = 1 2 H0 (D) and thus H0 (curl, D) which implies that
T = 0 and t = 0.
We note the following applications (compare to Corollary 5.11 for the scalar case and to
Exercise 4.6 for the case of sufficiently smooth functions).
231
Lemma 5.30 (a) Let R3 be a Lipschitz domain such that D and let u1
H(curl, D) and u2 H(curl, \ D) such that t u1 = t u2 or T u1 = T u2 on D.
Then the field

u1 (x) , x D ,
u(x) =
u2 (x) , x \ D ,
is in H(curl, ).
(b) Let D R3 be symmetric with respect to x3 = 0; that is, x D x D where
z = (z1 , z2 , z3 )> for any z = (z1 , z2 , z3 )> C3 . Let D = {x D : x3 0} and
v H(curl, D ). Extend v into D by even reflection; that is,

v(x) , x D ,
v(x) =
v (x ) , x D+ ,
Then v H(curl, D) and the mapping v 7 v is bounded from H(curl, D ) into
H(curl, D).
(c) Let D R3 as in part (b) and v H0 (curl, D ). Extend v into D by odd reflection;
that is,

v(x) ,
x D ,
v(x) =
v (x ) , x D+ ,
Then v H0 (curl, D) and the mapping v 7 v is bounded from H0 (curl, D ) into
H0 (curl, D).
Proof: (a) Let T u1 = T u2 and H0 (curl, ) arbitrary. Using (5.19) in D for u1 and in
\ D for u2 yields
Z

ht | , T u1 i =
u1 curl curl u1 dx ,
D
Z
ht |+ , T u2 , i =

u2 curl curl u2 dx ,
\D
where t | and t |+ denotes the trace from D and \ D on D, respectively. We note

that t | = t |+ because of the orientation of . Now we set v = curl u1 in D and
v = curl u2 in \ D and add both equations. Then v L2 (, C3 ) and
Z

u curl v dx = 0 for all H0 (curl, ) .
This is the variational form of v = curl u and proves the lemma for the case that T u1 = T u2 .
In the case t u1 = t u2 one uses (5.19) with u and v interchanged. Here we note that
T | = T |+ .
(b), (c) These part is proven analogously by validating that

curl v(x) ,
x D ,
curl v(x) =
(curl v) (x ) , x D+ ,
232
respectively, see the proof of the Theorem 5.24 and Exercise 4.6.
Now we are able to prove the important compactness property of the subspace V0,A , defined
in (4.10d). First we consider the case of a ball.
Lemma 5.31 Let B R3 be a ball and A L (B, C33 ) such that A(x) is symmetric for
almost all x and there exists c > 0 with Re (z > A(x)z) c|z|2 for all z C3 and almost all
x B. Then the closed subspace H0 (curl, divA 0, B) H0 (curl, B), defined in (4.12a); that
is,

H0 (curl, divA 0, B) = u H0 (curl, B) : (Au, )L2 (B) = 0 for all H01 (B) .
is compactly imbedded in L2 (B, C3 ). For A = I we just write H0 (curl, div 0, B).
Proof: For the special case A(x) = I we will prove this result in the next section (see
Theorem 5.37) by expanding the functions into spherical harmonics.
Let now A be arbitrary. We recall the Helmholtz decompositions from Theorem 4.23 in the
form
H0 (curl, B) = H0 (curl, divA 0, B) H01 (B) ,
L2 (B, C3 ) = L2 (divA 0, B) H01 (B) ,
(5.21a)
(5.21b)
and note that the projections onto the components are bounded. Let now (un ) be a bounded
sequence in H0 (curl, divA 0, B). Then we decompose un with respect to the Helmholtz decomposition (5.21a) for A(x) = I; that is,
un = vn + pn
with vn H0 (curl, div 0, B) and pn H01 (B) .
Because the projections onto the components are bounded we conclude boundedness of the
sequence (vn ) in H0 (curl, div 0, B) with respect to k kH(curl,B) . Because H0 (curl, div 0, B) is
compactly imbedded in L2 (B, C3 ) there exists a subsequence (denoted by the same symbol)
such that (vn ) converges in L2 (B, C3 ). On the other hand, the form vn = un pn with
un H0 (curl, divA 0, B) L2 (divA 0, B) and pn H01 (B) is just the decomposition of vn
in the Helmholtz decomposition (5.21b). Again, by the boundedness of the projections in
L2 (B, C3 ) we conclude that (un ) converges in L2 (B, C3 ) and ends the proof.
2
Now we are able to prove Theorem 4.24 from the previous chapter.
Theorem 5.32 Let D be a Lipschitz domain and let A L (D, C33 ) such that A(x) is
symmetric for almost all x and there exists c > 0 with Re (z > A(x)z) c|z|2 for all z C3
and almost all x D. Then the spaces V0,A and H0 (curl, divA 0, D), defined by

V0,A = u H0 (curl, D) : (Au, )L2 (D) = 0 for all H0 (curl 0, D) ,
(5.22a)

H0 (curl, divA 0, D) = u H0 (curl, D) : (Au, )L2 (D) = 0 for all H01 (D) , (5.22b)
are compact in L2 (D, C3 ). Here, H0 (curl 0, D) denotes the subspace of H0 (curl, D) with
vanishing curl.
233
Proof: As noted before (see Remark 4.22) it suffices to consider the subspace H0 (curl, divA 0, D)
because it contains V0,A as a closed subspace. The proof consists of several steps. First we
j (B ), then we transform these functions
localize the functions u(`) into U := U 0 D =
into the half ball Bj in parameter space. We extend them by a suitable reflection into
L (Bj , C33 ). In this space we apply Lemma 5.31 to
H0 (curl divM 0, Bj ) for a certain M
prove L2 convergence of a subsequence which, finally, yields convergence of the corresponding subsequence of (u(`) ).
Let {Uj , j : j = 1, . . . , m} be a local coordinate system with corresponding isomorphisms
j from the balls Bj onto Uj0 for j1 , . . . , m. Furthermore, set U00 = D and choose a partition
of unity {j : j = 0, . . . , m} on D subordinate to the sets Uj0 . Before we consider bounded

sequences we concentrate on one particular element.
Therefore, let u H0 (curl, divA 0, D) and j {1, . . . , m} be fixed. The definition of
j (B )
H0 (curl, divA 0, D) yields for any H01 (Uj ) where again Uj := Uj0 D =
j
Z
0 =

u(y)> A(y) j (y)(y)
dy
Z
=
Uj
>

u(y) A(y)j (y) (y)
dy +
Z
Uj
j (y) u(y)> A(y)(y)

dy
Let now pj H01 (Uj ) be defined by

Z
Uj
>
pj (y) A(y)(y)
dy =

u(y)> A(y)j (y) (y)
dy
Uj
for all H01 (Uj ) .
Substituting = pj yields the estimate

ckpj k2L2 (U ) c1 kukL2 (D) kpj kL2 (Uj )
(5.23a)
for some c1 > 0 which is independent of u and j. With Friedrichs inequality we conclude
that this implies
(5.23b)
kpj kL2 (Uj ) c2 kukL2 (D)
for some c2 > 0 independent of u and j. Defining uj :=
R j u + pj we conclude that
uj H0 (curl, Uj ) and even uj H0 (curl, divA , Uj ) because U uj (y)> A(y)(y)
dy = 0
j
for all H01 (Uj ). This holds for all j {1, . . . , m}. We transform uj into the parameter
domain as we did it already several times. We define

0 >
0 (x)> uj
j (x) and M (x) =
0 (x)1 A
j (x)
(x)
v(x) =
for x Bj
j
j
j
where Bj denotes again the lower part of the ball Bj . Here we dropped the index j for v
and M to keep the presentation simple. Then v H0 (curl, Bj ) by Lemma 5.22. Also, we

0j (x)> ()
j (x) for =
j and thus
recall that (x) =

Z
0 =
Uj
>
uj (y) A(y)(y)
dy =
Z
Bj
v(x)> M (x)(x) dx for all H01 (Bj ) . (5.24)
234
Now we extend v and M into all of the ball Bj by

v(x) ,
x Bj ,
v(x) =

v (x ) , x Bj+ ,
and
M`k (x) , x Bj , `, k {1, 2, 3} ,

`k (x) =
M`k (x ) , x Bj+ , `, k {1, 2} or ` = k = 3 ,
M
M`k (x ) , x Bj+ , else,

where again z = (z1 , z2 , z3 )> for any z = (z1 , z2 , z3 )> C3 . First we note that M
33
(x) is symmetric for almost all x Bj and there exists c1 > 0 with
L (Bj , C ) and M
>
z M (x)z c1 M (x)|z|2 for all z C3 and x Bj . Next we show that v H0 (curl, divM 0, Bj ).
The formula curlx v (x ) = (curl v) (x ) yields v H0 (curl, Bj ). It remains to show that
Z
(x)(x) dx = 0 for all H01 (Bj ) .
v(x)> M
Bj
Let H01 (Bj ). Then the function x 7 (x) (x ) vanishes for x3 = 0 and is thus in
H01 (Bj ). Substituting this function into (5.24) and using x (x ) = () (x ) yields
Z

v(x)> M (x) (x) (x ) dx
0 =
Bj
>
v(x) M (x)(x) dx
=
Bj
Bj
>
v(x) M (x)(x) dx
=
Bj
v(x)> M (x)x (x ) dx
v(x )> M (x )() (x) dx .
Bj+
Now a careful elementary calculation shows that

(x)(x) ,
v(x )> M (x )() (x) =
v (x)> M
x Bj+ ,
which yields
Z
(x)(x) dx = 0 .
v(x)> M
Bj
Since this holds for all
H01 (Bj )
we have shown that v H0 (curl, divM 0, Bj ).
Now we prove the actual compactness property. Let (u(`) )` be a bounded sequence in
(`)
(`)
H0 (curl, divA 0, D). The scalar functions pj H01 (Uj ) and the vector functions vj
H0 (curl, divM 0, Bj ) correspond to pj and v above. The estimate (5.23b) implies boundedness
(`)
of (pj )` in H01 (Uj ). The compact imbedding of H01 (Uj ) in L2 (Uj ) yields L2 convergence
(`)
(`)
(k)
of a subsequence of (pj )` . From estimate (5.23a) appied to the difference pj pj we
(`)
conclude that this subsequence converges also in H01 (Uj ). Also, (
uj )` is bounded in
(`)
H0 (curl, divA 0, Uj ) and thus also (
vj )` in H0 (curl, divM 0, Bj ) for every j = 1, . . . , m. Now
(`)
we apply Lemma 5.31 which yields convergence of a subsequence of (
vj )` in L2 (Bj , C3 )
235
(`)
which we denote by the same symbol. Then also the sequence (

uj )` converges in L2 (Uj0 , C3 )
for every j = 1, . . . , m. Finally, we consider j = 0; that is, the bounded sequence (0 u(`) )`
(`)
in H0 (curl, D). We choose a ball B containing D in its interior and extend u0 = 0 u(`) by
(`)
(`)
(`)
(`)
zero into B. Then we construct p0 H01 (B) and u0 = u0 p0 H0 (curl, divA 0, B)
just as before (but now in B instead of Uj ). We again have convergence of a further subse(`)
(`)
quence of (p0 )` in L2 (B). Application of Lemma 5.31 to (
u0 )` yields L2 convergence of a
(`)
subsequence. Altogether, we have found a common convergent subsequence of (
uj )` for all
(`)
j = 0, 1, . . . , m. Together with the convergence of (pj )` in H01 (Uj ) this finishes the proof.
2
As a direct consequnce we obtain the imbedding of the subspaces V0, and V defined also in
chapter 4 in case of Lipschitz domains.
Corollary 5.33 The closed subspace V0, and V , defined in (4.10d) and (4.10c) for A = I
and A = I, respectively, are compactly imbedded in L2 (D, C3 ).
Proof: For V0, this follows from the previous theorem. By Corollary 4.36 the spaces V0,
and V are isometric which ends the proof.
2
5.1.3
The Case of a Ball Revisited
In Chapter 2 we have studied the expansion of solutions of the Laplace equation and
Helmholtz equation into spherical harmonics for the special case where B is a ball of radius R centered at the origin. We have seen that for L2 boundary data the series converge
in L2 (D). From Chapter 4 we know that the natural solution space of the boundary value
problems for the Laplace or Helmholtz equation is the Sobolev space H 1 (D). Therefore,
according to the trace theorem, the natural space of boundary data is H 1/2 (D). In this
section we will complement the results of Chapter 2 and show convergence in H 1 (D).
In our opinion, expansions into spherical harmionics provide a clear insight into several
properties of Sobolev spaces. For example, the fact that every curl-free vector field has a
potential is seen very explicitly, see Theorem 5.37 below. In the same Theorem we will
show the compact imbedding of the spaces which appear in the Helmholtz decomposition
(the special case A = I and D being a ball). As an important by-product we will prove a
characterization of the Sobolev space H 1/2 (B) by the decay of the expansion coefficients.
We remark that the purpose of this section is mainly to fill the gap between the L2 theory
of Chapter 2 and the H 1 theory of Chapter 4. The results of this section with the exception
of Theorem 5.37 will not be used in the forthcoming sections.
Let B = B(0, R) be the ball of radius R centered at the origin. We separate variables with
respect to polar coordinates r > 0 and x S 2 to expand functions into a series of spherical
harmonics just as we did in Chapter 2. We begin again with spaces of scalar functions.
Theorem 5.34 Let B = B(0, R) be the ball of radius R centered at the origin. For u
H 1 (B) let um
7 u(r
x) with respect to the spherical
n (r) C be the expansion coefficients of x
236
harmonics; that is,

Z
m
u(r, x) Ynm (
x) ds(
x) ,
un (r) =
0 r < R , |m| n , n = 0, 1, 2, . . .
(5.25)
S2
Then
N
n
X
X
uN (r, x) :=
m
um
x) ,
n (r) Yn (
0 r < R , x S 2 ,
n=0 m=n
converges to u in H 1 (B) as N tends to infinity.

Proof: First we note that, using (2.17),
Z
1
m
u(r, x) DivS 2 GradS 2 Ynm (
x) ds(
x)
un (r) =
n(n + 1) S 2
Z
1
=
GradS 2 u(r, x) GradS 2 Ynm (
x) ds(
x)
n(n + 1) S 2
Z
1
GradS 2 u(r, x) Unm (
x) ds(
x)
= p
n(n + 1) S 2
p
GradYnm have been defined in Theorem 2.46. Therefore, n(n + 1)um
n (r)
m

are the expansion coefficients of Grad
|m| n, n N . From
Sm2 u(r, ) with respect to Un : m
the orthonormalty of the systems Yn : |m| n, n N and {Un : |m| n, n N} we
have by Bessels inequality
where Unm =
1
n(n+1)
N
n
X
X
2
|um
n (r)|
n=0 m=n
N
n
X
X
n(n +
2
1) |um
n (r)|
n=0 m=n
|u(r
x)|2 ds(
x) ,
S2
| GradS 2 u(r
x)|2 ds(
x) ,
and
S2
m 2
Z
N
n
X
X
dun

dr (r)

2
u

(r
x) ds(
x)

S 2 r
n=0 m=n
for almost all r. By Parsevals equation we have even equalities for N .
In spherical polar coordinates the gradient is given by = r

x + 1r GradS 2 , thus
kuk2H 1 (B) =
ZR Z
0
S2
"
#

2

u
1
|u(r
x)|2 + (r
x) + 2 | GradS 2 u(r
x)|2 ds(
x) r2 dr
r
r

ZR "
N
n
X
X
n(n + 1)
2
1+
|um
n (r)| +
2
r
n=0 m=n
0
m 2 #
dun

r2 dr .
(r)
dr

(5.26)
237
The righthand side converges to kuk2H 1 (B) as N tends to infinity by the theorem of monotoneous convergence. Furthermore, from
p
N
n
X
X
n(n + 1) m
dum
n
uN (r
x) =
(r) Ynm (
x) x +
un (r) Unm (
x) , 0 r < R , x S 2 ,
dr
r
n=0 m=n
(5.27)
we conclude that, for M > N ,

m 2 #
Z R"
M
n
X
X
dun

n(n
+
1)
2

r2 dr (5.28)
1
+
+
(r)
kuM uN k2H 1 (B) =
|um
(r)|
n
dr

2
r
n=N +1 m=n 0
2
tends to zero as N tends to infinity.
m 0
Remark: From (5.28) we conclude that r 7 rum
n (r) and r 7 r(un ) (r) are elements of
L2 (0, R) for all m, n.
In this case of B being a ball the space H 1/2 (B) can be characterized by a proper decay of
the expansion coeficients with respect to the spherical harmonics.
Theorem 5.35 Let B = B(0, R) be the ball of radius R centered at the origin. For f
L2 (B) let fnm C be the expansion coefficients with respect to the spherical harmonics; that
is,
Z
fnm =
S2
f (R
x) Ynm (
x) ds(
x) ,
|m| n , n = 0, 1, 2, . . .
Then f H 1/2 (B) if, and only if,

"
kf k :=
X
n
X
p
1 + n(n + 1) |fnm |2
#1/2
< .
(5.29)
n=0 m=n
Proof: For the moment let X be the completion of C (B) with respect to the norm
of (5.29). Note that C (B) is also dense in H 1/2 (B) (see Corollary 5.15 for a proof).
Therefore, as in the proof of Corollary 5.15 it suffices to show that the norm k k of (5.29)
is equivalent to the norm of the factor space H 1 (B)/H01 (B). This is assured if we can prove
Theorems 5.10 and 5.14 for X instead of H 1/2 (B). We assume without loss of generality
that R = 1.
To prove boundedness of the trace operator we write u H 1 (B) in polar coordinates as
u(r
x) =
n
X
X
m
um
x)
n (r) Yn (
n=0 m=n
with coefficients um
n (r) C and thus
(
0 u)(
x) =
X
n
X
n=0 m=n
m
um
x) .
n (1) Yn (
238
2

for s [0, 1], using r3 r2 for r [0, 1], the inequality of CauchyWe estimate um
n (s)
Schwarz, and 2ab a2 + b2 , as
Z s

2
d 3 m
3 m

=
s un (s)
r |un (r)|2 dr
dr
0

Z s
d
2 m
2
3
m
3r |un (r)| + 2r Re um
=
u (r) dr
n (r)
dr n
0
s
sZ
2
Z s
Z s
s
d

m
2 2
2 2
um
r2 dr
|un (r)| r dr + 2
|um
3
(r)
n (r)| r dr
n
dr

0
0
0
Z s
Z s
p
m
2 2
2 2
3
|un (r)| r dr +
1 + n(n + 1)
|um
n (r)| r dr
0

Z s
d m 2 2
1
un (r) r dr .
+ p

1 + n(n + 1) 0 dr
From this and the preceding remark we conclude
that um
n is continous on (0, 1]. We continue
p
with s = 1 and multiply this estimate by 1 + n(n + 1) which yields

Z
Z 1
p
m 2
d m 2 2
1 m
2
2
un (r) r dr
1 + n(n + 1) un (1) 4 1 + n(n + 1)
|un (r)| r dr +

dr
0
0
and thus
k
0 uk2H 1/2 (B)
X
n
X
p
2
2
1 + n(n + 1) |um
=
n (1)| 4 kukH 1 (B)
n=0 m=n
by (5.26) for N . This proves boundedness of 0 from H 1 (B) into X. A right inverse
of is given by
X
n
X
(
f )(r
x) =
fnm rn Ynm (
x) .
n=0 m=n
It suffices to prove boundedness. From (5.28) for unm (r) = fnm rm we conclude that

X
n
X
n(n + 1) + n2
1
m 2
2
+
|fn |
k
f kH 1 (B) =
2n
+
3
2n + 1
n=0 m=n
c
X
n
X
p
1 + n(n + 1)|fnm |2 = ckf k2 .
n=0 m=n
This proves the trace theorem for H 1 (B) and X.

