COMPLEX PARTIAL DIFFERENTIAL EQUATIONS IN A

MANNER OF I. N. VEKUA

H. BEGEHR, T. VAITEKHOVICH

[email protected], [email protected]
I. Math. Institut, FU Berlin, Arnimallee 3, D-14195 Berlin, Germany,
Mech.-Math. Department, Belarusian State University, 220030,
Nezavisimosty av., 4, Minsk, Belarus
Dedicated to the memory of Ilya N. Vekua

Abstract. Some classes of complex partial differential equations of arbi-

trary order in one complex variable are reduced to singular integral equa-
tions via potential operators related to the leading term of the equation.
This motivates the study of model equations. Particular cases are polyan-
alytic and polyharmonic equations. As an example some boundary value
problems for the inhomogeneous biharmonic equation are investigated. In
order to be explicit the problems are solved for the unit disc.

Mathematics Subject Classification (2000): 31A30, 31A10, 31A35, 31A25

Keywords: Beltrami equation, complex partial differential equations of higher
order, polyanalytic equation, polyharmonic equation, Dirichlet problem, Neumann
problem, biharmonic Green, Neumann and hybrid Green - Neumann function

Contents
1. Introduction 16
2. The Beltrami Equation 16
3. Higher Order Equations 17
4. Model Equations 18
5. The Biharmonic Equation 19
6. Biharmonic Green Function for the Unit Disk 23
References 24

15
16 H. Begehr, T. Vaitekhovich. Complex Partial Differential Equations ...

1. Introduction
In the way as I. N. Vekua has treated the generalized Beltrami equation any
kind of higher order complex partial differential equation can be reduced to a singular
integral equation to which the Fredholm theory applies. The reduction is managed
by certain potential operators for the leading term of the equation. This demands
to handle model equations beforehand, i.e. equations the differential operator of
which consists just of a leading term. They are compositions of polyanalytic and of
polyharmonic operators of appropriate orders. Decomposing these model equations
in a system of a polyanalytic or polyantianalytic and a polyharmonic equation leads
to certain boundary value problems for the model equation. Naturally the boundary
value problems attained this way for the model equations can be supplemented
by other ones not stated in accordance with the mentioned decomposition of the
equation.
The statement of boundary value problems even for the particular cases of poly-
analytic and of polyharmonic equations is far from being obvious. Some of these
problems are going along with the decomposition of these equations in ones of lower
orders. Others do not. Exemplarily this is illuminated here by studying the bihar-
monic equation which was treated by I. N. Vekua in one of his last papers published
in 1976. For the polyanalytic operator the particular Schwarz problem is solved
explicitly in case of the unit disc [8, 29]. For the related general linear equation this
Schwarz problem is treated in [5], see also [3, 4], in the manner indicated here in
general.

2. The Beltrami Equation

In [50] I. N. Vekua is treating the generalized Beltrami equation
wz + q1 wz + q2 wz + aw + bw + c = 0 (1)
in a plane domain D with
| q1 (z)| + | q2 (z)| ≤ q0 < 1, a, b, c ∈ Lp (D; C), 1 < p,
by using the Pompeiu operator
Z
1 dξdη
T f (z) = − f (ζ) .
π ζ −z
D
The latter has weak derivatives with respect to z and z satisfying
∂z T f = f, ∂z T f (z) = Πf (z)
with the Ahlfors - Beurling operator
Z
1 dξdη
Πf (z) = − f (ζ) .
π (ζ − z)2
D
The properties of the Pompeiu and the Ahlfors - Beurling operators are well
studied in [50]. Using the representation
w = ϕ + T ρ, ϕz = 0, wz = ρ, (2)
for functions being weakly differentiable with respect to z with derivatives in L1 (D; C)
equation (1) becomes
ρ + q1 Πρ + q2 Πρ + aT ρ + b T ρ + q1 ϕ0 + q2 ϕ0 + aϕ + bϕ + c = 0. (3)
 H. Begehr, T. Vaitekhovich. Complex Partial Differential Equations ... 17

