Abstract:
Analogues of Hadamard's classical variational formula are presented for the Dirichlet integral of a normalized harmonic function under deformations of its domain of definition. Variational formulae for quadratic forms with coefficients depending on the inner radii, Robin radii, Green's functions and Robin functions of the domains under consideration are also presented.
Bibliography: 17 titles.
Keywords:variational formulae, conformal capacity, Dirichlet integral, Robin function, Robin capacity.
§ 1. Introduction and statements of the main results
Consider the simplest condenser $C=\{B,\gamma,(\partial B)\,{\setminus}\, \gamma\}$ in the complex plane $\mathbb{C}$. Here $B$ is a subdomain of $\mathbb{C}$, bounded by a finite system of $C^2$-curves and $\gamma$ is a boundary component of this domain such that $(\partial B)\,{\setminus}\, \gamma\neq\varnothing$. Then $B$ is called the field of the condenser $C$, and the sets $\gamma$ and $(\partial B) \setminus \gamma$ are its plates. The conformal capacity $\operatorname{cap} C$ of $C$ is defined to be the greatest lower bound of the Dirichlet integrals
over all real functions $v$ that are continuous on $\overline{B}$, satisfy the Lipschitz condition locally in $B$ and are equal to 1 on $\gamma$ and to 0 on $(\partial B)\setminus \gamma$. By Dirichlet’s principle the capacity of $C$ is equal to the Dirichlet integral of the potential function of this condenser, which is harmonic in $B$, continuous in $\overline{B}$, equal to $1$ on $\gamma$ and to $0$ on $(\partial B)\setminus \gamma$ (see [1]). Questions of the behaviour of various types of condenser capacity under deformations of the field $B$ were considered by many authors, who were motivated by numerous applications to geometric function theory, potential theory and related areas (for instance, see [1]–[10] and the bibliography there). Note, in particular, Nasyrov’s paper [9], in which, using the techniques of conformal mappings and extremal metrics, the author investigated the variations of the moduli of quadrilaterals and doubly connected domains, reduced moduli and Robin capacities under sufficiently smooth changes of the boundaries of the domains in question. Let $z=z(s)$ be the equation of the curve $\gamma$ endowed with the positive orientation relative to the domain (where $s$ is a natural parameter), and let $\varphi$ be a real, twice continuously differentiable function on $\gamma$. Following Hadamard, for small $\varepsilon>0$ we define a ‘deformation’ of $\gamma$ which takes $\gamma$ to the curve $\gamma^*$ defined by the equation
Let $B^*$ denote the domain with boundary formed by $(\partial B)\setminus \gamma$ and the curve $\gamma^*$. Then for the Green’s functions of $B$ and $B^*$ we have the classical Hadamard formula (see [1], (A3.3))
(also see [11] and the bibliography there). Here and throughout, $\partial/\partial n$ denotes differentiation along the inward normal, and asymptotic equalities are considered as $\varepsilon\to 0$. From this, differentiating twice under the integral sign, we can easily obtain an asymptotic formula for the harmonic measure of $\gamma$ and then the following formula for the variation of the conformal capacity (see [1], (A3.11)):
where $C^*=\{B^*,\gamma^*,(\partial B)\setminus \gamma\}$ and $u$ is the potential function of the condenser $C$. From (1.2) we obtain a variational formula for the capacity of a condenser with many plates (see [10]), provided that the boundary of the field of the condenser lies in the union of these plates (see [1], (A3.12)). In this paper we present a direct proof of variational formulae for the conformal capacity treated in a broader sense, when both the boundary equipotential lines ($u=\mathrm{const}$) and the boundary streamlines (if any) are deformed. Let us turn to precise statements.