To show the analogue of Theorem 5.14 it suffices again to show that the nullspace of 0 is
contained in H01 (B). Let u H 1 (B) with 0 u = 0; that is, um
n (1) = 0 for all m, n. Let uN
be the truncated sum; that is,
uN (r
x) =
N
n
X
X
n=0 m=n
m
um
x) .
n (r) Yn (
239
Then uN is continuous in B \ {0} and converges to u in H 1 (B) as N tends to infinity.

Furthermore, let C (C) such that (z) = 0 for |z| 1 and (z) = z for |z| 2. Define
vN, H 1 (D) by

N
n
X
X
1 m
un (r) Ynm (
x) .
vN, (r
x) =
n=0 m=n
Now we can argue as we did already several times. By the theorem of dominated convergence
we conclude that vN, uN in H 1 (B) as tends to zero. Also, we can approximate vN, by
some v C0 (B) because vN, vanishes in some neigborhood of S 2 . Altogether this shows
that u can be approximated arbitrarily well in C0 (B). This ends the proof.
2
We continue by extending the previous Theorems 5.34 and 5.35 to the vector-valued case.
Theorem 5.36 Let B = B(0, R) be the ball of radius R centered at the origin. For u
m
m
7 u(r
x) with
H(curl, B) let um
n (r), vn (r), wn (r) C be the expansion coefficients of x
respect to the spherical vector harmonics; that is,
Z
m
u(r, x) x Ynm (
x) ds(
x) , 0 r < R ,
(5.30a)
un (r) =
S2
vnm (r) =
wnm (r)
Z
S2
Z
=
S2
u(r, x) Unm (
x) ds(
x) ,
0 r < R,
(5.30b)
u(r, x) Vnm (
x) ds(
x) ,
0 r < R,
(5.30c)
for |m| n and n = 0, 1, 2, . . ., where Unm and Vnm have been defined in Theorem 2.46 see
Corollary 2.47. Then
uN (r
x) :=
N
n
X
X
m

un (r) Ynm (
x) x + vnm (r) Unm (
x) + wnm (r) Vnm (
x) ,
n=0 m=n
0 r < R, x S 2 , converges to u in H(curl, D) as N tends to infinity.

Proof: We can argue very much as in the proof of Theorem 5.34 but the formulas are
technically more complicated. First we note from the completeness of the orthonormal
n
systems {Ymn : |m| n, n N} in L2 (S 2 ) and {Um
, Vnm : |m| n, n N} in L2t (S 2 ) that
X
n
X

m
|un (r)|2 + |vnm (r)|2 + |wnm (r)|2 = ku(r, )k2L2 (S 2 ) .
n=0 m=n
The expansion coefficients of curl u(r, ) are given by (see Exercise 5.4)
p
Z
n(n + 1) m
m
curl u(r
x) x Yn (
x) ds(
x) =
wn (r) ,
r
S2
Z
0
1
x) ds(
x) = rwnm (r) ,
curl u(r
x) Unm (
r
S2
p
Z
0
n(n + 1) m
1
x) ds(
x) =
curl u(r
x) Vnm (
un (r) +
rvnm (r) .
r
r
S2
240
This yields

n

0 2 p
0 2
1 X X
m
2
m
m
m
n(n + 1) |wn (r)| + rwn (r) + n(n + 1) un (r) rvn (r)
r2 n=0 m=n
= k curl u(r, )k2L2 (S 2 ) .
To compute curl uN we need the formulas (see Exercise 5.4)
m

um
(r)
m
curl un (r) Yn (
x) x = n
x GradS 2 Ynm (
x) ,
r
0

1
x) ,
curl vnm (r) GradS 2 Ynm (
x) = r vnm (r) x GradS 2 Ynm (
r

0
1
curl wnm (r) x GradS 2 Ynm (
x)
= r wnm (r) GradS 2 Ynm (
x)
r
wnm (r)
n(n + 1) m
Yn (
x) x .
r
Therefore,

N
n
X
X
p
1
m
curl uN (x) =
n(n + 1) um
x) +
n (r) Vn (
r
n=0 m=n
0
r wnm (r)
Unm (
x)
0
r vnm (r) Vnm (
x)
i
p
m
m
n(n + 1) wn (r) Yn (
x) x
(5.31)
and thus for M > N

kuM
uN k2H(curl,B)
M
X
Z 1
n
X
m

|un (r)|2 + |vnm (r)|2 + |wnm (r)|2 r2 dr
n=N +1 m=n
M
X
Z 1
n
X
n=N +1 m=n

0 2
(n(n + 1) |wnm (r)|2 + rwnm (r) +

p
0 2

m
m
+ n(n + 1) un (r) rvn (r) dr
which proves convergence of (uN ) in H(curl, B). The limit has to be u.
Remark: Analogously to the scalar case we note from the previous equality that the funcm
m
m
0
m
0
tions r 7 rum
n (r), r 7 rvn (r), r 7 rwn (r), r 7 (rwn (r)) , and r 7 (rvn (r)) are in
L2 (0, R). This yields in particular that vnm and wnm are continuous in (0, R].
As a simple consequence of this result we show that for balls the subspace H(curl 0, B) of
vector fields with vanishing curl coincides with the space H 1 (B) of gradients and also
compactness of the subspaces appearing in the Helmholtz decompositions (see Theorem 4.21
and Remark 4.22) in L2 (B, C3 ).
241
Theorem 5.37 Let B be a ball.

(a) The space H(curl 0, B), defined by H(curl 0, B) = {u H(curl, B) : curl u = 0 in B}
coincides with the space H 1 (B) = { : H 1 (B)}.
R
(b) The space H(curl, div 0, B) = {u H(curl, B) : B u dx = 0 for all H 1 (B)}
is compactly imbedded in L2 (B, C3 ).
R
(c) The space H0 (curl, div 0, B) = {u H0 (curl, B) : B u dx = 0 for all H01 (B)}
is compactly imbedded in L2 (B, C3 ).
Proof: (a) The inclusion H 1 (B) H(curl 0, B) is obvious and holds for any domain. To
show the reverse inclusion let u H(curl 0, B). Then u has an expansion in the form
u(r
x) =
X
n
X
m

un (r) Ynm (
x) + wnm (r) Vnm (
x) .
(5.32)
n=0 m=n
Since curl u = 0 we conclude from (5.31) that

p
n(n + 1) um
wnm (r) = 0 and
n (r) =
0
rvnm (r)
for all r and all n = 0, 1, 2, . . ., |m| n. Now we set

(r
x) =
From
P Pn
n=1
m=n
(r
x) =
X
n
X
1
p
r vnm (r) Ynm (
x) .
n(n
+
1
n=1 m=n
|vnm |2 < we conclude that H 1 (B) and, by (5.27),
N
n
X
X
p

0

1
p
x) +
n(n + 1) vnm (r) Unm (
x)
r vnm (r) Ynm (
n(n + 1
n=0 m=n
N
n
X
X
m

x) + vnm (r) Unm (
x) = u(r
x) .
=
un (r) Ynm (
n=0 m=n
(b) Without loss of generality let B the unit ball. Every u H(curl, div 0, B) has an
m
expansion in the form (5.32). Let (r
x) = (r)Y
x) for some n N and |m| n and
n (
C 1 [0, 1]. Then (r
x) = 0 (r)Ynm (
x) x +
Z 1
Z
u(x) (x) dx =
0 =
B
n(n+1)
r
Unm (
x) and thus
p

n(n + 1)
0
m
m
(r) un (r) +
(r) vn (r) r2 dr .
r
(5.33)
This holds for all such . Note that r 7 rvnm (r) is continuous and r 7 r2 um
n (r) is in
1
L (0, 1). A modification of the Fundamental Theorem of Calculus
4.46, see Exp
0 (Lemma
m
1
m
2 m
ercise 4.16) yields un C (0, 1] and un (1) = 0 and r un (r) = n(n + 1) rvnm (r) for
R1 m
P
Pn
2
all r (0, 1]. From (5.31) we conclude that
n=0
m=n 0 |qn (r)| dr converges where
242
p
0
m
qnm (r) = n(n + 1) um
n (r) rvn (r) . We estimate, using these two relationships between
m
m
um
n and vn and qn and integration by parts,
1
Z
p
n(n + 1)
|vnm (r)|2 dr
Z
=
0
r2 um
n (r)
Z
r vnm (r) dr
0
m
r2 um
n (r) r vn (r) dr
p
= n(n + 1)
2
|um
n (r)| dr
1
m
r2 um
n (r) qn (r) dr .
+
0
Note that no boundary terms appear because um

n (1) = 0. Therefore,
s
s
Z 1
Z
Z 1
p

2
2
m
m
2
2
m
2
r |un (r)| + |vn (r)| dr
r |un (r)| dr
n(n + 1)
0
r2 |qnm (r)|2 dr
2
|um
n (r)|
1
dr +
2
r2 |qnm (r)|2 dr .
From this we easily derive the estimate

Z 1
Z
m

1 1 m
2
2
m
2
r |un (r)| + |vn (r)| dr
|qn (r)|2 dr .
n
0
0
This holds for all m and n.
Now we prove compactness of the imbedding operator I : H(curl, div 0, B) L2 (B, C3 ).
Define the operator IN : H(curl, div 0, B) L2 (B, C3 ) by
(IN u)(r
x) =
N
n
X
X

m
um
x) + wnm (r) Vnm (
x) .
n (r) Yn (
n=0 m=n
Then
kIN u IukL2 (B) =
Z
n
X
n=N +1 m=n

2
m
2
m
2
r2 |um
n (r)| + |vn (r)| + |wn (r)| dr
Z 1
n
X
X
1
|qnm (r)|2 dr
N + 1 n=N +1 m=n 0
Z 1
n
X
X
1
+
n(n + 1)|wnm (r)|2 r2 dr .
(N + 2)(N + 1 n=N +1 m=n 0
This yields kIN uIukL2 (B) N1 kukH(curl,B) ; that is, IN converges to I in the operator norm.
IN is compact as a bounded finite dimensional operator, therefore also I is compact.
(c) We can very much follow the arguments of part (b) and only indicate the differences.
We choose C 1 [0, 1] with (1) = 0 in order to have H0 (B) by Theorem 5.14. Then
we derive the variational equation
(5.33)
for C 1 [0, 1] with (1) = 0. Again this shows
p

0
1
2 m
that um
n(n + 1) rvnm (r) for all r (0, 1] by Exercise 4.16 but
n C (0, 1] and r un (r) =
243
m
no longer um
n (1) = 0. Nevertheless, one can continue with the proof because vn (1) = 0 by
the boundary condition u = 0 on B (and Theorem 5.25). We leave the details to the
reader.
2
Now we turn to the characterization of the boundary spaces H 1/2 (Div, B) and H 1/2 (Curl, B)
by the decay of the expansion coefficients, compare with Theorem 5.35 for the scalar case.
Theorem 5.38 Let again B = B(0, R) be the ball of radius R centered at the origin. For
m
f L2t (B) let am
n , bn C be the expansion coefficients with respect to the spherical vectorharmonics; that is,
Z
Z

m
m
m
x) ds(
x) , |m| n, n = 0, 1, 2, . . .
f (R
x)Vnm (
x) ds(
x) , bn =
f (R
x)Un (
an =
S2
S2
Then f H 1/2 (Div, B) or f H 1/2 (Curl, B) if, and only if,

kf k2D
:=
X
n
X
1 + n(n + 1)
1/2
2
|am
n | + 1 + n(n + 1)
1/2
2
|bm
< ,
n|
(5.34)
n=0 m=n
or
kf k2C
:=
X
n
X
1 + n(n + 1)
1/2
2
|am
n | + 1 + n(n + 1)
+1/2
2
|bm
< ,
n|
(5.35)
n=0 m=n
respectively.
Proof: Let X be the completion of Ct (B) with respect to the norm of (5.34). The
assertion follows as in Corollary 5.15 (see also Theorem 5.35) once we have proven the trace
theorem in X and that H01 (B) coincides with the null space of 0 ; that is, Theorems 5.24
and 5.25. First we compute kukH(curl,B) . For u of the form
X
n
X
m

un (r) Ynm (
x) + wnm (r) Vnm (
x) ,
u(x) =
n=0 m=n
we have seen in the previous theorem that

Z R
X
n
X
m

2
kukL2 (B) =
|un (r)|2 + |vnm (r)|2 + |wnm (r)|2 r2 dr ,
n=0 m=n
k curl uk2L2 (B)
Z
X
n
X
n=0 m=n
(5.36a)

0 2
p
2
m
(r)|
r
v
(r)
n(n + 1) |um

n
n

0 2

m
2
m
+ r wn (r) + n(n + 1) |wn (r)| dr .
(5.36b)
Without loss of generality we take R = 1. Then we observe that

X
n
X
x GradS 2 Ynm (
x)
GradS 2 Ynm (
x)
m
m
p
x u(1, x) =
vn (1)
wn (1) p
.
n(n
+
1)
n(n
+
1)
n=0 m=n
244
Note that vnm and

wnm are continuous
in (0, 1] by the previous remark. Now we have to
2

2
m
m
estimate vn (1) and wn (1) . With 2|a||b| a2 + b2 we conclude
m 2
vn (1) =

2 0
r r vnm (r) dr
0
1
0
r vnm (r)
= 2 Re
vnm (r) r2
0
1
= 2 Re

vnm (r)2 r2 dr
dr +
0 p

2
m
r vnm (r) n(n + 1) um
n (r) vn (r) r dr
+2
n(n + 1) Re
2
m
um
n (r) vn (r) r
2
p
r vnm (r) 0 n(n + 1) um

n (r) dr +

vnm (r)2 r2 dr
dr +

vnm (r)2 r4 dr
p
+ n(n + 1)
um
2 2
n (r) r

Z 1
p
m 2 2
vn (r) r dr .
dr + (1 + n(n + 1))
p
We devide by 1 + n(n + 1), observe that r4 r2 for r [0, 1] and sum. Comparing this
with (5.36a), (5.36b) yields
X
n
X
1 + n(n + 1)
1/2 m 2
vn (1) 2kuk2H(curl,B) .
n=0 m=n
For wnm (1) we argue analogously:

Z 1
m 2

2 0
wn (1) =
r r wnm (r) dr
0
1
Z
= 2 Re
0
r wnm (r)
wnm (r) r2
Z
dr +

wnm (r)2 r2 dr
Z 1
p
m 2 4

r wnm (r) 0 2 dr +
wn (r) r dr
1 + n(n + 1)
p
1 + n(n + 1) 0
Z 1
m 2 2
wn (r) r dr ,
+
and thus
X
n
X
1 + n(n + 1)
1/2 m 2
wn (1) 2kuk2H(curl,B) .
n=0 m=n
This proves boundedness of the trace operator H(curl, B) X. A right inverse is given by
(f )(r
x) =
X
n
X
m m

m
bn Un (
x ) am
x) r n ,
n Vn (
n=0 m=n
5.2. SURFACE POTENTIALS
245
where anm , bm
n are the Fourier coefficients of f . Boundedness follows from (5.36a), (5.36b) for
m
n
m
m n
un (r) = 0, vnm (r) = bm
n r , and wn (r) = an r .
Finally, we have to show that the kernel of t coincides with H0 (curl, B). We follow the
arguments as in the proof of Theorem 5.35 and approximate
uN (r
x) =
N
n
X
X

m
m
m
m
m
um
(r)
Y
(
x
)
x
+
v
(r)
U
(
x
)
+
w
(r)
V
(
x
)
n
n
n
n
n
n
n=0 m=n
by

X
n
X
1r
r m m
m
m
un (r) Yn (
x) x + vn (r) Un (
x)
uN, (r
x) =
n=0 m=n

r m m
+ wn (r) Vn (
x)
r
where again C (C) with (z) = 0 for |z| 1 and (z) = z for |z| 2 and C (R)
with (t) = 0 for |t| 1 and (t) = 1 for |t| 2. Then uN, vanishes in some neighborhood of
D because the continuous functions vnm and wnm vanish for r = 1. Estimating the difference
kuN uN, kH(curl,B) requires (see (5.36a), (5.36b)) to consider expressions of the form

r m
1r
m
vn (r) vn (r) and
1 um
n (r)
r
and
i
h r

i
0
d h r m
r
vn (r) vnm (r)
= 0 vnm (r) 1 rvnm (r) .
dr
r
These expressions converges to zero pointwise almost everywhere as tends to zero. Also
there exist integrable bounds. Then we can continue as in the proof of Theorem 5.35.
For T one argues analogously.
2
5.2
Surface Potentials
It is the aim of this section to study the mapping properties of the single- and double layer
potentials. First we recall and rename the notion of the traces. In this section D is
always a bounded Lipschitz domain with boundary D which separates the interior D from
the exterior R3 \ D. We fix the normal vector (x), which exists for almost all points x D
by the differentiability assumption on the parametrization, and let it direct into the exterior
of D. Then 0 u| is the trace of u from the exterior (+) and interior (), respectively. The
traces of the normal derivatives 1 u| for (variational) solutions u of the Helmholtz equation
are defined by
Z

1 u| , D =
u k 2 u dx , H 1/2 (D) , u HD ,
(5.37a)
D

1 u|+ , D =
Z
R3 \D

u k 2 u dx , H 1/2 (D) , u HR3 \D , (5.37b)
246
where H 1 (D) or H 1 (R3 \D), respectively, are extensions of with bounded support
in the latter case, and

Z

1
2
1
HD =
u H (D) :
u k u dx = 0 for all H0 (D) ,
D
HR3 \D

Z
1
3
=
u Hloc (R \ D) :
R3 \D

2
1
3
u k u dx = 0 for all H0 (R \ D)
denote the spaces of variational solutions of the Helmholtz equation in D and in R3 \ D,

1
respectively, compare with (5.7). Here, Hloc
(R3 \ D) = {u : R3 \ D C : u|B
1
H (B) for all balls B}.