This is a singular integral equation consisting of a contracting operator q1 Πρ +

q2 Πρ in a proper Lp (D; C) space, 2 < p with p − 2 small enough, see [50], and a
compact operator aT ρ+bT ρ in Lp (D; C), 1 < p. Hence the Fredholm theory applies.
But in (3) besides ρ also the analytic function ϕ is unknown. It can be determined
through boundary value problems. Describing one for w will lead via (2) to one for
ϕ. This is expressed through the one for w and the one for T ρ, which is a function
continuous in C.
Thus the analytic function ϕ splits into a known one and one expressed via an
area integral operator acting on ρ. Hence (3) is lead to a singular integral equation
where just the compact operator is perturbed while the contractive operator is not
changed at all.
Riemann and Riemann-Hilbert boundary value problems are investigated for (1)
e.g. in [7, 19, 22, 24, 27, 33, 34, 37, 44, 48, 50, 53, 54]. Basic boundary value
problems for the related model equation
wz = f
are studied for the unit disc in [7, 8, 9, 11], for the upper half plane in [35], in a
quarter plane in [1], for a ring domain in [49]. For analytic functions fundamental
investigations were done in by N. I. Muskhelishvili [46] and F. D. Gakhov [36], see
also [38], for generalized analytic functions by I. N. Vekua [50], see also [7, 39, 41,
42, 43, 48, 54]. For higher order equations see [2], and for systems in several complex
variables [14, 16, 17, 28, 45].

3. Higher Order Equations

An arbitrary higher order complex partial differential equation has the form
X h i
∂zm ∂zn w + qµν ∂zµ ∂zν w + qbµν ∂zµ ∂zν w (4)
µ+ν=m+n,
(µ, ν)6=(m, n)
X h i
+ aµν ∂zµ ∂zν w + bµν ∂zµ ∂zν w + c = 0.
µ+ν<m+n
In case
X
{| qµν (z)| + | qbµν (z)|} ≤ q0 < 1, aµν , bµν , c ∈ Lp (D; C) (5)
µ+ν=m+n,
(µ, ν)6=(m, n)

it can be treated in the same way as I. N. Vekua did with (1).

Higher order Pompeiu operators [6,7,23] are given by the respective Cauchy-
Poisson kernels

 (−1)m (−m)! m−1 n−1

 z z , m ≤ 0,

 (n − 1)! π


 (−1)n (−n)! m−1 n−1
Km, n (z) = z z , n ≤ 0,
 (m − 1)! π

 z n−1 h X 1i
m−1
X 1 n−1

 z m−1 2

 log | z| − − , 0 < m, n
 (m − 1)! (n − 1)! π µ ν
µ=1 ν=1

for 0 ≤ m + n, 0 < m2 + n2 as
Z
Tm, n f (z) = Km, n (z − ζ)f (ζ)dξdη, f ∈ L1 (D; C).
D
18 H. Begehr, T. Vaitekhovich. Complex Partial Differential Equations ...

Defining T0, 0 f = f, f ∈ L1 (D; C), the differential properties of these operators

are
∂zµ ∂zν Tm, n f = Tm−µ, n−ν f for µ + ν ≤ m + n
in the weak sense. If 0 < m + n then Tm, n are weakly singular having the same
properties as T0, 1 = T, T1, 0 = T . For m + n = 0 < m2 + n2 the operators are
strongly singular of Calderon-Zygmund type to be interpreted as Cauchy principal
integrals. Their properties [23] are the same as T−1, 1 = Π, T1, −1 = Π in particular
kTk, −k kL2 = 1 for k ∈ Z.
Using the representation
w = ϕ + Tm, n ρ, ∂zm ∂zn ϕ = 0, ∂zm ∂zn w = ρ,
equation (4) is transformed into the singular integral equation
X h i
ρ+ qµ, ν Tm−µ, n−ν ρ + qbµ, ν Tm−µ, n−ν ρ
µ+ν=m+n,
(µ, ν)6=(m, n)
X h i
+ aµ, ν Tm−µ, n−ν ρ + bµ, ν Tm−µ, n−ν ρ (6)
µ+ν<m+n
P h i
+ qµ, ν ∂zµ ∂zν ϕ + qbµ, ν ∂zµ ∂zν ϕ
µ+ν=m+n,
(µ, ν)6=(m, n)
h i
P
+ aµ, ν ∂zµ ∂zν ϕ + bµ, ν ∂zµ ∂zν ϕ + c = 0.
µ+ν<m+n
Because of (5) the first sum determines a contraction in Lp (D; C) for 2 < p with p−2
small enough while the second sum gives a compact operator in Lp (D; C). Having
determined ϕ by proper boundary conditions on w so that ϕ will be expressed by
some area integral operator acting on ρ as in the case of the Beltrami equation only
the compact operator in (6) will be perturbed. A particular case of (5) with m = 0
i.e. for the polyanalytic operator in the leading part prescribing Schwarz boundary
values is considered in the PhD thesis [3], see also [4,5,29].
The reduction of (5) to (6) makes it necessary to study the related model equation
first.

