Ma · Mathematics

How Do the Two Dirichlet Laplacian Operators Differ?

Published By the 9to5Science editorial team

At a glance

  1. 1. Identify the spaces

    The first operator maps H₀¹ functions to functionals; the second maps H² functions to L² functions.

  2. 2. Read the Laplacian weakly

    Pair −Δu with a test function using the integral of the two gradients.

  3. 3. Use extra regularity

    For H² functions, the distributional Laplacian is represented by an L² function.

  4. 4. Check the domain

    H² regularity and surjectivity of the second map depend on the boundary regularity of Ω.

The symbol −Δ-\Delta can describe two related operators, but the spaces in the arrow matter. One is the weak Dirichlet Laplacian, which takes a function in H01(Ω)H_0^1(\Omega) to a continuous linear functional on H01(Ω)H_0^1(\Omega). The other takes a more regular function in H2(Ω)∩H01(Ω)H^2(\Omega)\cap H_0^1(\Omega) to its Laplacian in L2(Ω)L^2(\Omega). They express the same differential equation at different levels of regularity.

Assume for the basic discussion that Ω\Omega is a bounded open set. Boundary regularity becomes important when asking whether every L2L^2 right-hand side has an H2H^2 solution.

The weak operator H01→H−1H_0^1\to H^{-1}

Here H−1(Ω)H^{-1}(\Omega) means the continuous dual of H01(Ω)H_0^1(\Omega) (often written (H01(Ω))∗(H_0^1(\Omega))^*). Define A:H01(Ω)→H−1(Ω)A:H_0^1(\Omega)\to H^{-1}(\Omega) by

⟨Au,v⟩H−1,H01=∫Ω∇u⋅∇v dx,v∈H01(Ω).\langle Au,v\rangle_{H^{-1},H_0^1}=\int_\Omega \nabla u\cdot\nabla v\,dx,\qquad v\in H_0^1(\Omega).

This is the weak meaning of Au=−ΔuAu=-\Delta u. It is well-defined even if uu has only one weak derivative in L2L^2: the right-hand side is bounded as a functional of vv, by the Cauchy–Schwarz inequality. Thus AA is a bounded linear map between these Sobolev spaces. For bounded Ω\Omega, Poincaré’s inequality makes the gradient norm equivalent to the usual H01H_0^1 norm.

This formulation is useful for weak solutions. Given f∈H−1(Ω)f\in H^{-1}(\Omega), the equation Au=fAu=f means

∫Ω∇u⋅∇v dx=⟨f,v⟩for every v∈H01(Ω).\int_\Omega \nabla u\cdot\nabla v\,dx=\langle f,v\rangle\quad\text{for every }v\in H_0^1(\Omega).

The bilinear form is coercive on H01(Ω)H_0^1(\Omega), so the Lax–Milgram theorem gives a unique weak solution for each such ff. Equivalently, this weak operator is an isomorphism from H01H_0^1 onto H−1H^{-1}, with the usual bounded-domain assumptions.

The stronger operator H2∩H01→L2H^2\cap H_0^1\to L^2

If u∈H2(Ω)u\in H^2(\Omega), its second weak derivatives belong to L2(Ω)L^2(\Omega). Therefore −Δu=−∑j=1n∂j2u-\Delta u=-\sum_{j=1}^n\partial_j^2u is an L2L^2 function. Restricting to functions in H01(Ω)H_0^1(\Omega) gives the map

B:H2(Ω)∩H01(Ω)→L2(Ω),Bu=−Δu.B:H^2(\Omega)\cap H_0^1(\Omega)\to L^2(\Omega),\qquad Bu=-\Delta u.

This definition demands more from uu than the weak one: H01H_0^1 controls first derivatives, while H2H^2 also controls second derivatives. Equipped with the H2H^2 norm, the displayed map is bounded. But if one regards BB as an operator on L2(Ω)L^2(\Omega), its domain is the proper subspace H2∩H01H^2\cap H_0^1; it is then an unbounded operator on L2L^2, not a bounded map defined on all of L2L^2.

Whether this domain gives an onto map to L2L^2 depends on Ω\Omega. For example, on a bounded domain with sufficiently smooth boundary (such as a C1,1C^{1,1} domain), Dirichlet elliptic regularity gives an H2H^2 solution for every f∈L2f\in L^2. On rougher domains, a weak solution may fail to belong to H2H^2, so the displayed operator need not be onto. More generally, the natural L2L^2 realization of the Dirichlet Laplacian can be defined on {u∈H01(Ω):Δu∈L2(Ω)}\{u\in H_0^1(\Omega):\Delta u\in L^2(\Omega)\}; this domain need not equal H2∩H01H^2\cap H_0^1 on an irregular domain.

How the two definitions agree

For every u∈H2(Ω)∩H01(Ω)u\in H^2(\Omega)\cap H_0^1(\Omega) and v∈H01(Ω)v\in H_0^1(\Omega), integration by parts in the weak sense gives

∫Ω∇u⋅∇v dx=∫Ω(−Δu)v dx.\int_\Omega \nabla u\cdot\nabla v\,dx=\int_\Omega (-\Delta u)v\,dx.

The right side treats −Δu∈L2-\Delta u\in L^2 as a functional on H01H_0^1. This is valid because the inclusion L2(Ω)↪H−1(Ω)L^2(\Omega)\hookrightarrow H^{-1}(\Omega) is continuous on a bounded domain: an L2L^2 function acts on vv by ∫Ωfv dx\int_\Omega fv\,dx. Thus BB is the restriction of the weak operator after identifying its output in L2L^2 with the corresponding element of H−1H^{-1}.

For a concrete example, let Ω=(0,1)\Omega=(0,1) and u(x)=x(1−x)u(x)=x(1-x). Then u∈H2(0,1)∩H01(0,1)u\in H^2(0,1)\cap H_0^1(0,1) and −u′′=2-u''=2. The strong operator returns the function 2∈L2(0,1)2\in L^2(0,1). The weak operator returns the functional

v⟼∫012v(x) dx,v\longmapsto\int_0^1 2v(x)\,dx,

which is the same output viewed as an element of H−1(0,1)H^{-1}(0,1).

Common mistakes

  • Treating the arrows as interchangeable. The codomains differ: H−1H^{-1} contains functionals, while L2L^2 contains functions. An L2L^2 function can be embedded in H−1H^{-1}, but not every H−1H^{-1} functional is an L2L^2 function.
  • Assuming u∈H01u\in H_0^1 has an L2L^2 Laplacian. The weak operator is defined for such uu, but its output is generally only in H−1H^{-1}.
  • Assuming the second map is always onto. That conclusion requires elliptic regularity assumptions on the domain; the weak solution exists under much weaker assumptions.
  • Confusing boundedness with the unbounded-operator viewpoint. The map is bounded when its domain has the H2H^2 norm. As an operator in L2L^2 with the L2L^2 norm on its domain, it is unbounded.

References

  1. Lawrence C. Evans, Partial Differential Equations, 2nd edition
  2. Haim Brezis, Functional Analysis, Sobolev Spaces and Partial Differential Equations

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