We denoted the dual form in H 1/2 (D), H 1/2 (D) by h, iD instead of h, i which we
will do from now on. Note, that we have changed the sign in 1 u|+ because the normal
vector is directed into the interior of R3 \ D.
In the first part of this section where we study scalar potentials we let k C with Re k 0
and Im k 0 be arbitrary. When we consider vector potentials we let k = for any

constant , C.
We begin with the representation theorem for solutions of the Helmholtz equation, compare
with Theorem 3.3.
Theorem 5.39 (Greens Representation Theorem)
Let (x, y) be the fundamental solution of the Helmholtz equation; that is,
(x, y) =
eik|xy|
,
4|x y|
x 6= y .
(5.38)
For any solution u H 1 (D) of the Helmholtz equation; that is, u HD , we have the
representation
(
Z

u(x) , x D ,
(0 u)(y)
(x, y) ds(y) 1 u, 0 (x, ) D =
(y)
0,
x 6 D .
D
Proof: First we note that elements of HD are smooth solutions of the Helmholtz equation
in D. Fix x D. As in the classical case we apply Greens formula (5.8) to u and (x, ) in
D \ B[x, ]:
Z

u(y)
1 u, 0 (x, ) D
(x, y)
ds(y)
|yx|=
Z

=
u(y) y (x, y) k 2 u(y) (x, y) dy
D\B[x,]

u(y) y (x, y) + u(y) y (x, y) dy
D\B[x,]
(x, y)
=
u(y)
ds(y) +
(y)
|yx|=
Z
(0 u)(y)
D
(x, y)
ds(y) ;
(y)
247
that is,
(x, y)
ds(y)
(y)
D

Z
u(y)
(x, y)
(x, y)
=
u(y)
ds(y) = u(x)
(y)
|yx|=

1 u, (x, ) D
(0 u)(y)
where we applied Theorem 3.3 in the last step. For x

/ D we argue in the same way.
Corollary 5.40 Every u HD is infinitely often differentiable; that is, u C (D). Therefore, u is even analytic by Corollary 3.4.
Proof: Greens representation theorem shows that u can be expressed as a difference of a
double layer potential with density in L2 (D) (even in H 1/2 (D)) and a single layer potential
with the density = 1 u H 1/2 (D). Only the latter
one has
considered. Let A
to be
be a differential operator. It suffices to show that A , (x, ) D = , (Ax )(x, ) D in
every ball B such that B D. Using an argumentby induction it suffices to
show thisfor
C B (R3 \B) instead of . Set f (x) = , (x,
)
A = /xj and every function
D
for x B. Choose an open neighborhood U of D such that d := dist(U, B) > 0. Then
j := (x,
)/xj H 1 (U ) and

j
f (x + h
e(j) ) f (x) h ,

+ h
) h
j

= , (x
e(j) , ) (x,
D
+ h
) h
j kH 1/2 (D)
c kkH 1/2 (D) k(x
e(j) , ) (x,
+ h
) h
j kH 1 (U ) .
c0 kkH 1/2 (D) k(x
e(j) , ) (x,
yields that
The differentiabilty of
+ h
) h
j kH 1 (U ) = O(h2 )
k(x
e(j) , ) (x,
which proves the assertion.
In the following we drop the symbol 0 , thus we write write just v for 0 v. If D is the
interface of two domains then we write v| and 1 v| to indicate the trace from the interior
() or exterior (+) of D, compare with the remark at the beginning of this section.
Let now u and v be the single- and double layer potentials with densities H 1/2 (D)
and H 1/2 (D), respectively; that is,
/ D , H 1/2 (D) ,
(5.39a)
(S)(x)
= , (x, ) D , x
Z
(D)(x)
=
(y)
(x, y) ds(y) , x
/ D , H 1/2 (D) ,
(5.39b)
(y)
D
248
compare with (3.4a), (3.4b).

are bounded maps into H 1 (D) and H 1 (B \ D) for any
It is the aim to prove that S and D
ball B containing D in its interior.
From the jump conditions of Theorems 3.12 and 3.16 we recall that for smooth domains D
solves the transmission problem
and smooth densities the single layer u = S
u + k 2 u = 0 in R3 \ D ,

u
u
u|+ = u| on D ,
= on D ,
+
and u satisfies also the radiation condition (3.2). This interpretation of the single layer
potential, together with the trace theorems, will allow us to prove the required properties
of the boundary operators. A problem is that the region of this transmission problem is
all of R3 ; that is, unbounded. Therefore, we will restrict the transmission problem to a
bounded region B containing D in its interior and add the additional boundary condition
u/ iku = 0 on B. The solution of this transmission problem in the ball B will lead
to a compact perturbation of S.
The variational form is studied in the following theorem.
Lemma 5.41 Let k C \ {0} with Im k 0 and B be an open ball with D B. For every
H 1/2 (D) there exists a unique solution v H 1 (B) such that
Z
Z

2
v ds = h, iD for all H 1 (B) .
(5.40)
v k v dx ik
B
Furthermore, the operator 7 v is bounded from H 1/2 (D) into H 1 (B).

Proof: We write (5.40) in the form
(v, )H 1 (B) a(v, ) = h, iD
where a denotes the sequilinear form
Z
Z
2
a(v, ) = (k + 1) v dx + ik
B
for all H 1 (B) ,
v ds ,
v, H 1 (B) .
The mapping ` : 7 h, iD is a bounded linear functional on H 1 (B) with k`k

c0 kkH 1/2 (D) because

h, iD c kkH 1/2 (D) kkH 1/2 (D) c0 kkH 1/2 (D) kkH 1 (D)
c0 kkH 1/2 (D) kkH 1 (B) .
The boundedness of the sequilinear form a is shown as follows.

a(v, ) (k 2 + 1) kvkL2 (B) kkL2 (B) + k kvkL2 (B) kkL2 (B) .
(5.41)
249
Using the boundedness of the trace operator from H 1 (B) into L2 (B) we conclude that
a is bounded. The theorem of Riesz (Theorem 6.5) assures the existence of r H 1 (B)
and a bounded operator K from H 1 (B) into itself such that h, iD = (r, )H 1 (B) and
a(v, ) = (Kv, )H 1 (B) for all v, H 1 (B). Furthermore, krkH 1 (B) = k`k c0 kkH 1/2 (D) .
Then we write (5.40) as v Kv = r in H 1 (B) and show that K is compact. From (5.41) for
= Kv we note that
kKvk2H 1 (B) = (Kv, Kv)H 1 (B) = a(v, Kv)
(k 2 + 1) kvkL2 (B) kKvkL2 (B) + k kvkL2 (B) kKvkL2 (B)

c kvkL2 (B) + kvkL2 (B) kKvkH 1 (B) ,
thus

kKvkH 1 (B) c kvkL2 (B) + kvkL2 (B) .
Since in a Hilbert space an operator K is compact if, and only if, it maps weakly convergent
sequences into norm-convergent sequences we consider any such sequence vj * 0 weakly in
H 1 (B). From the boundedness of the trace operator 0 and the compactness of the imbeddings H 1 (B) in L2 (B) and H 1/2 (B) in L2 (B) we conclude that the righthand side of the
previous estimate for vj instead of v converges to zero. Therefore, kKvj kH 1 (B) converges to
zero which proves compactness of K.
Therefore, we can apply the RieszFredholm theory to (5.40). To show existence and
boundedness of the solution operator r 7 v it suffices to prove uniqueness. Therefore,
let v H 1 (B) be a solution of (5.40) for = 0. Substituting = kv into (5.40) yields
Z
Z

2
2
2
2
k|v| k|k| |v| dx i|k|
|v|2 ds = 0 .
B
Taking the imaginary part and noting that Im k 0 yields v = 0 on B. Extending v by

zero into the exterior of B yields v H 1 (R3 ) (see Exercise 4.9) and
Z

v k 2 v dx = 0 for all H 1 (R3 ) ;
R3
that is, v + k 2 v = 0 in R3 . The regularity result of Corollary 5.40 and unique continuation
(see Theorem 4.39) yields v = 0 in R3 .
2
We are now able to prove the following basic properties of the single layer potential.
in R3 \ D be the single layer potential with density
Theorem 5.42 Let u := S

1/2
H
(D), defined by u(x) = (S)(x)
= , (x, ) D , x R3 \ D. Then:
(a) u C (R3 \ D) and u satisfies the Helmholtz equation u + k 2 u = 0 in R3 \ D and
Sommerfelds radiation condition (3.2) for |x| ; that is,

1
us (r
x)
s
ik u (r
x) = O 2
for r ,
(5.42)
r
r
uniformly with respect to x S 2 .
250
(b) Let Q be open and bounded such that D Q. The operator S is well-defined and
bounded from H 1/2 (D) into H 1 (Q).
(c) u|D HD and u|R3 \D HR3 \D and 1 u| 1 u|+ = .
(d) The traces
S = 0 S : H 1/2 (D) H 1/2 (D) ,
(5.43a)
1
+ + 1 S|
) : H 1/2 (D) H 1/2 (D) ,
(1 S|
2
are well defined and bounded.
D0 =
(5.43b)
and H 1/2 (D) take the

(e) With these notations the jump conditions for u = S
form
1
(5.44)
0 u| = S , 1 u| = + D0 .
2
Proof: (a) follows from Corollary 5.40.
(b) Let B be a ball which contains Q in its interior. We prove the following representation
for H 1/2 (D).
of S
= v + w in Q ,
S
(5.45)
where v H 1 (B) is the solution of (5.40), and w H 1 (Q) is explicitely given by

Z
v(y)
w(x) =
(x, y) ik (x, y) ds(y) , x Q .
(y)
B
Indeed, (5.40) implies that the restrictions satisfy v|D HD and v|B\D HB\D if we choose
H01 (D) and H01 (B \ D), respectively, and extend them by zero into the remaining
parts of B. Two applications of Greens representation theorem (Theorem 5.39 in D and in
B \ D) for x D yield
Z
(x, y) ds(y) + h1 v| , (x, )iD , x D ,

v(x) =
v(y)|
(y)
D
Z
0 =
v(y)|+
(x, y) ds(y) h1 v|+ , (x, )iD
(y)
D
Z
v(y)
(x, y) ds(y) + h1 v, (x, )iB , x D ,
(y)
B
where we dropped the symbol 0 for the trace operator. Adding both equation yields

v(x) = 1 v| 1 v|+ , (x, ) D w(x)
, x D,
(5.46)
where
Z
(x, y) ds(y) 1 v, (x, ) B

(y)
B
Z
Z

=
v(y)
(x, y) ds(y)
v x k 2 v x dx
(y)
B
B\D
Z
Z
=
v(y)
(x, y) ds(y) ik
v(y) x (y) ds = w(x) ,
(y)
B
B
w(x)
:=
v(y)
x Q.
251
Here, x H 1 (B) is chosen such that x = (x, ) on B and x = 0 on D. Then x is an

extension of (, x) H 1/2 (B) into B, and the last equation holds by the definition of v.
x H 1 (B) such that
x = (x, ) on D and
x = 0 on B.
For fixed x D we choose
Now we recall the definition (5.37a), (5.37b) of the traces 1 v| and rewrite the first term of
(5.46) as
Z

x k2v
x dx
1 v| 1 v|+ , (x, ) D = 1 v| 1 v|+ , x D =
v
B
x iD
= h,
= , (x, ) D = (S)(x)
x . Thus v = S
w in D. For x B \ D we argue exactly in the same
by (5.40) for =
way to show (5.46) which proves (5.45).
Now we observe that v|B 7 w|Q is bounded from L2 (B) into H 1 (Q). Furthermore, 7 v
is bounded from H 1/2 (D) into H 1 (B). Combining this with the boundedness of the trace
operator v 7 v|B yields boundedness of S from H 1/2 (D) into H 1 (Q).
(c) From the representation (5.45) it suffices to show that 1 v| 1 v|+ = on D because
w is a classical solution of the Helmholtz
R equation in2 B. By the definitions of 1 | and of v
we have that h1 v| 1 v|+ , iD =
v k v dx = h, iD for all extensions
Q
of with compact support. This proves part (c).

(d) This follows from (b) and the boundedness of the trace operator 0 .
(e) This follows directly from (c) and the definition of D0 .
is the only
Corollary 5.43 For every H 1/2 (D) the single layer potential u = S
variational solution of the transmission problem

u
u
2
3
= on D ,
u + k u = 0 in R \ D , u| = u|+ on D ,
+
1
and u satisfies the Sommerfeld radiation condition (5.42); that is, u Hloc
(R3 ) is the unique
radiating solution of
Z

u k 2 u dx = h, 0 iD for all H 1 (R3 ) with compact support . (5.47)
R3
Proof: The previous theorem implies that u|D HD and u|R3 \D HR3 \D and u satisfies the
radiation condition. Let now H 1 (R3 ) with compact support which is contained in some
ball B. The definitions of 1 | yield again
Z

h, iD = h1 u| 1 u|+ , iD =
u k 2 u dx .
B
solves (5.47). To prove uniqueness let = 0. Then

This proves that u = S
Z

u k 2 u dx = 0 for all H 1 (R3 ) with compact support ;
R3
252
that is, u is a radiating variational solution of the Helmholtz equation in all of R3 . The
regularity result from Corollary 5.40 yields u C (R3 ). Also, u satisfies the radiation
condition which implies u = 0 in R3 by Theorem 3.23.
2
The following properties are helpful for using the boundary integral equation method for
solving the interior or exterior boundary value problems.
Theorem 5.44 Let Si be the single layer boundary operator for the special value k = i.
Then:
(a) Si is symmetric and coercive in the sense that there exists c > 0 with
h, Si iD = h, Si iD ,
h, Si iD ckk2H 1/2 (D)
for all , H 1/2 (D) .
In particular, h, Si iD is real valued.

(b) Si is an isomorphism from H 1/2 (D) onto H 1/2 (D).
(c) S Si is compact from H 1/2 (D) onto H 1/2 (D) for any k C with Im k 0.
Proof: (a) Define u = Si and v = Si in R3 \D. As shown before, u is a classical solution
of u u = 0 in R3 \ D and satisfies the radiation condition. From the representation
theorem (Theorem 3.3 for k = i) we observe that u and v and their derivatives decay
exponentially for |x| . Let C (R3 ) with (x) = 1 for |x| R (x) = 0 for
|x| R + 1 where R is chosen such that D B(0, R). By the definitions (5.37a), (5.37b)
of the normal derivatives (note that u|D , v|D HD and u|R3 \D , v|R3 \D HR3 \D for k = i) we
conclude that
h, Si iD = h1 u| 1 u|+ , 0 viD
Z
Z

=
u v + uv dx +
R3 \D
Z
=

u v + uv dx +
B(0,R)
Z
=

u (v) + uv dx
Z

u (v) + uv dx
R<|x|<R+1

u v + uv dx
Z
v
|x|=R
B(0,R)
u
ds
where we used the classical Greens theorem in last step to the smooth functions u and
v. Now we use the fact that v and u decay exponentially to zero as R tends to infinity.
Therefore we arrive at
Z

h, Si iD =
u v + uv dx
R3
which is symmetric in u and v. To prove coercivity we choose = . Then v = u and thus

Z

h, Si iD =
|u|2 + |u|2 dx = kuk2H 1 (R3 ) .
R3
253
Now we recall
from Theorem 5.10 the existence of a bounded extension operator : H 1/2 (D)

H 1 B(0, R) ; that is 0 | = and has compact support in B(0, R). Therefore, for

H 1/2 (D) and = H 1 B(0, R) we can estimate as above
Z

u + u dx
h, iD = h1 u| 1 u|+ , iD =
R3
H 1 (B(0,R)) kk kukH 1 (R3 ) kkH 1/2 (D) ,

kukH 1 (R3 ) kk
and thus kkH 1/2 (D) =
h, iD kk kukH 1 (R3 ) . Therefore, h, Si iD =
sup
kkH 1/2 (D) =1

1
2
kuk2H 1 (R3 ) kk
2 kkH 1/2 (D) . This finishes the proof of part (a).
(b) Injectivity of Si follows immediately from the coerciveness property of part (a). Furthermore, from part (a) we observe that (, )S := h, Si iD) defines an inner product
in H 1/2 (D) such that its corresponding norm is equivalent to the ordinary norm in
H 1/2 (D). Surjectivity of Si is now an immediate consequence of the Riesz Representation Theorem 6.5. Indeed, let f H 1/2 (D). It defines a linear and bounded functional
` on H 1/2 (D) by `() := h, f iD) for H 1/2 (D). By the theorem of Riesz (Theorem 6.5) there exists H 1/2 (D) such that (, )S = `() for all H 1/2 (D); that is,
h, Si iD) = h, f iD) for all H 1/2 (D); that is, Si = f .
(c) Choose open balls Q and B such that D Q and Q B. We use that facts that S
and Si have representations of the form (5.45); that is,
= v + w
S
and Si = vi + wi
in Q
where v, vi H 1 (B) are the solutions of (5.40) for k and k = i, respectively, and w, wi
H 1 (Q) are explicitely given by