4. Model Equations
For treating the model equation
∂zm ∂zn w = f, f ∈ L1 (D; C) (7)
a fundamental solution to the differential operator is appropriate. It can be ob-
1
tained from the fundamental solution − of the Cauchy-Riemann operator ∂z by
πz
integration. Iteratively it is seen that
1 z n−1
− (8)
π (n − 1)!z
is a fundamental solution to ∂zn as well as log |z|2 is one for the Laplacian ∂z ∂z as
z n−1 h X 1i
m−1
X 1 n−1
1 z m−1 2
− log |z| − − (9)
π (m − 1)! (n − 1)! µ ν
µ=1 ν=1

is one for ∂zm ∂zn .

 H. Begehr, T. Vaitekhovich. Complex Partial Differential Equations ... 19

Differentiating (8) with respect to z leads to the kernel function Km, n (z) for
m < 0, (9) is Km, n (z) for positive m and n.
Equation (7) can be rewritten for m ≤ n as the system
∂zn−m w = ω, (∂z ∂z )m ω = f
of a polyanalytic and polyharmonic equation. For the first type the Schwarz problem
is a well posed boundary value problem. It can be explicitly solved for the unit disk
[28] and in principal also for other regular domains, see e.g. [7,39]. But other
problems are available also, see e.g. [8,20,26].
Boundary value problems for the polyharmonic equation are treated in [12,13,18,
21,25]. To illustrate the variety of available boundary value problems for this equa-
tion a particular case is investigated, see [10].

5. The Biharmonic Equation

In one of his last papers [52] published in 1976 I. N. Vekua has solved the
Dirichlet problem
(∂z ∂z )2 = 0 in D, w = γ0 , ∂ν w = γ1 on ∂D,
γ0 ∈ C 2+α (∂D; C), γ1 ∈ C 1+α (∂D; C)
for a regular domain D and 0 < α, where ∂ν denotes the outward normal derivative
on ∂D. Using the Goursat representation
w = zϕ + zϕ + ψ + ψ, ϕz = 0, ψz = 0,
he is constructing ϕ and ψ in an approximative manner by quadratures.
Another method is based on the biharmonic Green-Almansi function G2 (z, ζ)
[10,13,30,40]. It has the properties
• G2 (·, ζ) is biharmonic in D \ {ζ} , ζ ∈ D
• G2 (z, ζ) + | ζ − z|2 log | ζ − z|2 is biharmonic in z ∈ D, ζ ∈ D
• G2 (z, ζ) = 0, ∂νz G2 (z, ζ) = 0 for z ∈ ∂D, ζ ∈ D
• G2 (z, ζ) = G2 (ζ, z) for z, ζ ∈ D, z 6= ζ.
Using the Gauss theorem [7, 50] the representation formula
Z h i
1
w(z) = − w(ζ)∂νζ ∂ζ ∂ζ G2 (z, ζ) − ∂ν w(ζ)∂ζ ∂ζ G2 (z, ζ) dsζ (10)
4π
∂D
Z
1
− (∂ζ ∂ζ )2 w(ζ)G2 (z, ζ)dξdη
π
D
follows providing a solution to the Dirichlet problem
(∂z ∂z )2 w = f in D, f ∈ L1 (D; C), (11)
2+α 1+α
w = γ0 , ∂ν w = γ1 on ∂D, γ0 ∈ C (∂D; C), γ1 ∈ C (∂D; C).
For a verification in the case D = D = {|z| < 1} see [12,18,30,32].
This Dirichlet problem is not in accordance with the decomposability of the bi-
harmonic equation (11) in a system of two Poisson equations
∂z ∂z w = ω, ∂z ∂z ω = f.
For the Poisson equation several basic boundary value problems are available
[7,21,30,32], e.g. the Dirichlet, the Neumann, the Robin boundary value problems.
It will be explained how these problems lead to respective problems for (11) by just
20 H. Begehr, T. Vaitekhovich. Complex Partial Differential Equations ...