Let $B$ be an open set in the complex plane $\overline{\mathbb{C}}$. By a generalized condenser in $\overline{B}$ we mean a triple $C=(B,\mathcal{E},\Delta)$, where $\mathcal{E}=\{E_k\}^n_{k=1}$ is a system of closed nonempty pairwise disjoint sets $E_k\subset \overline{B}$, $k=1,\dots,n$, and $\Delta=\{\delta_k\}_{k=1}^n$ is a set of real numbers $\delta_k$, $k=1,\dots,n$, $n\geqslant 2$. We call the set $\overline{B}\setminus \bigcup_{k=1}^nE_k$, which is open in $\overline{B}$, the field of the condenser $C$, and we call $E_k$ plates of this condenser and $\delta_k$ the levels of the potential or, briefly, potentials of the plates $E_k$, $k=1,\dots,n$. The capacity $\operatorname{cap}C$ of $C$ is by definition the greatest lower bound of the Dirichlet integrals ${I(v,B\setminus \bigcup_{k=1}^n E_k)}$ over all real-valued functions $v$ that are continuous in $\overline{B}$, satisfy the Lipschitz condition on compact subsets of $B$ and are equal to $\delta_k$ on $E_k$, $k=1,\dots,n$. If the set $(\partial B)\setminus \bigcup_{k=1}^n E_k$ is either empty or consists of a finite number of analytic curves and there exists a continuous function $u$ in $\overline{B}$ that is harmonic in $\overline{B}\setminus \bigcup_{k=1}^n E_k$, equal to $\delta_k$ on $E_k$, $k=1,\dots,n$, and satisfies $\partial u/\partial n=0$ on ${(\partial B)\setminus \bigcup_{k=1}^n E_k}$, then we call it the potential function of the condenser $C$. Using conformal mappings, these definitions can be extended to a wider class of condensers. In what follows, without loss of generality we consider only condensers $C=(B,\mathcal{E},\Delta)$ such that $B$ is a domain in the plane $\mathbb{C}$ bounded by a finite number of Jordan curves, and plates in the system $\mathcal{E}$ consist of a finite number of nondegenerate connected components lying on the boundary of $B$. Such a condenser possesses a potential function $u$, and we have
(see [10], § A1). By the curve $\gamma$ we mean the union of a finite number of analytic arcs or closed analytic curves in $\mathbb{C}$ which lie on the boundary of $B;$ $\gamma^*$ is the union of the curves obtained from $\gamma$ by a deformation of the form (1.1) such that the support of the function $\varphi(s)$ does not contain endpoints of $\gamma$ and, finally, $B^*$ is the domain bounded by the curves $((\partial B)\setminus\gamma)\cup \gamma^*$. Then the following results hold.
Theorem 1. Let the condenser $C=(B,\{E_k\}_{k=1}^n,\{\delta_k\}_{k=1}^n)$ and the curve $\gamma$ be as defined above, and let $\gamma$ lie in the union of the plates of $C$. Then equality (1.2) holds, where
where $C^*=(B^*,\{E_k\}_{k=1}^n,\{\delta_k\}_{k=1}^n)$, the function $u$ was defined in Theorem 1, and $\partial/\partial l$ denotes differentiation along the tangent to $\gamma$.
Formulae (1.2) and (1.3) refine quantitatively some variational principles for conformal mappings (for instance, see [2], [3] and [12]). It is also known that the Dirichlet integral has various physical interpretations. In particular, (1.2) and (1.3) can be regarded as variational formulae for the energy of an electrostatic field (see [1], § 1.1, or [4]).
We present the proofs of Theorems 1 and 2 in §§ 2 and 3, respectively. We also comment there on our results. In § 4 we consider variational formulae for quadratic forms with coefficients depending on inner radii, Robin radii, and Green’s or Robin functions.