Z
k
(x, y) ik k (x, y) ds(y) , x Q ,
w(x) =
v(y)
(y)
B
and analogously for wi (see proof of Theorem 5.42). We note that the mapping 7 v is
bounded from H 1/2 (D) into H 1 (B). Therefore, by the trace theorem and the compact
imbedding of H 1/2 (B) into L2 (B) the mapping 7 v|B is compact from H 1/2 (D)
into L2 (B). This proves compactness of the mappings 7 w|D from H 1/2 (D) into
H 1/2 (D). It remains to consider v vi . Taking the difference of the equations for v and vi ;
that is,
Z
Z

2
v k v dx ik
v ds = h, iD ,
B

vi + vi dx +
vi ds = h, iD ,
B
yields
Z
Z

(vvi )+(vvi ) dx +
B
(vvi ) ds = (k +1)
Z
v dx + (ik+1)
v ds
B
254
for all H 1 (B) which is of the form

Z
Z

(v vi ) + (v vi ) dx +
B
Z
(v vi ) ds =
Z
f dx +
g ds (5.48)
B
with f L2 (B) and g L2 (B). As mentioned before, the mapping 7 v is bounded from
H 1/2 (D) into H 1 (B) and thus compact as a mapping into L2 (B) as well as the mapping
7 vB from H 1/2 (D) into L2 (B). Finally, the mapping (f, g) into the solution v vi
of (5.48) is bounded from L2 (B) L2 (B) into H 1 (B). This proves compactness of the
mapping 7 v vi from H 1/2 (D) into H 1 (B). The trace theorem yields compactness of
S Si and ends the proof.
2
Remarks 5.45 (i) The proof of part (b) implies in particular that the dual space of H 1/2 (D)
can be identified with H 1/2 (D); that is, the spaces H 1/2 (D) and H 1/2 (D) are reflexive
Banach spaces.
(ii) The symmetry of S holds for any k C \ {0} with Im k 0. Indeed, we can just copy
the previous proof of part (a) and arrive at
Z
Z

u
2
ds
h, SiD =
u v k uv dx
v
B(0,R)
|x|=R
and thus
Z
h, SiD h, SiD =
|x|=R
v
u
u
v

ds .
It suffices to show that the last integral tends to zero as R . To see this we just write

Z
Z
Z
v
v
u
u
u
iku ds
u
ikv ds ,
ds =
v
v
|x|=R
|x|=R
|x|=R
and this tends to zero by Sonmmerfelds radiation condition.
We finish this part of the section by formulating the corresponding theorems for the double
layer potential without detailed proofs.
Theorem 5.46 Let Q be open and bounded such that D Q. The double layer operator
defined in (5.39b), is well-defined and bounded from H 1/2 (D) into H 1 (D) and into
D,
H 1 (Q \ D).
in R3 \ D we have that u|D HD and u| 3 H 3 and
Furthermore, with u := D
R \D
R \D
0 u|+ 0 u| = and 1 u| 1 u|+ = 0. In particular, u C (R3 \ D) and satisfies the
Helmholtz equation u + k 2 u = 0 in R3 \ D and the Sommerfeld radiation condition. The
traces
T
: H 1/2 (D) H 1/2 (D) ,

= 1 D
D =
1
+ + 0 D|
) : H 1/2 (D) H 1/2 (D)
(0 D|
2
(5.49a)
(5.49b)
255
and
are well defined and bounded. Furthermore, we have the jump conditions for u = D
1/2
H (D):
1
0 u| = + D , 1 u| = T .
(5.50)
2
Proof (only sketch): We follow the proof of Theorem 5.42 and choose a ball B with D B
in the form u = v + w where the pair v|D , v|
and prove a decomposition of u = D
B\D
1
1
H (D) H (B \ D) is the variational solution of the transmission problem
v
v + k 2 v = 0 in B \ D ,
ikv = 0 on B ,

v
v
=
, v|+ v| = on D .
+

With this v we define w just as in the proof of Theorem 5.42. The mapping properties of D
and T follow now directly from this representation and the trace theorems. Finally, (5.50)
follows directly from 0 u|+ 0 u| = and the definition of D.
2
We note that in contrast to the case of a smooth boundary the operator D is, in general,
not compact anymore. Similarly to Theorem 5.44 the properties of the operator T with
respect to the special wave number k = i are useful. We leave the proof of the following
result to the reader because it follows the same arguments as in the proof of Theorem 5.44.
Theorem 5.47 Let Ti be the normal derivative of the double layer boundary operator for
the special value k = i. Then:
(a) Ti is symmetric and coercive in the sense that there exists c > 0 with
hTi , iD ckk2H 1/2 (D)
hTi , iD = hTi , iD ,
for all , H 1/2 (D) .
In particular, hTi , iD is real valued.

(b) Ti is an isomorphism from H 1/2 (D) onto H 1/2 (D).
(c) T Ti is compact from H 1/2 (D) into H 1/2 (D) for any k C with Im k 0.
We continue with the vector valued case. Let now , C \ {0} be constant and > 0.
Define the wave number k C with Re k 0 and Im k 0 by k 2 = 2 . We recall the
trace operators t : H(curl, D) H 1/2 (Div, D) and T : H(curl, D) H 1/2 (Curl, D).
As in the scalar case we fix the direction of the unit normal vector to point into the exterior
of D and distinguish in the following between the traces from the exterior (+) and interior
() by writing t u| and T u| , respectively. Due to the direction of we have the following
forms of Greens formula 5.19.
Z

ht v| , T u| iD =
u curl v v curl u dx for all u, v H(curl, D) ,
D
Z
ht v|+ , T u|+ iD =
R3 \D

u curl v v curl u dx for all u, v H(curl, R3 \ D) ,
256

where h, iD denotes the dual form in H 1/2 (Div, D), H 1/2 (Curl, D) , see Theorem 5.26.
Again we changed the notation by writing h, iD instead of h, i .
In the following we want to discuss vector potentials of the form
Z
Z
curl
a(y) (x, y) ds(y) and curl curl
a(y) (x, y) ds(y) for x
/ D ,
D
see Subsection 3.2.2. From the trace theorem we know that in general we have to allow a to be
in H 1/2 (Div, D). Therefore, we have to give meaning to the boundary integral. We recall
from Lemma 5.27 that H 1/2 (Div, D) can be considered as a subspace of H 1/2 (D, C3 )
which is the dual space of H 1/2 (D, C3 ). The dual form is denoted by h, iD , see the
beginning of this section. We define the bilinear mapping
h, iD : H 1/2 (Div, D) H 1/2 (D) C3

componentwise; that is, ha, iD j = haj , iD , j = 1, 2, 3, for a H 1/2 (Div, D) and
H 1/2 (D). We refer to the remark
R following Lemma 5.27. For smooth tangential fields
a and this is exactly the integral D (y) a(y) ds(y). With this bilinear mapping we have
the following form of Greens theorem.
Lemma 5.48 For v H(curl, D) and H 1 (D) we have
Z

ht v, 0 iD =
curl v + v dx .
D
Proof: For any z C3 we have ht v, 0 iD z = ht v, T (z)iD which can be seen by

approximating v and by smooth functions. Therefore, by (5.19),
Z

ht v, 0 iD z = ht v, T (z)iD =
z curl v v curl(z) dx
D
Z
=

z curl v v ( z) dx = z

curl v v dx .
2
Now we are able to generalize the definition of the vector potentials of Subsection 3.2.2 for
any a H 1/2 (Div, D). We define
v(x) = curl ha, (x, )iD ,
x R3 \ D ,
(5.51)
u(x) = curl2 ha, (x, )iD ,
x R3 \ D ,
(5.52)
where we dropped the symbol 0 for the scalar trace operator.

The starting point for our discussion of the vector potentials is the following version of the
representation theorem (compare to the Stratton-Chu formula of Theorem 3.27).
257
Theorem 5.49 (Stratton-Chu formulas)
Let again (x, y) be the fundamental solution from (5.38) wherel k = with Re k 0
and Im k 0.
(a) For any solutions E, H H(curl, D) of curl E iH = 0 and curl H + iE = 0 in D
we have the representation
(
E(x) , x D ,
1
2
curl ht H, (x, )iD =
(5.53a)
curlht E, (x, )iD +
i
0,
x 6 D .
(b) For any solutions E, H Hloc (curl, R3 \ D) of curl E iH = 0 and curl H + iE = 0
uller radiation condition (3.37a); that is,
in R3 \ D which satisfy the SilverM
= O
E(x) H(x)
|x|
1
|x|2

|x| ,
(5.53b)
uniformly with respect to x = x/|x|, we have the representation

curlht E, (x, )iD
1
curl2 ht H, (x, )iD =
0,
x D,
E(x) , x
6 D.
(5.53c)
Proof: We prove only part (a). First we note that E and H are smooth solutions of
curl2 u k 2 u = 0 in D. We fix z D and choose a ball Br = B(z, r) such that Br D. We
apply Greens formula of Lemma 5.48 in Dr = D \ B[z, r] to E and (x, ) for any x Br
and obtain
Z
Z

(x, ) curl E + y (x, ) E dy .
( E) (x, ) ds =
ht E, (x, )iD
Dr
Br
Analogously, we have for H instead of E:

Z
Z

ht H, (x, )iD
( H) (x, ) ds =
(x, ) curl H + y (x, ) H dy
Br
Dr
and thus

Z
Ir (x) := curl ht E, (x, )iD

( E) (x, ) ds
Br

Z
1
2
curl ht H, (x, )iD
( H) (x, ) ds
+
i
Br
Z

= curl
(x, ) curl E + y (x, ) E dy
Dr
1
+
curl2
i
Z
Dr

(x, ) curl H + y (x, ) H dy
258

Now we use that y (x, ) E = curlx (x, )E , curl E = iH, and curl H = iE.
This yields
Z
Z
2
(x, ) E dy i curl
(x, ) H dy
Ir (x) = curl
Dr
Dr
Z
1
2
3
(x, ) H dy curl
(x, ) E dy
curl
i
Dr
Dr
Z

Z
1
2
= i curl
(x, ) H dy 2 curl
(x, ) H dy = 0
k
Dr
Dr
Z
by using curl2 = div and the Helmholtz equation for . Therefore,

1
curl2 ht H, (x, )iD
curl[ht E, (x, )iD +
i
Z
Z
1
2
( E) (x, ) ds +
( H) (x, ) ds
= curl
curl
i
Br
Br
= E(x)
by the classical Stratton-Chu formula of Theorem 3.27. The case x
/ D is treated in the
same way by appling Lemma 5.48 in all of D.
2
Corollary 5.50 For any variational solution E H(curl, D) of curl2 E k 2 E = 0 in D we
have the representation
(
E(x) , x D ,
1
2
curlht E, (x, )iD 2 curl ht curl E, (x, )iD =
k
0,
x 6 D .
1
Proof: We define H = i
curl E and observe that also H H(curl, D), and E, H satisfy
the assumptions of the previous theorem. Substituting the form of H into (5.53a) yields the
assertion.
2
For our proof of the boundedness of the vector potentials and the corresponding boundary
operators we need the (unique) solvability of a certain boundary value problem of transmission type just as in the scalar case. As a familar technique we will use the Helmholtz
decomposition in the form
H(curl, B) = H(curl, div 0, B) H 1 (B)
(5.54)

R
in some
ball
B
where
H(curl,
div
0,
B)
=
u
H(curl,
B)
:
u dx = 0 for all
B

H 1 (B) . We have seen in Theorem 5.37 that H(curl, div 0, B) is compactly imbedded in
L2 (B, C3 ).
Theorem 5.51 Let B1 and B2 be two open balls such that B1 D and D B2 . Let C
with Im (k) > 0 and Kj : H 1/2 (Div, Bj ) H 1/2 (Curl, Bj ) for j {1, 2} be linear
259
and compact operators such that h, Kj iBj are real valued and h, Kj , iBj > 0 for all
H 1/2 (Div, Bj ), 6= 0, j = 1, 2. Then, for every a H 1/2 (Div, D) the following
boundary value problem is uniquely solvable in H(curl, B) where we set B = B2 \ B 1 for
abbreviation.
curl2 v k 2 v = 0 in B \ D ,
v| = v|+ on D ,
curl v|+ curl v| = a on D ,
curl v K2 ( v) = 0 on B2 ,
curl v + K1 ( v) = 0 on B1 ;
that is, in variational form:

Z
2
X

curl v curl k 2 v dx
t , Kj t v Bj = ha, T iD
B
(5.55)
j=1
for all H(curl, B). The operator a 7 t v|D is an isomorphism from H 1/2 (Div, D)
onto itself.
Proof: We make use of the Helmholtz decomposition (5.54). Setting v = v0 p and
= 0 + with v0 , 0 H(curl, div 0, B) and p, H 1 (B), the variational equation
(5.55) is equivalent to
Z
B
2
X

2
2
curl v0 curl 0 k v0 0 + k p dx
t (0 + ), Kj t (v0 p) Bj
j=1
= ha, T (0 + )iD
(5.56)
for all (0 , ) X := H(curl, div 0, B) H 1 (B). We equip X with the norm k(0 , )k2X =
k0 k2H(curl,) + k 2 kk2H 1 (B) and denote the corresponding inner product by (, )X . Then the
variational equation (5.56) can be written as

(v0 , p), (0 , ) X
2
X

t (0 + ), Kj t (v0 p) Bj
(k 2 + 1)v0 0 + k 2 p dx
j=1
= ha, T (0 + )iD
for all (0 , ) X .
(5.57)
The representation theorem of Riesz (Theorem 6.5) guarantees the existence of (g, q) X
and a bounded operator A from X into itself such that

(g, q), (0 , ) X = ha, T (0 + )iD
Z

2

A(v0 , p), (0 , ) X =
(k + 1)v0 0 + k 2 p dx
B
2
X

t (0 + ), Kj t (v0 p) Bj
j=1
for all (v0 , p), (0 , ) X. Therefore, (5.57) can be written as

(v0 , p) A(v0 , p) = (g, q) in X .
260
From the estimate

A(v0 , p), (0 , ) (k 2 + 1)k(v0 , p)kL2 (B)L2 (B) k(0 , )kL2 (B)L2 (B)
X
+ c1
2
X
kKj t (v0 p)kH 1/2 (Curl,Bj ) kt (0 + )kH 1/2 (Div,Bj )
j=1
"
c k(v0 , p)kL2 (B)L2 (B) +
2
X
#
kKj t (v0 p)kH 1/2 (Curl,Bj ) k(0 , )kX
j=1
we conclude (set (0 , ) = A(v0 , p)) that

2
X

kA(v0 , p)kX c k(v0 , p)kL2 (B)L2 (B) +
kKj t (v0 p)kH 1/2 (Curl,Bj ) .
j=1
From this and the compact imbedding of X in L2 (B, C3 ) L2 (B) and the compactness of Kj
we conclude that A is compact from X into itself. Therefore, existence of a solution of (5.57)
holds once uniqueness has been shown. To prove uniqueness, let a = 0 and v H(curl, B)
a corresponding
solution.
Substituting = kv in (5.55) and taking the imginary part yields

P
2
j=1 t v, Kj t v Bj = 0 and thus t v = 0 on B1 B2 . Now we extend v by zero into all

of R3 . Then v H(curl, R3 ). Furthermore, (5.55) takes the form
Z

curl v curl k 2 v dx = 0 for all H(curl, R3 ) ;
R3
that is, v solves curl2 v k 2 v = 0 in R3 and vanishes outside of B. The unique continuation
principle yields v = 0 in R3 .
It remains to show that the operator a 7 t v|D is an isomorphism from H 1/2 (Div, D) onto
itself. This follows immediately from the unique solvability of the following two boundary
value problems for any given b H 1/2 (Div, D):
curl2 vi k 2 vi = 0 in D \ B 1 ,
vi = b on D ,
curl vi + K1 ( vi ) = 0 on B1 ,
(5.58a)
(5.58b)
and
curl2 ve k 2 ve = 0 in B2 \ D ,
ve = b on D ,
curl ve K2 ( ve ) = 0 on B2 .
We leave the proof of this fact to the reader (see Exercise 5.7).
The previous theorem requires the existence of linear and compact operators
Kj : H 1/2 (Div, Bj ) H 1/2 (Curl, Bj ) such that h, Kj iBj > 0 for all H 1/2 (Div, Bj ),
6= 0. Such operators exist. For example, consider the case that Bj = S 2 and the operator
Kj is defined by
X
n
X

m m
1
m
Kj =
an Un + bm
n Vn
1 + n(n + 1)
n=0 m=n
261
m m m m
P
Pn
for =
H 1/2 (Div, S 2 ). This Kj has the desired properties,
n=0
m=n an Un +bn Vn
see Exercise 5.6.
Now we are able to prove all of the desired properties of the vector potentials and their
behaviours at the boundary.
Theorem 5.52 Let k C \ {0} with Im k 0 and Q a bounded domain such that D Q.
defined by
(a) The operators L and M,
(La)(x)
= curl2 ha, (x, )iD
(Ma)(x)
= curlha, (x, )iD
for x Q ,
for x Q ,
are well-defined and bounded from H 1/2 (Div, D) into H(curl, Q).
and curl u = La
satisfy u|D , curl u|D
(b) For a H 1/2 (Div, D) the fields u = Ma
H(curl, D) and u|Q\D , curl u|Q\D H(curl, Q\D) and t u| t u|+ = a and t curl u|
t curl u|+ = 0. In particular, u C (R3 \ D, C3 ) and u satisfies the equation
curl2 u k 2 u = 0 in R3 \ D. Furthermore, u and curl u satisfy the SilverM
uller
radiation condition (3.42); that is,

curl u x ik u = O |x|2 , |x| ,
uniformly with respect to x.
(c) The traces
L = t L on D ,
M =
(5.59a)
1
+ t M|
+ ) on D ,
(t M|
2
(5.59b)
are bounded from H 1/2 (Div, D) into itself. With these notations the jump conditions
and a H 1/2 (Div, D) in the form
hold for u = Ma
1
t u| = a + Ma ,
2
t curl u| = La .
(5.60)
of an isomorphism L from H 1/2 (Div, D) onto itself and a

(d) L is the sum L = L + K
compact operator K.
can be written as
(e) La
= S Div a + k 2 Sa
,
La
a H 1/2 (Div, D) ,
(5.61)
from (5.39a) (in the second occurence taken componentwise).

with the single layer Sa
262
the Maxwell single layer and Ma

the Maxwell double
We note that some authors call La
layer. The matrix operator

1
+
M
L
2
C =
1
+M
L
2
is called the electromagnetic Calderon operator.
Proof: (a)(d)We argue similarily as in the proof of Theorem 5.42. It is sufficient to prove
this for Q being a neighborhood of D. Therefore, let B1 and B2 be two open balls such
that B1 D and D B2 and let Q be an open set with D Q. Choose C with
Im (k) > 0 and Kj : H 1/2 (Div, Bj ) H 1/2 (Curl, Bj ) for j {1, 2} as in the previous
theorem. For a H 1/2 (Div, D) let v H(curl, B) be the solution of (5.55). We prove the
.
following representation of u = Lf
= k 2 (v + w) in B
La
(5.62)
where

2
X
1
2
j
w(x) =
(1) curlht v, (x, )iBj + 2 curl ht curl v, (x, )iBj
k
j=1
for x B2 \B 1 . To prove this we fix x D \B 1 and apply Corollary 5.50 of the Stratton-Chu
formula in D \ B 1 and in B2 \ D, respectively, and obtain (note the different signs because
of the orientation of )
1
curl2 ht curl v| , (x, )iD
k2
1
+ curlht v, (x, )iB1 + 2 curl2 ht curl v, (x, )iB1 ,
k
1
0 = curlht v|+ , (x, )iD + 2 curl2 ht curl v|+ , (x, )iD
k
1
curlht v, (x, )iB2 2 curl2 ht curl v, (x, )iB2 .
k
v(x) = curlht v| , (x, )iD
Adding both equations and using the transmission condition yields

v(x) =
1
1
curl2 ha, (x, )iD w(x) = 2 (La)(x)
w(x) ,
2
k
k
which proves (5.62) for x D. For x B2 \ D we argue analogously. Taking the trace in
(5.62) yields
+ Ka
.
La = k 2 (t v + t w) = La
is compact by the smoothness of w. Finally,
L is an isomorphism by Theorem 5.51, and K
and M follow from the relation curl La
= curl2 Ma
= k 2 Ma,
thus
the properties of M
Ma = curl v + curl w, and the trace theorem.