using Dirichlet and Neumann conditions. In order to be explicit D is chosen to be

the unit disk D. For this domain continuity rather then Hölder continuity of the
boundary data is sufficient, see [46].
Dirichlet-Dirichlet problem Find the solution to the problem
(∂z ∂z )2 w = f in D, f ∈ L1 (D; C),
w = γ0 , ∂z ∂z w = γ2 on ∂D, γ0 , γ2 ∈ C(∂D; C).
Iterating the Poisson formulas for for the solutions to the two Dirichlet problems
∂z ∂z w = ω in D, w = γ0 on ∂D,
∂z ∂z ω = f in D, ω = γ2 on ∂D,
in the form
Z Z
1 dζ 1
w(z) = γ0 (ζ)g1 (z, ζ) − ω(ζ) G1 (z, ζ)dξdη,
2πi ζ π
∂D D
Z e Z
1 e dζ − 1
e 1 (ζ, ζ) e G1 (ζ, ζ)d
e ξde
e η,
ω(ζ) = γ2 (ζ)g f (ζ)
2πi ζe π
∂D D
with the Poisson kernel
1 1
g1 (z, ζ) = + −1
1 − zζ 1 − zζ
and the harmonic Green function
¯ 1 − zζ ¯2
¯ ¯
G1 (z, ζ) = log¯ ¯
ζ −z
gives the solution to the Dirichlet-Dirichlet problem as
Z h i dζ
1
w(z) = γ0 (ζ)g1 (z, ζ) + γ2 (z, ζ)b
g2 (z, ζ)
2πi ζ
∂D
Z
1 b 2 (z, ζ)dξdη.
− f (ζ) G (12)
π
D
Here Z
1 e 1 (ζ,
e ζ)dξde
eη
gb2 (z, ζ) = − G1 (z, ζ)g (13)
π
D
is the primitive of the Poisson kernel with respect to the Laplace operator, vanishing
at the boundary of D
∂z ∂z gb2 (z, ζ) = g1 (z, ζ) in D, gb2 (z, ζ) = 0 on ∂D for ζ ∈ D
and Z
b 2 (z, ζ) = − 1
G e G1 (ζ,
G1 (z, ζ) e ζ)dξde
eη
π
D
is the convolution of the harmonic Green function with itself satisfying for any ζ ∈ D
b 2 (z, ζ) = G1 (z, ζ) in D, G
∂z ∂z G b 2 (z, ζ) = 0 on ∂D.
It is a biharmonic Green function satisfying the same conditions as G2 (z, ζ) up
to the third one. Its boundary behavior instead is
b 2 (z, ζ) = 0, ∂z ∂z G
G b 2 (z, ζ) = 0 for z ∈ ∂D, ζ ∈ D.
 H. Begehr, T. Vaitekhovich. Complex Partial Differential Equations ... 21