§ 2. Deformation of equipotential lines
Proof of Theorem 1. Bearing in mind the conformal invariance of the Dirichlet integral we can assume that the boundary of $B$ consists of a finite number of analytic Jordan curves. Let $u$ be the potential function of $C$ and $u^*$ be the potential function of $C^*$. We can extend $u$ to a harmonic function in a neighbourhood of $\gamma$. We denote this extension by the same symbol $u$ and assume that $\varepsilon$ is sufficiently small so that $\gamma^*$ lies in the neighbourhood just mentioned. Thus, the function $u-u^*$ is harmonic in the domain $B^*$, continuous in its closure, vanishes on $\bigcup_{k=1}^n E_k\setminus\gamma$, and its normal derivative at the points in $(\partial B)\setminus\bigcup_{k=1}^n E_k$ is zero. On $\gamma^*$ we have
Here the variables $z$ and $s$ are related by an equality $z=z^*(s)$. Taking Hopf’s lemma into account, from the maximum principle for harmonic functions we conclude that
uniformly in $z\in B^*$ and $\varepsilon>0$. It follows from Kellogg’s results in [13]1[x]1The same conclusion can be made on the basis of the properties of holomorphic functions listed in Goluzin’s book [14] (see Ch. IX, § 5, Theorems 3 and 5 there). that the first partial derivatives of the function $(u-u^*)/\varepsilon$ are continuous and bounded (uniformly in $\varepsilon$) in the part of a closed neighbourhood of $\gamma^*$ that lies in $\overline{B}^*$. Hence, using Green’s formula2[x]2This formula holds in our case because of the bounds on the growth of the gradient of the potential function in a neighbourhood of the endpoints of the plates of $C$ (cf. [10], A1). we obtain the estimate
and the function $u$ takes a constant value on each component of $\gamma$ which is equal to the value of $u^*$ on the corresponding component of $\gamma^*$. Therefore,
To keep the matter simple we have limited ourselves to deformations (1.1) of the classical form, with a $C^2$-function $\varphi$ (see [1], § 3.1). Formula (1.2) holds under the assumption that $\varphi(s)$ is a piecewise smooth function of the arc length $s$. Furthermore, it is clear from the proof of Theorem 1 that the deformation (1.1) can be replaced by a transition from $\gamma$ to an arbitrary smooth curve $\gamma^*$ with the same endpoints as $\gamma$ and a well-defined projection onto $\gamma$. For example, if $\gamma^*\subset\overline{B}$, then formula (1.2) also holds once we replace the function $\varphi(s)$ by the linear measure of the intersection of $B\setminus \overline{B}^*$ with the normal to $\gamma$ at $z(s)$.
Another obvious supplement to (1.2) following from the proof of Theorem 1 is briefly as follows. Assume that the function $\varphi$ in the deformation (1.1) is defined on a compact subset of $\gamma$ depending on $\varepsilon$ and of linear measure $O(\varepsilon)$. Then we also have (1.2), and we can write $O(\varepsilon^3)$ in place of $O(\varepsilon^2)$.
The condition that $\gamma$ is analytic can also be relaxed by considering $C^2$-curves. In this case we must prove Theorem 1 for $\varphi\geqslant0$ first and then consider the general case similarly to [1], § 3.1.
For an explicit example of formula (1.2) consider the quadrilateral ${B=\{z=x+i y\colon|x|<1,\,0<y<1\}}$, the arc $\gamma=[-1,1]$ and the condenser ${C=(B,\{\gamma,[-1+ i,1+i]\},\{0,1\})}$. Then the potential function is $u(x+iy)=y$. From the asymptotic equality (1.2) we obtain
where $\kappa$ is the total area of the curvilinear trapezoid bounded by $\gamma^*$ and the $x$-axis, which is taken with plus sign when the corresponding part of the trapezium lies above the real axis and with minus sign otherwise (cf. [9], Corollary 2).
Note that terms in (1.2) are conformal invariants. This can be useful in calculations of particular variations. For example, let $B$ be the upper half-plane, let $\gamma=[-1,1]$, let $k$ be a number satisfying $0<k<1$, and assume that the potential $u$ is zero on $[-1,1]$ and one on $[-\infty,-1/k]\cup[1/k,+\infty]$. Then the function
maps the domain $B$ conformally onto the quadrilateral $\{w=\xi+i\eta\colon |\xi|<\mathbf K(k), {0<\eta<\mathbf K'(k)}\}$, where $\mathbf K(k)$ and $\mathbf K'(k)$ are complete elliptic integrals of the first kind (for instance, see [2], § 39). Therefore,
Proof of Theorem 2. Let $B$ and the potential functions $u$ and $u^*$ be as in the proof of Theorem 1. Following this proof, consider the Dirichlet integral
On the other hand3[x]3The fact that the first partial derivatives of $u^*$ are continuous in a closed neighbourhood of $\gamma^*$ relative to $\overline{B}^*$ follows, for instance, from Kellogg’s theorem (see [14], Ch. X, § 1).