(e) Using curl curl = div and the Helmholtz equation for and the fact that we can
5.3. BOUNDARY INTEGRAL EQUATION METHODS
263
differentiate with respect to the parameter in the dual form (see the proof of Corollary 5.40
for the arguments) yields for x
/ D
La(x)
= divha, (x, )iD ha, (x, )iD

3
X
(x, )
+ k 2 ha, (x, )iD
=
aj ,
x
j
D
j=1
= ha, x (x, )iD + k 2 ha, (x, )iD
= ha, y (x, )iD + k 2 ha, (x, )iD .
By the identification of ha, y (x, )iD with ha, T y (x, )iD (see Remark 5.28) and the
definition of the surface divergence (Definition 5.29) we conclude that ha, y (x, )iD =
hDiv a, (x, )iD which proves the representation (5.61).
2
5.3
Boundary Integral Equation Methods
We begin again with the scalar case and formulate the interior and exterior boundary value
problems. We assume that D R3 is a Lipschitz domain in the sense of Definition 5.1.
Furthermore, we assume that the exterior R3 \ D of D is connected. Let f H 1/2 (D) be
given bounday data.
Interior Dirichlet Problem: Find u H 1 (D) such that 0 u = f and u + k 2 u = 0 in D;
that is, in variational form
Z

u k 2 u dx = 0 for all H01 (D) .
(5.63a)
D
To formulate the exterior problem we define the local Sobolev space by

1
Hloc
(R3 \ D) := u : R3 \ D C : u|B H 1 (B) for all balls B .
1
Exterior Dirichlet Problem: Find u Hloc
(R3 \ D) such that 0 u = f and u + k 2 u = 0 in
3
R \ D; that is, in variational form
Z

u k 2 u dx = 0 for all H01 (R3 \ D) with compact support, (5.63b)
R3 \D
and u satisfies Sommerfelds radiation condition (5.42). Note that u is a smooth solution of
the Helmholtz equation in the exterior of D.
First we consider the question of uniqueness.
Theorem 5.53 (a) There exists at most one solution of the exterior Dirichlet boundary
value problem (5.63b).
264
(b) The interior Dirichlet boundary value problem (5.63a) has at most one solution if, and
only if, the single layer boundary operator S is one-to-one. More precisely, the null space
N (S) of S is given by all Neumann traces 1 u of solutions u H01 (D) of the Helmholtz
equation with vanishing Dirichlet boundary data; that is,

Z

2
1
1
u k u dx = 0 for all H0 (D) .
N (S) = 1 u : u H0 (D),
D
1
Proof: (a) Let u Hloc
(R3 \ D) be a solution of the exterior Dirichlet boundary value
problem for f = 0. Choose a ball B(0, R) which contains D in its interior and a function
C (R3 ) such that = 1 on B[0, R] und = 0 in the exterior of B(0, R +1). Application
of Greens formula (5.19) in the region B(0, R + 1) \ D to u and = u yields
Z
Z

u
0 = h1 u, iD +
ds =
u k 2 u dx
|x|=R+1
B(0,R+1)\D
Z
Z

=
|u|2 k 2 |u|2 dx +
u k 2 u dx
B(0,R)\D
R<|x|<R+1

|u|2 k 2 |u|2 dx
Z
|x|=R
B(0,R)\D
u
u ds .
Note that vanishes on D and outside of B(0, R + 1). Now we proceed similarly to the
proof of Theorem 3.23. Indeed,
)
2
Z
Z
Z ( 2
u

u
u

ds =
+ |ku|2 ds 2 Im
iku
u
ds
k
r

r
r
|x|=R
|x|=R
|x|=R
Z
=
|x|=R
(
)
Z
u 2

2
2
+ |ku|2 ds + 2 Im k
|u|
+
|ku|
dx .
r
B(0,R)\D
Now we have to distinguish between two cases. If Im k > 0 then u vanishes in B(0, R) \ D.
If k is real valued then the lefthand side of the previous equation converge to zero as R
tends to infinity by the radiation condition. Rellichs lemma (Lemma 3.21 or 3.22) implies
that u vanishes in the (connected) exterior of D. This proves part (a).
(b) Let first u H 1 (D) satisfy (5.63a) and 0 u = 0. Then, by the definition of S and Greens
representation formula of Theorem 5.39

1 u)(x) = 1 u, (x, )
(S
D
Z
= 1 u, (x, ) D
(0 u)(y)
(x, y) ds(y)
(y)
D
= u(x) ,
x D.
1 u = 0 u = 0 on D.
Taking the trace yields S1 u = 0 S
265
in R3 \D. Then u|D H 1 (D)

Second, let H 1/2 (D) such that S = 0. Define u = S
0
and 0 u|+ = 0 on D. Therefore, u|R3 \D satisfies the homogeneous exterior boundary value
problem and therefore vanishes by part (a). The jump condition of Theorem 5.42 implies
= 1 u| 1 u|+ = 1 u| which ends the proof.
2.
Remark: This theorem relates the homogeneous interior Dirichlet problem to the null space
of the boundary operator S. Therefore, k 2 is a Dirichlet eigenvalue of in the sense of
Subsection 4.2.1, see Theorem 4.28, if and only if S fails to be one-to-one.
In particular, there exist only a countable number of values k for which S fails to be one-toone. Furthermore, the null space N (S) is finite dimensional.
The following theorem studies the question of existence for the case that k 2 is not a Dirichlet
eigenvalue.
Theorem 5.54 Assume in addition to the assumptions at the beginning of this section that
k 2 is not an eigenvalue of in D with respect to Dirichlet boundary conditions; that is,
the only solution of the variational equation (5.63a) in H01 (D) is the trivial one u = 0.
Then there exist (unique) solutions of the exterior and the interior Dirichlet boundary value
problems for every f H 1/2 (D). The solutions can be represented as single layer potentials
in the form
u(x) = (S)(x)
= h, (x, )iD , x
/ D ,
where the density H 1/2 (D) satisfies S = f .
Proof: By the mapping properties of S of Theorem 5.42 it suffices to study solvability of the
equation S = f . Because S is a compact perturbation of the isomorphism Si (the operator
corresponding to k = i) by Theorem 5.42, the well known and already often used result
by Riesz (Theorem 6.5) guarantees surjectivity of this operator S provided injectivity holds.
But this is assured by the previous theorem. Indeed, if S = 0 then the corresponding single
layer potential u solves both, the exterior and the interior boundary value problems with
homogeneous boundary data f = 0. The uniqueness result implies that u vanishes in all of
R3 . The jumps of the normal derivatives (Theorem 5.42 again) yields = 0.
2
Furthermore we consider the case of k 2 being a Dirichlet eigenvalue of in D. This
corresponds to the case where S fails to be one-to-one. In this case we have to apply the
Fredholm theory of Theorem 6.4 to the boundary equation S = f .
Theorem 5.55 The interior and exterior boundary value problems are solvable as single
for exactly those f H 1/2 (D) which are orthogonal to all Neumann
layer potentials u = S
1/2
traces 1 v H
(D) of eigenfunctions v H01 (D) of in D; that is,
h1 v, f iD = 0 for all v H01 (D) with v + k 2 v = 0 in the variational sense.
Proof: We have to study solvability of the equation S = f and want to apply Theorem 6.4.
Therefore, we set X1 = Y2 = H 1/2 (D), X2 = Y1 = H 1/2 (D), h, f i1 = h, f iD for
266
H 1/2 (D), f H 1/2 (D) and hg, i2 = h, giD for H 1/2 (D), g H 1/2 (D). The
operator S is self adjoint in this dual system, see Remarks 5.45. Application of Theorem 6.4
yields solvability of the equation S = f for exactly those f H 1/2 (D) with h, f iD = 0
for all N (S ) = N (S). The characterization of the nullspace N (S) in Theorem 5.53
yields the assertion.
2
Remark: For scattering problems by plane waves we have to solve the exterior Dirichlet
problem with boundary data f (x) = exp(ik x) on D. This boundary data satisfies the
orthogonality condition. Indeed, by Greens formula (5.8) we conclude for every eigenfunction v H01 (D) that
Z h
Z
i
ik x
2
ik x
h1 v, exp(ik )iD =
v(x) e
k v(x) e
dx =
v(x) eik x ds = 0 .
D
D
Therefore, the scattering problem for plane waves by the obstacle D, can always be solved
by a single layer ansatz.
From the uniqueness result (and Chapter 3) we expect that the exterior boundary value
problem is always uniquely solvable, independently of the wave number. However, this cant
be done by just one single layer potential. There are several ways to modify the ansatz. In our
context perhaps the simplest possibility is to choose an ansatz as the following combination
of a single and a double layer ansatz
+ DS
i in the exterior of D
u = S
for some H 1/2 (D) and some C to be chosen in a moment. The boundary operator
Si : H 1/2 (D) H 1/2 (D) corresponds to S for k = i. Then u is a solution of the exterior
boundary value problem provided H 1/2 (D) solves
S +
Si + DSi = f on D .
2
(5.64)
By Theorem 5.44 the operator S is a compact perturbation of the isomorphism Si from

H 1/2 (D) onto H 1/2 (D) and the operator DSi is bounded. Therefore, for sufficiently
small 0 > 0 also S + 2 Si + DSi is a compact perturbation of an isomorphism for all C
with || 0 . We choose C with || 0 and Im (k) > 0 and show that for this
choice of the boundary equation (5.64) is uniquely solvable for every f H 1/2 (D). By
the previous remarks it is sufficient to show that the homogeneous equations admits only the
trivial solution. Therefore, let H 1/2 (D) be a solution of (5.64) for f = 0 and define
+ DS
i in all of R3 \ D. Then u|+ vanishes by the jump conditions and
u by u = S
(5.64). The uniqueness result of the exterior Dirichlet boundary value problem yields that
u vanishes in the exterior of D. The jump conditions yield
0 u| = 0 u| 0 u|+ = Si ,
1 u| = 1 u| 1 u|+ = .
Elimination of yields Si 1 u| + 0 u| = 0. Now we apply Greens theorem in D; that is,

Z

u k 2 u dx = h1 u| , 0 iD .
D
267
Substituting = ku yields
Z

k |u|2 k |ku|2 dx = k h1 u|, 0 u| iD = k h1 u| , Si 1 u| iD .
D
Now we note that h1 u| , Si 1 u| iD is real and nonnegative by Theorem 5.44 and Im (k) >
0 by assumption. Therefore, taking the imaginary part yields h1 u| , Si 1 u| iD = 0. The
property of Si from Theorem 5.44 yields 1 u| = 0 and thus also = 1 u| 1 u|+ = 0.
We formulate the result as a theorem.
Theorem 5.56 The exterior Dirichlet boundary value problem is uniquely solvable for every
f H 1/2 (D). The solution can be expressed in the form
+ DS
i
u = S
in R3 \ D
for some sufficiciently small such that Im (k) > 0 and the density H 1/2 (D) solves
(5.64).
We note that for real (and positive) values of k we can choose with Im > 0 independent of
k. Indeed, one can show by the same arguments as in the proof of Theorem 5.44 that D Di
is compact. Therefore, we have to choose || small enough such that (1 + /2)Si + Di Si is
an isomorphism from H 1/2 (D) onto H 1/2 (D).
Exactly the same results hold for the interior and exterior Neumann problems. We formulate
the results in two theorems but leave the proofs to the reader.
Theorem 5.57 The interior Neumann problem is solvable exactly for those f H 1/2 (D)
with hf, 0 viD = 0 for all solutions v H 1 (D) of v + k 2 v = 0 in D and 1 v = 0 on D.
in D with
In this case the solution can be represented as a double layer potential u = D
H 1/2 (D) satisfying T = f on D where T : H 1/2 (D) H 1/2 (D) denotes the
trace of the normal derivative of the double layer potential, see Theorem 5.46.
Theorem 5.58 The exterior Neumann problem is always uniquely solvable for every f
H 1/2 (D). The solution can be represented in the form
+ ST
i in R3 \ D ,
u = D
with H 1/2 (D) for some sufficiently small C with Im (k) > 0. The density
H 1/2 (D) satisfies the boundary equation
T
Ti + D 0 Ti = f
2
on D .
We now turn to the electromagnetic case and formulate the boundary value problems. We
assume again that D R3 is a bounded Lipschtiz domain with connected exterior R3 \ D.
Furthermore, let f H 1/2 (Div, D) be given bounday data. We recall that the trace
268
operator t : H(curl, D) H 1/2 (D) extends the mapping u 7 u|D (and analogously
for exterior domains). Furthermore, let > 0, > 0, and C with Im 0 and
k = with Re k > 0 and Im k 0.

The Interior Boundary Value Problem: Find E, H H(curl, D) such that t E = f and
curl E iH = 0 in D
and
curl H + iE = 0 in D ;
that is, in variational form for the field E (see, e.g., (4.2) or (4.22)).
Z

curl E curl k 2 E dx = 0 for all H0 (curl, D) .
(5.65a)
(5.65b)
As in the scalar case define the local Sobolev space as

Hloc (curl, R3 \ D) :=

u : R3 \ D C3 : u|B H(curl, B) for all balls B .
The Exterior Boundary Value Problem: Find E, H Hloc (curl, R3 \ D) such that t E = f
and
(5.66a)
curl E iH = 0 in R3 \ D and curl H + iE = 0 in R3 \ D ;
that is, in variational form for the field E,
Z

curl E curl k 2 E dx = 0 for all H0 (curl, R3 \ D) with compact support .
R3 \D
(5.66b)
Furthermore, (E, H) have to satisfy the SilverM
uller radiation condition (5.53b); that is,

x
1
E(x) H(x)
= O
(5.66c)
|x|
|x|2
uniformly with respect to x/|x| S 2 . Note that E and H are a smooth solutions of curl2 u
k 2 u = 0 in the exterior of D.
The question of uniqueness and existence are treated in a very analogous way to the scalar
problems and are subject of the following theorems.
Theorem 5.59 (a) There exists at most one solution of the exterior boundary value problem
(5.66a)(5.66c).
(b) The interior boundary value problem (5.65a)(5.65b) has at most one solution if, and
only if, the boundary operator L is one-to-one. More precisely, the null space N (L) of L is
given by all traces t curl u of solutions u H0 (curl, D) of curl2 u k 2 u = 0 with vanishing
boundary data t u; that is,

R

curl u curl k 2 u dx = 0
D
N (L) = t curl u : u H0 (curl, D),
.
for all H0 (curl, D)

Proof: (a) Let
balls such that
on B[0, R] and
and v = H in
B(0, R + 1))
269
E, H be a solution of (5.65a)(5.65b) corresponding to f = 0. Choose again

D B(0, R) B(0, R + 1) and a function C (R3 ) such that = 1
= 0 outside of B(0, R + 1). Greens formula (5.19) applied to u = E
the region B(0, R + 1) \ D yields (note that T u vanishes on D and on
Z
u ( v) ds
0 = ht v, T uiD +
|x|=R+1

E curl H H curl(E) dx
=
B(0,R+1)\D
= i
R<|x|<R+1
= i

u curl v v curl u dx
|E| |H| dx +
B(0,R)\D

|E|2 |H|2 dx
Z
E (
x H) ds .
|x|=R
B(0,R)\D
We consider again the case Im > 0 and Im = 0 separately. If Im > 0 then the fields
decay exponentially as R tends to infinity. This follows again from the Stratton-Chu formula
of Theorem 5.49. Taking the imaginary part of the previous formula and letting R tend to
infinity yields that E vanishes.
Let now be real valued. Taking the real part of the previous formula yields
Z
E (
x H) ds 0 .
Re
|x|=R
This yields

0 2 Re
Z
E (H x) ds
|x|=R
Z
=
| E|2 + | H x|2 ds
|x|=R
| E H x|2 ds .
|x|=R
The SilverM
uller radiation condition
R implies that the second integral tends to zero as R
tends to infinity. This implies that |x|=R |E|2 ds tends to zero. Now we proceed as in the
proof of Theorem 3.35 and apply Rellichs lemma to conclude that E and H vanish in the
exterior of D.
(b) Let first u H0 (curl, D) with curl2 u k 2 u = 0 in D. By Corollary 5.50 we conclude for
x D, because t u = 0,
t curl u)(x) = curl2 ht curl u, (x, )iD
(L
= curl2 ht curl u, (x, )iD + k 2 curlht u, (x, )iD
= k 2 u(x) .
Taking the trace yields L(t curl u) = k 2 t u = 0 on D.
270
Second, let a H 1/2 (Div, D) with La = 0. Define u by u(x) = (La)(x)

= curl2 ha, (x, )iD
for x R3 \ D. Then u Hloc (curl, R3 ) solves the exterior and the interior boundary value
problem with homogeneous boundary data t u = La = 0. The uniqueness result for the exterior problem implies that u vanishes in the exterior. The jump conditions of Theorem 5.52
yield a = t curl u| t curl u|+ = t curl u| . This proves part (b).
2
Theorem 5.60 Assume in addition to the assumptions at the beginning of this section that
k 2 is not an eigenvalue of curl2 in D with respect to the boundary condition u = 0;
that is, the only solution of the variational equation (5.65b) in H0 (curl, D) is the trivial one
u = 0. Then there exist (unique) solutions of the exterior and the interior boundary value
problems for every f H 1/2 (Div, D). The solutions can be represented as boundary layer
potentials in the form
E(x) = (La)(x)
= curl2 ha, (x, )iD ,
H=
1
curl E ,
i
x
/ D ,
where the density a H 1/2 (Div D) satisfies La = f .

