Dirichlet's principle

Summary

In mathematics, and particularly in potential theory, Dirichlet's principle is the assumption that the minimizer of a certain energy functional is a solution to Poisson's equation.

Formal statement

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Dirichlet's principle states that, if the function   is the solution to Poisson's equation

 

on a domain   of   with boundary condition

  on the boundary  ,

then u can be obtained as the minimizer of the Dirichlet energy

 

amongst all twice differentiable functions   such that   on   (provided that there exists at least one function making the Dirichlet's integral finite). This concept is named after the German mathematician Peter Gustav Lejeune Dirichlet.

History

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The name "Dirichlet's principle" is due to Bernhard Riemann, who applied it in the study of complex analytic functions.[1]

Riemann (and others such as Carl Friedrich Gauss and Peter Gustav Lejeune Dirichlet) knew that Dirichlet's integral is bounded below, which establishes the existence of an infimum; however, he took for granted the existence of a function that attains the minimum. Karl Weierstrass published the first criticism of this assumption in 1870, giving an example of a functional that has a greatest lower bound which is not a minimum value. Weierstrass's example was the functional

 

where   is continuous on  , continuously differentiable on  , and subject to boundary conditions  ,   where   and   are constants and  . Weierstrass showed that  , but no admissible function   can make   equal 0. This example did not disprove Dirichlet's principle per se, since the example integral is different from Dirichlet's integral. But it did undermine the reasoning that Riemann had used, and spurred interest in proving Dirichlet's principle as well as broader advancements in the calculus of variations and ultimately functional analysis.[2][3]

In 1900, Hilbert later justified Riemann's use of Dirichlet's principle by developing the direct method in the calculus of variations.[4]

See also

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Notes

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  1. ^ Monna 1975, p. 33
  2. ^ Monna 1975, p. 33–37,43–44
  3. ^ Giaquinta and Hildebrand, p. 43–44
  4. ^ Monna 1975, p. 55–56, citing Hilbert, David (1905), "Über das Dirichletsche Prinzip", Journal für die reine und angewandte Mathematik (in German), 1905 (129): 63–67, doi:10.1515/crll.1905.129.63, S2CID 120074769

References

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  • Courant, R. (1950), Dirichlet's Principle, Conformal Mapping, and Minimal Surfaces. Appendix by M. Schiffer, Interscience
  • Lawrence C. Evans (1998), Partial Differential Equations, American Mathematical Society, ISBN 978-0-8218-0772-9
  • Giaquinta, Mariano; Hildebrandt, Stefan (1996), Calculus of Variations I, Springer
  • A. F. Monna (1975), Dirichlet's principle: A mathematical comedy of errors and its influence on the development of analysis, Oosthoek, Scheltema & Holkema
  • Weisstein, Eric W. "Dirichlet's Principle". MathWorld.