Our next aim is to replace the integral over $\gamma^*$ in (3.1) by an integral over $\gamma$. Let $\overline{n}^*$ denote the unit inward normal to $\gamma^*$ and the point $z^*(s)$ and $\overline{n}$ denote a similar normal to $\gamma$ at $z(s)$; let $\overline{l}^{\,*}$ be the unit tangent vector to $\gamma^*$ at $z^*(s)$ oriented in the positive direction of the boundary of $B^*$ and $\overline{l}$ be a similar tangent vector to $\gamma$ at $z(s)$. Let $\theta$ be the angle between $\overline{n}$ and $\overline{n}^*$. Then the direction cosines of $\overline{n}^*$ with respect to the vectors $\overline{l}$ and $\overline{n}$ have the form
uniformly in $\overline{B}^*$. The function $v_{\varepsilon}(z)$ is continuous in $\overline{B}^*$, harmonic in $B^*$, vanishes on $\bigcup_{k=1}^n E_k$ and satisfies $\partial v_{\varepsilon}/\partial n=0$ on $(\partial B^*)\setminus(\bigcup_{k=1}^n E_k \cup \gamma^*)$. We let $z_{\varepsilon}$ denote a point in $\overline{B}^*$ at which $|v_{\varepsilon}|$ takes the maximum value in $\overline{B}^*$. Let $M_\varepsilon=|v_{\varepsilon}(z_\varepsilon)|$. By Hopf’s lemma this point lies on $\gamma^*$. Let $\zeta_{\varepsilon}$ be a point in the intersection $B\cap B^*$ such that for some $R>0$ the disc $|z-\zeta_{\varepsilon}|<R$ lies entirely in $B^*$ and ${|z_{\varepsilon}-\zeta_{\varepsilon}|=R}$. We can assume that $R$ is independent of the position of $z_{\varepsilon}$ on the curve $\gamma^*$. For definiteness let $v_{\varepsilon}(z_{\varepsilon})>0$. To the function $M_{\varepsilon}-v_{\varepsilon}$ and an arbitrary point $z'\in (z_{\varepsilon},\zeta_{\varepsilon})$ we apply Harnack’s inequality
Here $\sigma(z,\zeta)$ is an arbitrary normalized fundamental solution of Laplace’s equation for the domain $B^*$ (see [15], pp. 255–257). For sufficiently small $\varepsilon>0$ we can take as $\sigma(z,\zeta)$ the function
which is $z$-continuous on $\overline{B}\setminus\{\zeta\}$, harmonic in $\overline{B}\setminus(\bigcup_{k=1}^n E_k\cup \{\zeta\})$, equal to zero on $\bigcup_{k=1}^n E_k$, has the zero normal derivative on $( \partial B)\setminus\bigcup_{k=1}^n E_k$ and has a singularity of the type of $-\frac{1}{2\pi}\log|z-\zeta|$ in a neighbourhood of $\zeta$ (see [4], § 2, [10], § 2.1, and also § 4 below). It follows from (3.6) and the preceding calculations that for points $\zeta_\varepsilon$ in a sufficiently small neighbourhood of an accumulation point of the set $\{\zeta_\varepsilon\}_{\varepsilon>0}$ we have
Taking (3.5) into account we see that $M_\varepsilon=O(\varepsilon)$. Hence we have (3.4) and (3.3). Summing (3.1)–(3.3) and taking (1.1) into account we arrive at the variational formula
We can deduce (1.3) from it by integrating by parts the component of the integrand containing $\varphi'(s)$ and by using the fact that $u$ is harmonic on $\gamma$.
The above result is of particular interest in the case of multiply connected domains $B$ or condensers with many plates. On the other hand, if $B$ is simply connected (a quadrilateral), then the capacity of the condenser with two plates with levels of the potential on two opposite sides of $B$ equal to 0 and 1 is the reciprocal value to the capacity of the condenser in $B$ with plates on the other two sides and the same levels of the potential. Therefore, if the assumptions of Theorem 2 are fulfilled for the first condenser, then we can apply formula (1.2) to the second.