Proof: This is clear from the uniqueness result of both, the interior and the exterior boundary value problem and the fact that L is a compact perturbation of an isomophism.
2
We want to study the equation La = f for the case when L fails to be one-to-one. It is the
aim to apply the abstract Fredholm result of Theorem 6.4 and have to find the proper dual
system. The following result will provide the adjoint of L.
Lemma 5.61 (a) The bilinear form h, i on H 1/2 (Div, D) H 1/2 (Div, D), defined
by ha, bi = ha, biD is well defined and a dual system.
(b) For a, b H 1/2 (Div, D) we have
hLa, biD = hLb, aiD ,
and the adjoint of L with respect to h, i is given by L = L.
(c) Let Li be the operator L for k = i. Then there exists c > 0 with
hLi a, ai c kak2H 1/2 (Div,D)
for all a H 1/2 (Div, D) .
In particular, the lefthand side is real valued.

(d) L satisfies the variational equation
hLa, bi = hDiv b, S Div aiD + k 2 hb, SaiD
for all a, b H 1/2 (Div, D)
where S : H 1/2 (D) H 1/2 (D) denotes the single layer boundary operator. In
the second occurence it is considered as a bounded operator from H 1/2 (Div, D) into
H 1/2 (Curl, D), see Lemma 5.27.
271
Proof: (a) On the dense subspace { u|D : u C (D, C3 )} of H 1/2 (Div, D) the
mapping a 7 a is expressed as a = T t a with the extension operator t :
H 1/2 (Div, D) H(curl, D) and the trace operator T : H(curl, D) H 1/2 (Curl, D)
from Theorem 5.24. This operator T t a has a bounded extension from H 1/2 (Div, D) into
H 1/2 (Curl, D). The bilinear form h, i is nondegenerated because H 1/2 (Curl, D) is the
dual of H 1/2 (Div, D).
(b) Define u, v Hloc (curl, R3 ) by
u(x) = curl2 ha, (x, )iD ,
v(x) = curl2 hb, (x, )iD ,
x
/ D .
Then, by Theorem 5.52, t curl v| t curl v|+ = k 2 b and thus k 2 b = T curl v|

T curl v|+ . Therefore, by Greens theorem in the form (5.19), applied in D and in B(0, R)\D,
respectively, and adding the results yields
k 2 hLa, b iD = ht u, T curl v| iD ht u, T curl v|+ iD
Z
Z
2
=
[curl v curl u u curl v] dx
|x|<R
[curl v curl u k v u] dx
( u) curl v ds
|x|=R
|x|<R
( u) curl v ds .
|x|=R
Changing the roles of a and b and subtracting the results yield

Z

2
2
k hLa, b iD k hLb, a iD =
( v) curl u ( u) curl v] ds .
|x|=R
The last term converges to zero as R tends to infinity by the radiation condition. For
a, b H 1/2 (Div, D) we have with respect to the dual system
hLa, bi = hLa, biD = hLb, aiD = ha, LbiD = ha, Lbi .
(c) Let now k = i. Taking b = a in part (a) yields
Z
Z
2
2
[| curl u| + |u| ] dx
hLi a, ai = hLi a, a iD =
|x|<R
( u) curl u ds .
|x|=R
u and curl u decay exponentially to zero as R tends to infinity. Therefore, we arrive at

hLi a, ai = kuk2H(curl,R3 ) .
Finally, the boundedness of the trace operator yields
kakH 1/2 (Div,D) = kt curl u|+ t curl u| kH 1/2 (Div,D) c0 kukH(curl,R3 ) .
(d) Taking the trace in (5.61) yields
La = t S Div a + k 2 t Sa
272
and thus for a, b H 1/2 (Div, D):

hLa, bi = hLa, biD = ht S Div a, biD + k 2 h Sa, biD
D = hDiv b, S Div aiD + k 2 hb, SaiD
= hb, T S Div aiD + k 2 hb, T Sai
by the definition of the surface divergence.
Theorem 5.62 The interior and exterior boundary value problems are solvable by a layer
for exactly those f H 1/2 (Div, D) which are orthogonal to all traces
potential u = La
T curl v H 1/2 (Curl, D) of eigenfunctions v H0 (curl, D) of curl2 in D; that is,
hf, T curl viD = 0 for all v H0 (curl, D) with curl2 v k 2 v = 0 in the variational sense.
Proof: We have to discuss solvability of the equation La = f . As mentioned above we want
to apply Theorem 6.4 and define the dual system by X1 = X2 = Y1 = Y2 = H 1/2 (Div, D)
and ha, bi = ha, biD for a, b H 1/2 (Div, D) as in the previous Lemma. The adjoint
L of L is given by L.
Let now f H 1/2 (Div, D) and g N (L); that is, g = t curl v for some v H0 (curl, D)
with curl2 v k 2 v = 0 in D. The solvability condition hf, gi = 0 reads as 0 = hf,
t curl viD = hf, T curl viD which proves the theorem.
2
For our reference scattering problem from the introduction (see Section 1.5) we obtain a
final conclusion.
Corollary 5.63 For any Lipschitz domain D R3 the scattering problem (3.36a)(3.37b)
has a unique solution. The scattered field E s can be represented by a layer potential E s = La
1/2
inc
where the density a H
(Div D) satisfies La = t E .
Proof: For the scattering problem by a perfect conductor we have to solve the exterior
problem with boundary data f (x) = t E inc on D. This boundary data satisfies the
orthogonality condition of the previous theorem. Indeed, by Greens formula (5.19) we
conclude for every eigenfunction v H0 (curl, D) that
Z

inc
ht E , T curl viD =
curl v curl E inc k 2 v E inc dx = ht v, T curl E inc iD = 0 .
D
Therefore, for this choice of f the boundary equation La = f is solvable.
As in the scalar case we expect that the exterior boundary value problem is uniquely for all
boundary data f , independently of the wave number. By the previous results it is clear that
We proceed just as in the scalar case and propose an
we have to modify the ansatz u = La.
ansatz in the form
+ ML
i a in the exterior of D .
u = La
273
By the jump conditions of Theorem 5.52 the vector field u solves the exterior boundary value
problem for f H 1/2 (Div, D) if, and only if, a H 1/2 (Div, D) satisfies the equation
La
Li a + MLi a = f
2
on D .
(5.67)
As shown in Theorem 5.51 the operator L is the sum of an isomorphism and a compact
operator. Therefore, there exists 0 > 0 such that also L 2 Li + MLi is a compact
perturbation of an isomorphism for every C with || 0 . We choose C with || 0
and Im (k) > 0 and have to prove uniqueness of (5.67). Therefore, let a H 1/2 (Div, D)
+ ML
i a. Then t u|+ = 0 on
satisfies (5.67) for f = 0 and define u in R3 \ D by u = La
D and thus u = 0 in the exterior of D by the uniqueness theorem. The jump conditions
yield
t u| = t u| t u|+ = Li a ,
t curl u| = t curl u| t curl u|+ = k 2 a
= k 2 Ma.
Elimination of a yields Li t curl u| = k 2 t u| . Now we apply
because curl La
Greens theorem in D; that is,
Z

curl u curl k 2 u dx = ht , T curl u| iD .
D
Substituting = ku yields
Z

k | curl u|2 k |ku|2 dx = k ht u| , t curl u| iD
D
k
hLi t curl u| , t curl u| iD .
|k|2
Now we observe that hLi t curl u| , t curl u| iD is nonnegative by Lemma 5.61 and
Im (k) < 0 by assumption. Therefore, the imaginary part of the righthand side is nonnegative while the imaginary part of the lefthand side is non-positive. Taking the imaginary
part yields hLi t curl u| , t curl u| iD = 0 and thus t curl u| = 0 by Lemma 5.61. This
ends the proof because k 2 a = t curl u| t curl u|+ = 0.
We formulate the result as a theorem.
Theorem 5.64 The exterior boundary value problem is uniquely solvable for every f
H 1/2 (Div, D). The solution can be expressed in the form
+ ML
ia
u = La
in R3 \ D
for some sufficiciently small such that Im (k) > 0 and the density a H 1/2 (Div, D)
solves (5.67).
It is not clear to the authors whether or not the parameter can be chosen independently of
the wave number k. This is different from the scalar case (see remark following Theorem 5.56)
because the difference L Li fails to be compact.
274
5.4
Exercises
Exercise 5.1 Prove Theorem 5.6; that is, compactness of the mapping J : u 7 u from
s
t
(Q) for s < t.
(Q) into Hper
Hper
P
Hint: Show that the mapping (JN u)(x) = |n|N un exp(in x) is compact and converges in
the operator norm to J.
Exercise 5.2 Show that the mapping u 7 u/r fails to be bounded from H 1 (D) into
L2 (D) for D = B2 (0, 1) being the unit disk in R2 by
(a) computing n for n N such that kun kH 1 (D) = 1 where un (r, ) = n rn , and
(b) showing that kun /rkL2 (D) as n .
Exercise 5.3 Prove Corollary 5.11
Hint: Approximate u and v by smooth functions and follow the proof of Lemma 5.2.
Exercise 5.4 Show the formulas from the proof of Theorem 5.4; that is,
p
Z
n(n + 1) m
curl u(r
x) x Ynm (
x) ds(
x) =
wn (r) ,
r
S2
Z
0
1
curl u(r
x) Unm (
x) ds(
x) = rwnm (r) ,
r
S2
p
Z
0
n(n + 1) m
1
curl u(r
x) Vnm (
x) ds(
x) =
un (r) +
rvnm (r) .
r
r
S2

um (r)
m
curl um
x GradS 2 Ynm (
x) ,
x) x = n
n (r) Yn (
r

0

1
curl vnm (r) GradS 2 Ynm (
x) = r vnm (r) x GradS 2 Ynm (
x) ,
r
0

1
x)
curl wnm (r) x GradS 2 Ynm (
x)
= r wnm (r) GradS 2 Ynm (
r
wnm (r)
n(n + 1) m
Yn (
x) x .
r
Exercise 5.5 Let B = B(0, R) be a ball and f C0 (B).

(a) Show that the volume potential
Z
v(x) =
f (y)
B
is in C (B) and solves

v = f in B.
1
dy ,
4|x y|
xB,
5.4. EXERCISES
275
(b) Prove that there exists a unique solution v C (B) of the boundary value problem
v = f in B, v = 0 on B.
Hints: For part (a) use the proof of Theorem 3.9. For part (b) make a proper ansatz in the
form v = v + u.
Exercise 5.6 Define the operator K by
K =
X
n
X
m m

1
m
for
an Un + bm
n Vn
1 + n(n + 1)
n=0 m=n
X
n
X
m m

m
=
an Un + bm
H 1/2 (Div, S 2 ) .
n Vn
n=0 m=n
Show that K is well defined and compact from H 1/2 (Div, S 2 ) into H 1/2 (Curl, S 2 ). Show,
furthermore, that hK, iS 2 is real valued and hK, iS 2 > 0 for all H 1/2 (Div, S 2 ),
6= 0.
Exercise 5.7 Show that the boundary value problem (5.58a), (5.58b) is uniquely solvable
for all b H 1/2 (Div, D).
Hints: Transform first the boundary value problem to homogeneous boundary data by choosing a proper extension v of b and make the ansatz vi = v + v. Second, use the Helmholtz
decomposition as in the proof of Theorem 5.51.
276
Chapter 6
Appendix
Some notations and basic results are essential throughout the whole monograph. Therefore
we present a brief collection in this appendix for convenience.
6.1
Table of Differential Operators
Maxwells equations have to be considered in the eucildian space R3 , where we denote the
common inner product and the cross product by
3
x2 y 3 x3 y 2
X
xy =
xj y j
and
x y = x3 y 1 x1 y 3 .
j=1
x1 y 2 x2 y 1
Frequently we apply the elementary formulas
x (y z) = y (z x) = z (x y)
x (y z) = (x z)y (x y)z
(6.1)
(6.2)
Furthermore, we have to fix the notation of some basic differential operators. We will use
the gradient . Additionally we introduce div F = F for the divergence of a vector field
F and curl F = F for its rotation. For scalar fields we denote the Laplacian operator
by = div = . Let u : R3 C and F : R3 C3 be sufficiently smooth functions
then in a cartesian coordinate system we have
F3 F2
u
x1
x2 x3
u
F
F3
1
curl F = F =
u =
x3
x2
x1
F2 F1
u
x3
x1
x2
div F = F =
3
X
Fj
j=1
xj
u = div u =
3
X
2u
j=1
277
x2j
278
CHAPTER 6. APPENDIX
The following frequently used formulas can be obtained from straightforward calculations.
With sufficiently smooth scalar valued functions u, : R3 C and vector valued functions
F, G : R3 C3 we have
curl u = 0
(6.3)
div curl F = 0
(6.4)
curl curl F = div F F
(6.5)
div(F ) = F + div F
(6.6)
curl(F ) = F + curl F
(6.7)
(F G) = (F 0 )> G + (G0 )> F
(6.8)
div(F G) = G curl F F curl G

curl(F G) = F div G G div F + F 0 G G0 F ,
(6.9)
(6.10)
where F 0 (x), G0 (x) C33 are the Jacobian matrices of F and G, respectively, at x; that is,
Fij0 = Fi /xj .
For completeness we add the expressions of the differential operators , div, curl, and
also in other coordinate systems. Let f : R3 C be a scalar function and F : R3 C3 a
vector field and consider cylindrical coordinates
r cos
x = r sin .
z
With the coordinate unit vectors z = (0, 0, 1)> , r = (cos , sin , 0)> , and = ( sin , cos , 0)>
and the representation F = Fr r + F + Fz z we obtain
f (r, , z) =
1 f
f
f
r +
+
z ,
r
r
z
1 (rFr )
1 F
Fz
+
+
,
r r
r
z

1 Fz F
Fr Fz
curl F (r, , z) =
r +
r
z
z
r

1 (rF ) F
z ,
+

1
f
1 2f
2f
f (r, , z) =
r
+ 2
+
.
r r
r
r 2
z 2
div F (r, , z) =
Essential for the second chapter are spherical coordinates
r sin cos
x = r sin sin
r cos
(6.11a)
(6.11b)
(6.11c)
(6.11d)
6.2. RESULTS FROM LINEAR FUNCTIONAL ANALYSIS
279
and the coordinate unit vectors r = (sin cos , sin sin , cos )> , = (cos cos , cos sin , sin )> ,
and = ( sin , cos , 0)> . With F = Fr r + F + F we have the equations
f (r, , ) =
1 f
1 f
f
r +
+
,
r
r
r sin
(6.12a)
1 (r2 Fr )
1 (sin F )
1 F
div F (r, , ) = 2
+
+
,
(6.12b)
r
r
r sin
r sin

1
(sin F ) F
1
1 Fr (rF )
curl F (r, , ) =
r +
r sin
r sin
r

1 (rF ) Fr
+
,
(6.12c)
r
r

1
1
f
1
2f
2 f
.(6.12d)
r
+ 2
sin
+ 2 2
f (r, , ) = 2
r r
r
r sin
r sin 2
6.2
Results from Linear Functional Analysis
We assume that the reader is familiar with the basic facts from linear functional analysis: in
particular with the notions of normes spaces, Banach- and Hilbert spaces, linear, bounded
and compact operators. We list some results which are needed often in this monograph.
Theorem 6.1 Let X, Y be Banach spaces,V a linear subspace, and T : V Y a linear
and bounded operator; that is, there exists c > 0 with kT xkY ckxkX for all x V . Then
there exists a unique extension T : V Y to the closure V of V ; that is, Tx = T x for all
x V and kTxkY ckxkX for all x V . Furthermore, kTk = kT k.
This theorem is often applied to the case where V is a dense subspace of X. For example,
if X is a Sobolev space then V van be taken to be the space of infinitely often differentiable
functions. The proof of boundedness of an operator (e.g. a trace operator) is usually easier
for smooth functions.
The next two theorems are the functional analytic basis of many existence theorems for
boundary value problems.
Theorem 6.2 Let T : X Y be a linear and bounded operator between the normed spaces
X and Y . Let T be of the form T = A + K such that A is an isomprphism from X onto Y
and K : X Y is compact. If T is one-to-one then also onto, and T 1 is bounded from Y
onto X. In other words, if the homogeneous equation T x = 0 admits only the trivial solution
x = 0 then the inhomogeneous equation T x = y is uniquely solvalble for all y Y , and the
solution x depends continuously on y.
By writing T = A(I + A1 K) it is obvious that it is sufficient to consider the case Y = X
and A = I. For this case the result is proven in, e.g., [12], Chapter 3. It is also a special
casae of Theorem 6.4 below.
280
CHAPTER 6. APPENDIX
The case where I K fails to be one-to-one is answered by the following theorem which is
called Fredholms alternative. We need the notions of a dual system and adjoint operators
(see [12], Chapter 4).
Definition 6.3 Two normed spaces X, Y , equipped with a bilinear form h, i : X Y C
is called a dual system, if h, i is nondegenerated; that is, for every x X, x 6= 0, the linear
form y 7 hx, yi does not vanish identically and vice versa, for every y Y , y 6= 0, the linear
form x 7 hx, yi does not vanish identically.
Let hX1 , Y1 i and hX2 , Y2 i be two dual forms. Two operators T : X1 X2 and S : Y2 Y1
are called adjoint to each other if
hT x, yi2 = hx, Syi1
for all x X1 , y Y2 .
Theorem 6.4 (Fredholm) Let hXj , Yj ij , j = 1, 2, be two dual systems, T : X1 X2 a

bounded operator with bounded adjoint operator T : Y2 Y1 such that T = T + K and
T = T + K with isomorphisms T and T and compact operators K and K . Then the
following hold:
(a) The dimensions of the null spaces of T and T are finite and coincide; that is, dim N (T ) =
dim N (T ) < .
(b) The equations T x = u, T y = v are solvable for exactly those u X2 and v Y1 for
which
hu, i2 = 0 for all N (T ) Y2
and
h, vi1 = 0 for all N (T ) X1 .
Proof: We can easily reduce the problem to the case that X1 = X2 and Y1 = Y2 and
T = T = id which is of particular importance in itself.. Indeed, the equation T x = u is
= T1 K maps X1 into itself. On the
equivalent to x + T1 Kx = T1 u and the operator K
other hand, the equation T y = v is equivalent to z + K (T )1 z = v for z = T y. The
Also, hu, yi2 = hT1 u, zi1 for
operator K (T )1 from Y1 into itself is just the adjoint of K.
z = T y Y1 , u X2 . For this special case we refer to Theorem 4.15 of [12].
2
Also the following two results are used for proving existence of solutions of boundary value
problems, in particular for those formulated by variational equations.
Theorem 6.5 (Representation theorem of Riesz)
Let X be a Hilbert space with inner product (, )X and ` : X C a linear and bounded
functional. Then there exists a unique z X with `(x) = (x, z)X for all x X. Furthermore,
k`k = kxkX .
For a proof we refer to any book on functional analysis as, e.g., [23], Section III.6.
An extension is given by the theorem of LaxMilgram.
6.3. ELEMENTARY FACTS FROM DIFFERENTIAL GEOMETRY
281
Theorem 6.6 (Lax and Milgram)

Let X be a Hilbert space over C, ` : X C linear and bounded, a : X X C sesqui-linear
and bounded and coercive; that is, there exist c1 , c2 > 0 with

a(u, v) c1 kukX kvkX for all u, v X ,
Re a(u, u) c2 kuk2X
for all u X .
Then there exists a unique u X with

a(, u) = `()
for all X .
Furthermore, there exists c > 0, independent of u, such that kukX k`kX .

For a proof we refer to, e.g., [9], Section 6.2.
6.3
Elementary Facts from Differential Geometry
Before we recall the basic integral identity of Gauss and Green we have to define rigourously
the notion of domain with a C n boundary or Lipschitz boundary (see Evans [9]). We denote
by Bj (x, r) := {y Rj : |y x| < r} and Bj [x, r] := {y Rj : |y x| r} the open and
closed ball, respectively, of radius r > 0 centered at x in Rj for j = 2 or j = 3.
Definition 6.7 We call a region D R3 to be C n -smooth (that is, D C n ), if there exists a
finite number of open cylinders Uj of the form Uj = {Rj x+z (j) : x B2 (0, j )(2j , 2j )}
with z (j) R3 and rotations1 Rj R33 and real valued functions
j C n (B[0, j ]) with
Sm
|j (x1 , x2 )| j for all (x1 , x2 ) B2 [0, j ] such that D j=1 Uj and

Rj x + z (j) : (x1 , x2 ) B2 (0, j ) , x3 = j (x1 , x2 ) ,

D Uj = Rj x + z (j) : (x1 , x2 ) B2 (0, j ) , x3 < j (x1 , x2 ) ,

Uj \ D = Rj x + z (j) : (x1 , x2 ) B2 (0, j ) , x3 > j (x1 , x2 ) .
D Uj =
We call D to be a Lipschitz domain if the functions j which describe the boundary locally are
Lipschitz continuous; that is, there exist constants Lj > 0 such that |j (z)j (y)| Lj |z y|
for all z, y B2 [0, j ] and all j = 1, . . . , m.
We call {Uj , j : j = 1, . . . , m} a local coordinate system of D. For abbreviation we denote
by

Cj = Cj (j , j ) = B2 (0, j )(2j , 2j ) = x = (x1 , x2 , x3 ) R3 : x21 +x22 < j2 , |x3 | < 2j
the cylinders with parameters j and j . We can assume without loss of generality that
j j (otherwise split the parameter region into smaller ones). Furthermore, we set
1
that is, Rj> Rj = I and det Rj = 1
282
CHAPTER 6. APPENDIX
j : Bj R3 defined by
Bj := B3 (0, j ) Cj , j = 1, . . . , m, and introduce the mappings
x1
j (x) = Rj
+ z (j) , x = (x1 , x2 , x3 )> Bj ,
x2
j (x1 , x2 ) + x3
and its restriction j to B2 (0, j ); that is,
x1
+ z (j) ,
x2
j (
x) = Rj
j (x1 , x2 )
x = (x1 , x2 )> B2 (0, j ) ,
which
yields
x) for x B2 (0, j ) with
a parametrization of D Uj in the form y = j (

j j p
x1 x2 = 1 + |j |2 provided the functions j are differentiable.
j (Bj ). Then D Sm U 0 and Bj (R2 {0}) = B2 (0, j ) {0}, and
We set Uj0 =
j=1 j

j (x) : x Bj , x3 = 0 = j (
D Uj0 =
x) : x B2 (0, j ) ,

j (x) : x Bj , x3 < 0 ,
D Uj0 =

j (x) : x Bj , x3 > 0 .
Uj0 \ D =
j flatten the boundary. For C 1 domains D we note that the
Therefore, the mappings
Jacobian is given by
1
0
0
0 (x) = Rj
0
1
0 ,
j
1 j (x) 2 j (x) 1
where ` j = j /x` for ` = 1, 2. We note that its determinant is one. The tangential
vectors at y = j (x) D Uj are computed as
1
0
j
, j (x) = Rj
.
0
1
(x) = Rj
x1
x2
1 j (x)
2 j (x)
They span the tangent plane at y = j (x). The vector
1 j (x)
j
j
(x)
(x) = Rj 2 j (x)
x1
x2
1
is orthogonal to the tangent plane and is directed into the exterior of D. The corresponding
unit vector
j
j
1 j (x)
(x)
(x)
1
x2
= p
(y) = x1
Rj 2 j (x)

2
j
j
1
+
|
(x)|
j
x1 (x) x2 (x)
1
is called the exterior unit normal vector.
283
Remark 6.8 For Lipschitz domains the functions j are merely Lipschitz continuous. There j and its inverse
1 , given by
fore,
j
y1
1 (y) =
j (Bj ) ,
, y = Rj> (y z (j) ) , y Uj0 =
y2
j
y3 j (
y1 , y2 )
are also Lipschitz continuous. A celebrated result of Rademacher [21] (see also [9], Section 5.8) states that every Lipschitz continuous function j is differentiable at almost every
point x B2 (0, j ) with |j (x)| Lj for almost all x B2 (0, j ) where Lj is the Lipschitz
constant. Therefore, for Lipschitz domains the exterior unit normal vector (x) exists at
j L1 (Bj ) and the
almost all points x D. Furthermore, u L1 (Uj0 ) if, and only, if u
transformation formula holds in the form
Z
Z

j (x) dx .
u(y) dy =
u
(6.13)
Uj0
Bj
j is bounded from L2 (Bj )

Application of this result to |u|2 shows that the operator u 7 u
into L2 (Cj0 ).
R
For such domains and continuous functions f : D C the surface integral D f ds exists.
Very often in the following we need the following tool (see, e.g., [16], Chapter 3):
Theorem 6.9 (Partition of Unity)
Let KS R3 be a compact set. For every finite set {Uj : j = 1, . . . , m} of open
domains with
Pm
3
U
there
exist
C
(R
)
with
supp(
)
U
for
all
j
and
K m
j
j
j
j=1 j (y) = 1
j=1 j
for all y K. We call {j : j = 1, . . . , m} a partition of unity on K subordinate to
{Uj : j = 1, . . . , m}.
Using a local coordinate system {Uj , j : j = 1, . . . , m} of D with corresponding mappings
j from the balls Bj onto Uj0 and their restrictions j : B2 (0, j ) Uj0 D as in Defini
R
tion 6.7 and a corresponding partion of unity j on D with respect to Uj0 we write D f ds
in the form
Z
m Z
m Z
X
X
f ds =
j f ds =
fj ds
D
j=1
DUj0
j=1
DUj0
with fj (y) = j (y)f (y). The integral over the surface patch Uj0 D is given by
Z
Z
q
1 + |j (x)|2 dx .
fj ds =
fj j (x)
Uj0 D
B2 (0,j )
We collect important properties of the smooth domain D in the following lemma.

Lemma 6.10 Let D C 2 . Then there exists c0 > 0 such that

(a) (y) (y z) c0 |z y|2 for all y, z D,
284
CHAPTER 6. APPENDIX

(b) (y) (z) c0 |y z| for all y, z D.
(c) Define
H :=

z + t(z) : z D , |t| < .
Then there exists 0 > 0 such that for all (0, 0 ] and every x H there exist
unique (!) z D and |t| with x = z + t(z). The set H is an open neighborhood
of D for every 0 . Furthermore, z t(z) D and z + t(z)
/ D for 0 < t <
and z D.
One can choose 0 such that for all 0 the following holds:
|z y| 2|x y| for all x H and y D, and
|z1 z2 | 2|x1 x2 | for all x1 , x2 H .

If U := x R3 : inf zD |x z| < denotes the strip around D then there exists
> 0 with
U H0 U0
(6.14)
(d) There exists r0 > 0 such that the surface area of B(z, r) D for z D can be
estimated by

|B(z, r) D| 2r2 4c0 r3 for all r r0 .
(6.15)
Proof: We use a local coordinate system {Uj , j : j = 1, . . . , m} which yields the parametrization j : B2 (0, j ) D Uj0 . First, it is easy to see (proof by contradiction) that there
exists > 0 with the property that for every pair (z, x) D R 3 with |z x| < there
exists Uj0 with z, x Uj0 . Let diam(D) = sup |x1 x2 | : x1 , x2 D be the diameter of D.
(a) Let x, y D and assume first that |y x| . Then

(y) (y x) |y x| diam(D) 2 diam(D) |y x|2 .
2
2
0
Let now |y x| < . Then y, x Uj for some j. Let x = j (u) and y = j (v). Then
j
(u)
u1
(x) =
u1j (u)
j
(u)
u2

j
(u)
u2
and, by the definition of the derivative,

y x = j (v) j (u) =
2
X
k=1
(vk uk )
j
(u) + a(v, u)
uk

with a(v, u) c|u v|2 for all u, v Uj0 and some c > 0. Therefore,

2
X
j

1
j
j

(x) (y x)

(v
(u)
(u)
(u)
k uk )

j

j
u
u
u
1
2
k
u1 (u) u2 (u) k=1
|
{z
}
= 0

j

1
j

+
(u)
(u)
a(v,
u)

j
j
u
u
1
2
(u)
(u)
u1

u2

2
1
c0 |x y|2 .
c |u v|2 = c 1
(x)
(y)
j
j
285
This proves part (a). The proof of (b) follows analogously from the differentiability of u 7 .
(c) Choose 0 > 0 such that
(i) 0 c0 < 1/16 and
(ii) (x1 ) (x2 ) 0 for x1 , x2 D with |x1 x2 | 20 and
S
0
(iii) H0 m
j=1 Uj .
Assume that x H for 0 has two representation as x = z1 + t1 1 = z2 + t2 2 where
we write j for (zj ). Then

1
|z1 z2 | ,
|z1 z2 | = (t2 t1 ) 2 + t1 (2 1 ) |t1 t2 | + c0 |z1 z2 | |t1 t2 | +
16
thus |z1 z2 |
16
|t
15 1
t2 | 2|t1 t2 |. Furthermore, because 1 2 0,
(1 + 2 ) (z1 z2 ) = (1 + 2 ) (t2 2 t1 1 ) = (t2 t1 ) (1 2 + 1) ,

|
{z
}
1
thus

|t2 t1 | (1 + 2 ) (z1 z2 ) 2c0 |z1 z2 |2 8c0 |t1 t2 |2 ;

that is, |t2 t1 | 18c0 |t2 t1 | 0. This yields t1 = t2 because 18c0 |t2 t1 | 116c0 > 0
and thus also z1 = z2 .
Let U 0 be one of the sets Uj0 and : R2 B2 (0, ) U 0 D the corresponding bijective
mapping. We define the new mapping F : R2 B2 (0, ) (, ) H by
(u, t) B2 (0, ) (, ) .

For sufficiently small the mapping F is one-to-one and satisfies det F 0 (u, t) c > 0 on
B2 (0, ) (, ) for some c > 0. Indeed, this follows from
F (u, t) = (u) + t (u) ,
F (u, t) =
>
(u) + t
(u) ,
(u) + t
(u) , (u)
u1
u1
u2
u2
and the fact that for t = 0 the matrix F 0 (u, 0) has full rank 3. Therefore,
F is a bijective
S
0
mapping from B2 (0, ) (, ) onto U H . Therefore, H = (H Uj ) is an open
neighborhood of D. This proves also that x = z t(z) D and x = z + t(z)
/ D for
0 < t < .
For x = z + t(z) and y D we have

2
|x y|2 = (z y) + t(z) |z y|2 + 2t(z y) (z)
|z y|2 2c0 |z y|2
1
|z y|2
4
because 2c0
3
.
4
286
CHAPTER 6. APPENDIX
Therefore, |z y| 2|x y|. Finally,

2
|x1 x2 |2 = (z1 z2 ) + (t1 1 t2 2 ) |z1 z2 |2 2 (z1 z2 ) (t1 1 t2 2 )

|z1 z2 |2 2 (z1 z2 ) 1 2 (z1 z2 ) 2
|z1 z2 |2 4 c0 |z1 z2 |2 = (1 4c0 ) |z1 z2 |2
1
|z1 z2 |2
4
because 1 4c0 1/4.

The proof of (6.14) is simple and left as an exercise.
(d) Let c0 and 0 as in parts (a) and (c). Choose r0 such that B[z, r] H0 for all r r0
(which is possible by (6.14)) and (z1 ) (z2 ) > 0 for |z1 z2 | 2r0 . For fixed r r0 and
arbitrary z D and > 0 we define

Z() = x B(z, r) : (x z) (z)
We show that
Z(2c0 r2 ) B(z, r) D Z(+2c0 r2 )
Let x Z(2c0 r2 ) have the form x = x0 + t(x0 ). Then
(x z) (z) = (x0 z) (z) + t (x0 ) (z) 2c0 r2 ;
that is,

t (x0 ) (z) 2c0 r2 + (x0 z) (z) 2c0 r2 + c0 |x0 z|2
2c0 r2 + 2c0 |x z|2 = 0 ;
that is, t 0 because |x0 z| 2r and thus (x0 )(z) > 0. This shows x = x0 +t(x0 ) D.
Analogously, for x = x0 t(x0 ) B(z, r) D we have t > 0 and thus
(x z) (z) = (x0 z) (z) t (x0 ) (z) c0 |x0 z|2 2c0 |x z|2 = 2c0 r2 .
Therefore, the surface area of B(z, r) D is bounded from below and above by the surface
areas of Z(2c0 r2 ) and Z(+2c0 r2 ), respectively. Since the surface area of Z() is 2r(r + )
we have
4c0 r3 |B(z, r) D| 2r2 4c0 r3 .
2
6.4
Integral Identities
Now we can formulate the mentioned integral identities. We do it only in R3 . By C n (D, C2 )

we denote the space of vector fields F : D C3 which are ntimes continuously differentiable. By C n (D, C3 ) we denote the subspace of C n (D, C3 ) that consists of those functions F
which, together with all derivatives up to order n, have continuous extentions to the closure
D of D.
6.4. INTEGRAL IDENTITIES
287
Theorem 6.11 (Theorem of Gauss, Divergence Theorem)

Let D R3 be a bounded Lipschitz domain. For F C(D, C3 ) with div F C(D) the
identity
Z
Z
div F (x) dx =
F (x) (x) ds
D
holds. In particular, the integral on the and lefthand side exists.