§ 4. Variations of quadratic forms
In what follows we use the notation from [10]. Let $B$ be a domain in the extended complex plane which is bounded by a finite number of analytic Jordan curves. Let $\Gamma$ be a nonempty closed subset of $\partial B$ formed by a finite number of nondegenerate Jordan arcs or closed curves, and let $\zeta$ be a finite point in $B$. We let $g_B(z,\zeta,\Gamma)$ denote the Robin function of $B$ with pole $\zeta$ (see [4]–[6]), that is, the continuous real function in $\overline{B}\setminus\{\zeta\}$ that is harmonic in $\overline{B}\setminus (\Gamma\cup\{\zeta\})$ and satisfies the following conditions:
and $g_B(z,\zeta,\Gamma)+\log|z-\zeta|$ is a bounded harmonic function in a neighbourhood of $\zeta$. For $\zeta=\infty$ the function $g_B(z,\infty,\Gamma)$ is defined in a similar way, except that now $g_B(z,\infty,\Gamma)-\log|z|$ must be harmonic in a neighbourhood of the point at infinity. Using conformal mappings we can extend the concept of Robin function to an arbitrary finitely connected domain without isolated boundary points in the complex plane. By the Robin radius of $B$ with respect to a point $\zeta$ and a set $\Gamma$ we mean the quantity
In the case when $B$ is simply connected and $\Gamma$ is a boundary arc the quantity $r(B,\Gamma,\zeta)$ can be found in the literature under different names. For example, $1/r(B,\Gamma,\infty)$ is the same as the Robin capacity (for instance, see [6] and [9]). For $\Gamma=\partial B$ the Robin function is the Green’s function $g_B(z,\zeta)$ of the domain $B$ with pole $\zeta$, and the Robin radius is the inner radius4[x]4More general versions of Robin function and radius were considered in [10]. $r(B,\zeta)$. It is natural to set
Theorem 3. Let $B$ be a finitely connected domain in the plane $\overline{\mathbb{C}}$ which is bounded by Jordan curves, let $\{z_k\}_{k=1}^n$, $n\geqslant 1$, be a set of distinct points in $B$ and $\{\delta_k\}_{k=1}^n$ be a set of real numbers. Let $\Gamma$ be a nonempty closed subset of $\partial B$ which consists of a finite number of nondegenerate connected components, let $\gamma$ be a union of a finite number of closed analytic arcs or closed curves in $\mathbb{C}$ which lie on the boundary of $B$ and $\gamma^*$ be the union of curves obtained from $\gamma$ by a deformation of the form (1.1) such that the support of $\varphi(s)$ does not contain endpoints of $\gamma$; finally, let $B^*$ be the domain bounded by $((\partial B)\setminus\gamma)\cup \gamma^*$.
If $\gamma\subset \Gamma$, then the following variational formula holds:
Here $g(z)=\sum_{k=1}^n \delta_kg_B(z,z_k,\Gamma)$, $\partial/\partial n$ denotes differentiation along the normal to $\gamma$, and $\partial/\partial l$ denotes differentiation along the tangent to this curve.
Proof. Using conformal mappings we can assume that the domain $B\subset \mathbb{C}$ is bounded by a finite number of analytic Jordan curves and the numbers $\delta_k$, $k=1,\dots,n$, are distinct from zero. For a sufficiently small $r>0$ we look at the function
The function $u$ is continuous on $\overline{B}\setminus \bigcup_{k=1}^n\{z_k\}$, harmonic in $B\setminus \bigcup_{k=1}^n\{z_k\}$ and satisfies the following conditions:
$\bullet$ $u=0$ on $\Gamma$;
$\bullet$ $u=\delta_k$ on $\partial E(z_k,r)$, $k=1,\dots,n$;
$\bullet$ $\partial u/\partial n=0$ on $(\partial B)\setminus \Gamma$
Repeating the proof of Theorem 2 we arrive at an equality of the form (1.3) with $u$ as defined above and with the bound $O(({\varepsilon}/{\log r})^2)$ (in place of $O(\varepsilon^2)$) holding uniformly in $r$ and $\varepsilon$. We complete the proof by using Theorem 2.2 from [10], just as in the proof of formula (4.1).