Furthermore, application of this formula to F = uve(j) for u, v C 1 (D) and the jth unit
vector e(j) yields the formula of partial integration in the form
Z
Z
Z
u v dx =
v u dx +
u v ds .
D
For a proof for Lipschitz domains we refer to [16]. For smooth domains a proof can be
found in [9]. As a conclusion one derives the theorems of Green.
Theorem 6.12 (Greens first and second theorem)
Let D R3 be a bounded Lipschitz domain. Furthermore, let u, v C 2 (D) C 1 (D). Then
Z
Z
v
(u v + u v) dx =
u
ds ,
D
D

Z
Z
v
u
(u v u v) dx =
u
v
ds .
D
D
Here, u(x)/ = (x) u(x) denotes the normal derivative of u at x D.
Proof: The first identity is derived from the divergence theorem be setting F = uv. Then
F satisfies the assumption of Theorem 6.11 and div F = u v + u v.
The second identity is derived by interchanging the roles of u and v in the first identity and
taking the difference of the two formulas.
2
We will also need their vector valued analoga.
Theorem 6.13 (Integral identities for vector fields)
Let D R3 be a bounded Lipschitz domain. Furthermore, let A, B C 1 (D, C3 ) C(D, C3 )
and let u C 2 (D) C 1 (D). Then
Z
Z
curl A dx =
A ds ,
(6.16a)
D
Z
(B curl A A curl B) dx =
( A) B ds ,
(6.16b)
u ( A) ds .
(6.16c)
Z
(u div A + A u) dx =
288
CHAPTER 6. APPENDIX
Proof: For the first identity we consider the components separately. For the first one we
have

Z
Z
Z
0
A3 A2
dx =
div A3 dx
(curl A)1 dx =
x
x
2
3
D
D
D
A2
Z
Z
0
=
A3 ds =
( A)1 ds .
D
D
A2
For the other components it is proven in the same way.
For the second equation we set F = A B. Then div F = B curl A A curl B and
F = (A B) = ( A) B.
For the third identity we set F = uA and have div F = u div A + A u and F = u( A).
2
6.5
Surface Gradient and Surface Divergence
We have to introduce two more notions from differential geometry, the surface gradient and
the surface divergence which are differential operators on the boundary D. We assume
throughout this section that D R3 is a C 2 smooth domain in the sense of Definition 6.7.
First we define the spaces of differentiable functions and vector fields on D.
Definition 6.14 Let D R3 be a C 2 smooth domain with boundary D. Let {Uj , j : j =
1, . . . , m} be a local coordinate system and {j : j = 1, . . . , m} be a partition of unity on
D subordinate to {Uj : j = 1, . . . , m}. We set again j (x) = Rj (x1 , x2 , j (x))> + z (j) for
x = (x1 , x2 ) B2 (0, j ) and define

C 1 (D) := f C(D) : (j f ) j C 1 B2 (0, ) for all j = 1, . . . , m ,

C 1 (D, C3 ) := F C(D, C3 ) : Fj C 1 (D) for j = 1, 2, 3 ,

Ct (D) := F C(D, C3 ) : F = 0 on D ,
Ct1 (D) := Ct (D) C 1 (D, C3 ) .
There exist several different but equivalent approaches to define the surface gradient
and surface divergence. We decided to choose one which uses the ordinary gradient and
divergence, respectively, on a neighborhood of the boundary D. To do this we need to
extend functions and vector fields. We point out that the same technique is used to construct
extension operators for Sobolev spaces, see, e.g., Theorem 4.13.
Lemma 6.15 Let D R3 be a C 2 smooth domain with boundary D.
(a) For every f C 1 (D) there exists f C 1 (R3 ) with compact support and f = f on
D.
6.5. SURFACE GRADIENT AND SURFACE DIVERGENCE
289
(b) For every F Ct1 (D) there exists F C 1 (R3 , C3 ) with compact support and F = F
on D.
Proof: (a) Using a local coordinate system {Uj , j : j = 1, . . . , m} and a corresponding
P
partition of unity {j : j = 1, . . . , m} on D as in Definition 6.14 we note that f = m
j=1 fj
on D where fj = f j . The functions fj j are continuously differentiable functions from
B2 (0, j ) into C with support in B2 (0, j ). We extend fj j into the cylinder Cj = Cj (j , j )
by setting gj (x) := (x3 )(fj j )(x1 , x2 ) for x = (x1 , x2 , x3 ) Cj where C0 (j , j )
is such that = 1 in a neighborhood of 0. Then gj : Cj C is continuously differentiable,
j on B2 (0, j ) {0}. Therefore, fj := gj
1 has
has compact support, and gj = fj
j
j (Cj ). We extend fj by zero into all of R3 and set f := Pm fj
compact support in Uj =
j=1
S
j such that f = f on D.
in R3 . Then f C 1 (R3 ) with support in m
U
j=1
The proof of (b) is identical by using the argument for every component.
2
Definition 6.16 Let f C 1 (D) and f C 1 (U ) be an extension of f into a neighborhood
U of the boundary D of the domain D C 2 . Furthermore, let F Ct1 (D) be a tangential
vector field and F C 1 (U, C3 ) be an extension into U .
(a) The surface gradient of f is defined as the orthogonal projection of f onto the tangent
plane; that is,
f
Grad f = (f ) = f
on D ,
(6.17)
where = (x) denotes the exterior unit normal vector at x D.

(b) The surface divergence of F is given by
Div F = div F (F 0 )
on D
(6.18)
where F 0 (x) C33 denotes the Jacobian matrix of F at x.

We will see in Lemma 6.19 that the definitions are independent of the choices of the extensions.
Example 6.17 As an example we consider the sphere of radius R > 0; that is, D = B(0, R).
We parametrize the boundary of this ball by spherical coordinates
(, ) = R sin cos , sin sin , cos )> .
Then the surface gradient and surface divergence, respectively, on the sphere D are given
by
Grad f (, ) =
Div F (, ) =
1
f
1 f
(, ) +
(, ) ,
R
R sin
(6.19)

1
1
F
sin F (, ) +
(, ) ,
R sin
R sin
(6.20)
290
CHAPTER 6. APPENDIX
where = (cos cos , cos sin , sin )> and = ( sin , cos , 0)> are the tangential unit
vectors which span the tangent plane and F , F are the components of F with respect to
these vectors; that is, F = F + F .

In case of calculations in spherical coordinates, x = r
x R3 , often the surface differential
operators with respect to the unit sphere are used instead of the opertors on D = {x
R3 : |x| = r}. Therefore, we indicate this by using the index S 2 for the differential operators
with respect to the unit sphere. Thus on a sphere of radius r it is
GradS 2 f (r, x) = r Grad f (r
x) ,
and
DivS 2 F (r, x) = r Div F (r

x) ,
where we understand f (r, ) as a function on the unit sphere on the left side and f as a
function on the sphere D on the rightside.
Furthermore, in general the differential operator
D = Div Grad
on a surface D is called Laplace-Beltrami operator . From the previous example on |x| = R
we note that in spherical coordinates it holds

1
2f
f
1
(, ) + 2 2
(, ) .
sin
D f (R
x) = Div Grad f (, ) = 2
R sin
R sin 2
Using the corresponding operators for the unit sphere we obtain with the spherical LaplaceBeltrami operator introduced in Definition 2.2 by the different views on the function f that
S 2 f (r
x) = DivS 2 Grad
x)
S 2 f (r
= r2 D f (x) = r2 Div Grad f (x)
where we read the function f on the left as a function on the unit sphere
We collect some important properties in the following lemma. It will be necessary to extend
also the vector field into a neighborhood U of D such that |
(x)| = 1 on U . This is
1
possible because by Lemma 6.15 there exists an extension C (R3 , C3 ) of . Certainly,
6= 0 in a neighborhood U of D because |
| = 1 on D. Therefore, = /|
| will be the
required extension into U .
Lemma 6.18 Let D C 2 and F Ct1 (D) and f C 1 (D) with extensions F
C 1 (R3 , C3 ) and f C 1 (R3 ), respectively. Then:
(a) Div F = curl(
F ) on D where C 1 (U ) is an extension of into a neighborhood
U of D such that |
(x)| = 1 on U .
(b) Let D be a relatively open subset2 such that the (relative) boundary C = is
a closed curve with continuously differentiable tangential unit vector (x) for x C.
The orientation of is chosen such that (, C) is mathematically positively orientated;
2
that is, = D U for some open set U R3
6.5. SURFACE GRADIENT AND SURFACE DIVERGENCE
291
that is, the vector (x) (x) (which is a tangential vector to the boundary D) is
directed outwards of for all x C. Then
Z
Z
Div F ds =
F ( ) d` .
In particular,
R
D
Div F ds = 0.
(c) Partial integration holds in the following form:

Z
Z
f Div F ds =
F Grad f ds .
D
(6.21)
Proof: (a) The product rule for the curl of a vector product (see 6.10) yields
curl(
F ) = div F F div + 0 F F 0
= div F F div + 0 F F 0
and thus
curl(
F ) = div F | {z
F} div + > 0 F > F 0 .
= 0
>
From = 1 in U we have by differentiation that > 0 = 0 in U and thus

curl(
F ) = div F > F 0 = Div F .
1
3
(b) Let and F as inR part (a) and set

R G = F in U . Then G C (U, C ). By part
ds. Choose a sequence G
n C (U, C3 )
(a) we conclude that Div F ds = curl G
n G
in C 1 (U, C3 ). Then, by the Theorem of Stokes on , we conclude that
with
G
R
R
n ds =
n d`. The convergence curl G
n curl G
in C(D, C3 ) and G
n
curl G
G
C
R
R
R
F in C(D, C3 ) yields Div F ds = C ( F ) d` = C F ( ) d`.
(c) By part (b) it suffices to prove the product rule

Div(f F ) = Grad f F + f Div F .
(6.22)
Indeed, using the definitions yields

Div(f F ) = div(f F ) (f F )0
= f F + f div F > F f0 f > F 0

>
= Grad f F + f div F |{z}
F f0 f > F 0
= 0
= Grad f F + f Div F .
Lemma 6.19 The tangential gradient and the tangential divergence depend only on the
values of f and the tangential field F on D, respectively.
292
CHAPTER 6. APPENDIX
Proof Let f1 , f2 C 1 (D) be two extensions of f C 1 (D). Then f = f1 f2 vanishes on

D. The identity (6.21) shows that
Z

(f ) F ds = 0 for all F Ct1 (D) .
D
The space Ct1 (D) is dense in the space L2t (D) of all tangential vector fields with L2 components.
Therefore, (f ) vanishes which shows that the definition of Grad f is independent
of the extension. Similarly the assertion for the tangential divergence is obtained.
2
Corollary 6.20 Let w C 2 (D, C3 ) such that w, curl w C(D, C3 ). Then the surface
divergence of w exists and is given by
Div( w) = curl w
on D .
(6.23)
Proof: For any C 2 (D) we have by the divergence theorem

Z
Z
Z
curl w ds =
div( curl w) dx =
curl w dx
D
(w ) ds
div(w ) dx =
=
D
Div( w) ds .
( w) Grad ds =
=
D

The assertion follows because the traces |D : C 2 (D) are dense in L2 (D).
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Index
C n smooth, 281
addition formula
Bessel functions, 70
surface harmonics, 45
adjoint operators, 280
Amperes law, 10
anisotropic function space, 184
anisotropic medium, 12
Bessel differential equation, 30, 54
Bessel functions, spherical, 57
boundary operator
D, 254
L, 261
M, 261
T , 254
D0 , 249
S, 249
boundary value problem
Dirichlet, 263
Neumann, 267
vector case, 268
charge density, 9
conductivity, 12
constitutive equations, 11
convolution, 151
current density, 9
dielectric medium, 12
dielectric tensor, 12
Dirichlet eigenvalues of Delta, 65
divergence theorem, 287
dual system, 270, 280
E-mode and M-mode, 18
eigen
-function, 165
-space, 170, 171
-system, 165
-value, 165, 170
electric displacement, 9
electric field, 9
electric monopole, 13
electrostatics, 13
equation of continuity, 10
Euler differential equation, 30
extension operator
, 209
t , T , 218, 226
, 211
exterior unit normal vector, 282
far field amplitude, 72
far field pattern, 72
Faradays law of induction, 10
Fourier
coefficients, 154
series, 154
transform, 150
Fredholms alternative, 280
Fredholms theorem, 280
Friedrichs inequality, 157
fundamental solution, 92, 246
Fundamental Theorem of Calculus of Variations, 186
FunkHecke formula, 44
Gauss Theorem, 287
Gauss electric law, 10
Gauss magnetic law, 11
Greens formula, 228, 256, 287
vectorial, 287
Greens Representation Theorem, 246
Holder-continuous function, 100
Hankel functions, 57
harmonic function, 28
295
296
Hertz dipol, 20
Hertz potential
electric, 17
magnetic, 17
Holmgrens uniqueness theorem, 97
homogeneous medium, 12
homogeneous polynomial, 40
impedance boundary condition, 19
initialboundary value problem, 185
interior regularity, 175
isotropic medium, 12
JacobiAnger expansion, 61
Laplace equation, 28
Laplace-Beltrami operator, 28, 290
law of induction, 10
Lax Milgram theorem, 281
Legendre differential equation, 31
associated, 30
Legendre functions, associated, 39
Legendre polynomial, 31
limiting absorption principle, 66
linear medium, 12
Lipschitz domain, 201, 281
local coordinate system, 201, 281
magnetic field, 9
magnetic induction, 9
magnetostatic, 14
Maxwell double layer, 262
Maxwell single layer, 262
MKS-system, 9
Ohms law, 12
orthonormal system, 165, 171
partial integration, 154, 211, 287, 291
partition of unity, 175, 204, 212, 283
perfectly conducting medium, 19
permeability tensor, 12
plane time harmonic fields, 16
Poisson equation, 13
potential
95, 247
double layer D,
95, 247
single layer S,
INDEX
vector, 135
261
vector La,
261
vector Ma,
volume V, 95
potential theory, 13
Poynting
Theorem, 22
vector, 22
vector, complex, 22
radiation condition
SilverM
uller, 257, 261
Sommerfeld, 249
Rayleigh formulas, 58
resolvent set, 170
Riesz representation theorem, 280
RieszFredholm theorem, 279
Rodrigues formula, 34
Silver-M
uller radiation condition, 21
Sobolev spaces
V0,A , 160
H(curl, D), 158
H(curl 0, D), 160
H 1 (D), 149
1
(Q), 155
Hper
s
Hper (Curl, Q2 ), 218
s
(Div, Q2 ), 218
Hper
s
Hper (Q), 205
H 1/2 (Curl, D), 225
H 1/2 (Div, D), 225
H 1/2 (D), 214
H 1/2 (D), 209
H0 (curl, D), 159
H0 (curl 0, D), 160
H01 (D), 154
Hper (curl, Q3 ), 218
VA , 160
V0,A , 160
Sommerfeld radiation condition, 21
spectrum, 170
speed of light, 13
spherical harmonics, 41
vector, 75
spherical surface harmonics, 41
spherical wave functions, 59
INDEX
Stratton-Chu formula, 129, 132, 257
support, 148
surface curl, 76, 230
surface divergence, 230, 289
surface gradient, 289
tangential plane, 282
tangential vector, 282
TE-mode and TM-mode, 18
time harmonic Maxwell equations, 14
timedependent Maxwell system, 193
trace operator
0 , 209
1 , 215
t , T , 218, 226
trace theorem, 206, 209, 218, 226
transformation formula, 283
transmission boundary conditions, 19
unique continuation property, 173, 177
vacuum, 12
variational
curl, 157
divergence, 157
gradient, 149
solution, 163
vector Helmholtz equation, 15
wave equation, 13
wave number, 15, 255
Wronskian of Bessel functions, 57
Youngs inequality, 151
297

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The Mathematical Theory of Maxwells Equations

Andreas Kirsch and Frank Hettlich

The Constitutive Equations . . . . . . . . . . . . . . . . . . . . . . . . . . .

Boundary and Radiation Conditions

The Reference Problems . . . . . . . . . . . . . . . . . . . . . . . . . . . . .

2 Expansion into Wave Functions

Separation in Spherical Coordinates . . . . . . . . . . . . . . . . . . . . . . .

Expansion into Spherical Harmonics . . . . . . . . . . . . . . . . . . . . . . .

Laplaces Equation in the Interior and Exterior of a Ball . . . . . . . . . . .

The Helmholtz Equation in the Interior and Exterior of a Ball . . . . . . . .

Expansion of Electromagnetic Waves . . . . . . . . . . . . . . . . . . . . . .

3 Scattering From a Perfect Conductor

A Scattering Problem for the Helmholtz Equation . . . . . . . . . . . . . . .

Volume and Surface Potentials . . . . . . . . . . . . . . . . . . . . . .

Boundary Integral Operators

Uniqueness and Existence . . . . . . . . . . . . . . . . . . . . . . . . 116

A Scattering Problem for the Maxwell System . . . . . . . . . . . . . . . . . 124

Representation Theorems . . . . . . . . . . . . . . . . . . . . . . . . 125

Vector Potentials and Boundary Integral Operators . . . . . . . . . . 135

Uniqueness and Existence . . . . . . . . . . . . . . . . . . . . . . . . 141

4 The Variational Approach to the Cavity Problem

Sobolev Spaces . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 148

Basic Properties of Sobolev Spaces of Scalar Functions . . . . . . . . 148

Basic Properties of Sobolev Spaces of Vector Valued Functions . . . . 157

The Helmholtz Decomposition . . . . . . . . . . . . . . . . . . . . . . 160

The Cavity Problem . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 163

The Variational Formulation and Existence . . . . . . . . . . . . . . . 163

Uniqueness and Unique Continuation . . . . . . . . . . . . . . . . . . 173

The TimeDependent Cavity Problem . . . . . . . . . . . . . . . . . . . . . 183

5 Boundary Integral Equation Methods for Lipschitz Domains

Advanced Properties of Sobolev Spaces . . . . . . . . . . . . . . . . . . . . . 201

Sobolev Spaces of Scalar Functions . . . . . . . . . . . . . . . . . . . 203

Sobolev Spaces of Vector-Valued Functions . . . . . . . . . . . . . . . 216

The Case of a Ball Revisited . . . . . . . . . . . . . . . . . . . . . . . 235

Surface Potentials . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 245

Boundary Integral Equation Methods . . . . . . . . . . . . . . . . . . . . . . 263

Table of Differential Operators . . . . . . . . . . . . . . . . . . . . . . . . . . 277

Results from Linear Functional Analysis . . . . . . . . . . . . . . . . . . . . 279

Elementary Facts from Differential Geometry

Integral Identities . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 286

Surface Gradient and Surface Divergence . . . . . . . . . . . . . . . . . . . . 288

Electromagnetic wave propagation is described by four particular equations, the Maxwell

(Gauss Electric Law)

(Gauss Magnetic Law) .

It is named by Andre Marie Amp`ere (17751836).

describes how a time-varying magnetic field effects the electric field.

1.2. THE CONSTITUTIVE EQUATIONS

The Constitutive Equations

with scalar functions , : R3 R.

1.3. SPECIAL CASES

Electro- and Magnetostatics

we obtain a stationary solution, the field of an electric monopole .

Time Harmonic Fields

1.3. SPECIAL CASES

With the constitutive equations D = E and B = H we arrive at

Assuming (for simplicity only) additionally an isotropic medium we can eliminate H or E

Then equations (1.8) and (1.9) take the form

curl curl H k 2 H = curl Je .

Analougously, a divergence free solution of the vector Helmholtz equation H C 2 (, C3 )

and H(x) = (p d) eik dx

are solutions of the homogeneous time harmonicP

1.3. SPECIAL CASES

satisfies the Maxwell system (1.7a)(1.7d).

Boundary and Radiation Conditions

The Mathematical Theory of Maxwell's Equations

The Mathematical Theory of Maxwell's Equations