Various versions of inequality (4.1) for the simply connected domain $B$, $\Gamma=\partial B$ and $n=1$ are well known in the literature (for instance, see [2], § 63, [3], § 12, or [16], Lemmas 6 and 7). In terms of conformal mappings, (4.1) presents a variational formula for the modulus of the derivative at interior and boundary points of the domain of definition alike. For $\Gamma=\partial B$, (4.1) is a consequence of Hadamard’s variational formula (see [1], (A.3.3)). For $\Gamma\ne \partial B$, $n=1$ and $z_1=\infty$ formulae (4.1) and (4.2) describe variations of Robin capacity. For a simply connected domain $B$ this case was thoroughly examined by Nasyrov in terms of conformal mappings (see [9], Theorems 5 and 6). In addition, [9] contains applications of the results obtained there to estimates for variations of the aerodynamical lift of an airfoil. In the general case the quadratic forms in Theorem 3 were also considered in [4] and [12]. In [17] the reader can find general inequalities for such quadratic forms, which contain reduced moduli of strips and half-strips, with applications to problems of extremal partition and related problems in geometric function theory.
Acknowledgement
The author is grateful to L. V. Kovalev for important information used in this work and to the referees for their useful comments.
Bibliography
1.
M. Schiffer, “Some recent developments in the theory of conformal mapping”, Appendix to: R. Courant, Dirichlet's principle, conformal mapping, and minimal surfaces, Interscience Publishers, Inc., New York, NY, 1950, 249–323
2.
M. A. Lavrentiev and B. V. Shabat, Methods of the theory of functions of a complex variable, 5th ed., Nauka, Moscow, 1987, 688 pp. (Russian) ; German transl. of 3rd ed., M. A. Lawrentjew and B. W. Schabat, Methoden der komplexen Funktionentheorie, Math. Naturwiss. Tech., 13, VEB Deutscher Verlag Wissensch., Berlin, 1967, x+846 pp.
3.
M. A. Lavrentiev and B. V. Shabat, Problems in hydrodynamics and their mathematical models, Nauka, Moscow, 1973, 416 pp. (Russian)
4.
P. L. Duren and M. M. Schiffer, “Robin functions and energy functionals of multiply connected domains”, Pacific J. Math., 148:2 (1991), 251–273
5.
P. Duren and J. Pfaltzgraff, “Robin capacity and extremal length”, J. Math. Anal. Appl., 179:1 (1993), 110–119
6.
P. L. Duren, “Robin capacity”, Computational methods and function theory 1997 (Nicosia 1997), Ser. Approx. Decompos., 11, World Sci. Publ., River Edge, NJ, 1999, 177–190
7.
A. Yu. Solynin, “Moduli and extremal metric problems”, St. Petersburg Math. J., 11:1 (2000), 1–65
8.
S. Nasyrov, “Robin capacity and lift of infinitely thin airfoils”, Complex Var. Theory Appl., 47:2 (2002), 93–107
9.
S. R. Nasyrov, “Variations of Robin capacity and applications”, Siberian Math. J., 49:5 (2008), 894–910
10.
V. N. Dubinin, Condenser capacities and symmetrization in geometric function theory, Springer, Basel, 2014, xii+344 pp.
11.
S. P. Suetin, “An analogue of the Hadamard and Schiffer variational formulas”, Theoret. and Math. Phys., 170:3 (2012), 274–279
12.
V. N. Dubinin and E. G. Prilepkina, “On variational principles of conformal mappings”, St. Petersburg Math. J., 18:3 (2007), 373–389
13.
O. D. Kellogg, “Harmonic functions and Green's integral”, Trans. Amer. Math. Soc., 13:1 (1912), 109–132
14.
G. M. Goluzin, Geometric theory of functions of a complex variable, Transl. Math. Monogr., 26, Amer. Math. Soc., Providence, RI, 1969, vi+676 pp.
15.
P. Henrici, Applied and computational complex analysis, v. 3, Pure Appl. Math. (N. Y.), Discrete Fourier analysis — Cauchy integrals — construction of conformal maps — univalent functions, Wiley-Intersci. Publ., John Wiley & Sons, Inc., New York, 1986, xvi+637 pp.
16.
R. W. Barnard and A. Yu. Solynin, “Local variations and minimal area problem for Carathéodory functions”, Indiana Univ. Math. J., 53:1 (2004), 135–167
17.
V. N. Dubinin, “Quadratic forms involving Green's and Robin functions”, Sb. Math., 200:10 (2009), 1439–1452
Citation:
V. N. Dubinin, “Variational formulae for conformal capacity”, Mat. Sb., 215:1 (2024), 99–111; Sb. Math., 215:1 (2024), 90–100