Neumann-Neumann problem. Find the solution to the problem

(∂z ∂z )2 w = f in D, f ∈ L1 (D; C),
∂ν w = γ1 , ∂ν ∂z ∂z w = γ3 on ∂D, γ1 , γ3 ∈ C(∂D; C),
Z Z
1 dζ 1 dζ
w(ζ) = c0 , wζζ (ζ) = c2 , c0 , c2 ∈ C.
2πi ζ 2πi ζ
∂D ∂D
Proceeding as before on the basis of the Neumann formula
Z Z Z
1 dζ 1 dζ 1
w(z) = w(ζ) + ∂ν w(ζ)N1 (z, ζ) − wζζ (ζ)N1 (z, ζ)dξdη
2πi ζ 4πi ζ π
∂D ∂D D
with the harmonic Neumann function
N1 (z, ζ) = − log |(ζ − z)(1 − zζ)|2
the solution to the Neumann-Neumann problem is
Z h i dζ
2 1
w(z) = c0 − c2 (1 − |z| ) + γ1 (ζ)N1 (z, ζ) + γ3 (ζ)N2 (z, ζ) (14)
4πi ζ
∂D
Z
1
− f (ζ)N2 (z, ζ)dξdη
π
D
if and only if Z Z
1 dζ 2
γ1 (ζ) = 2c2 − f (ζ)(1 − | ζ|2 )dξdη,
2πi ζ π
∂D D
Z Z
1 dζ 2
γ3 (ζ) = f (ζ)dξdη.
2πi ζ π
∂D D
Here the biharmonic Neumann function is the convolution of the harmonic one
with itself Z
1 e 1 (ζ,
e ζ)dξde
e η.
N2 (z, ζ) = − N1 (z, ζ)N
π
D
It satisfies for any ζ ∈ D
∂z ∂z N2 (z, ζ) = N1 (z, ζ) in D, ∂νz N2 (z, ζ) = 2(1 − |ζ|2 ) on ∂D.
Its properties differ from those of G2 only in the boundary behavior which is for
ζ∈D
∂νz N2 (z, ζ) = 2(1 − |ζ|2 ), ∂νz ∂z ∂z N2 (z, ζ) = 2.
Moreover the normalization conditions
Z Z
1 dz 1 dz
N2 (z, ζ) = 0, ∂z ∂z N2 (z, ζ) =0
2πi z 2πi z
∂D ∂D
hold.
Dirichlet-Neumann problem. Find the solution to the problem
(∂z ∂z )2 w = f in D, f ∈ L1 (D; C),
w = γ0 , ∂ν ∂z ∂z w = γ3 on ∂D, γ0 , γ3 ∈ C(∂D; C),
Z
1 dζ
wζζ (ζ) = c2 , c2 ∈ C.
2πi ζ
∂D
22 H. Begehr, T. Vaitekhovich. Complex Partial Differential Equations ...

Composing the respective Green and Neumann representation formulas shows

Z h i dζ
2 1 1
w(z) = −c2 (1 − |z| ) + γ0 (ζ)g1 (z, ζ) + H2 (z, ζ)γ3 (ζ) (15)
2πi 2 ζ
∂D
Z
1
− f (ζ)H2 (z, ζ)dξdη
π
D
if and only if Z Z
1 dζ 2
γ3 (ζ) = f (ζ)dξdη
2πi ζ π
∂D D
with the hybrid biharmonic Green-Neumann function
Z
1 e 1 (ζ,
e ζ)dξde
e η.
H2 (z, ζ) = − G1 (z, ζ)N
π
D
It satisfies
∂z ∂z H2 (z, ζ) = N1 (z, ζ) in D, H2 (z, ζ) = 0 on ∂D for any ζ ∈ D
and
∂ζ ∂ζ H2 (z, ζ) = G1 (z, ζ) in D, ∂νζ H2 (z, ζ) = 2(1 − |z|2 ) on ∂D for any z ∈ D.
Moreover the normalization condition
Z
1 dζ
H2 (z, ζ) =0
2πi ζ
∂D
holds.
As a function of z but also of ζ it satisfies the same first two conditions of G2 (z, ζ).
It obviously is not symmetric and its boundary behavior is
H2 (z, ζ) = 0, ∂νz ∂z ∂z H2 (z, ζ) = 2 on ∂D for any ζ ∈ D
and
∂νζ H2 (z, ζ) = 2(1 − |z|2 ), ∂ζ ∂ζ H2 (z, ζ) = 0 on ∂D for any z ∈ D.
This hybrid biharmonic Green-Neumann function serves also to solve the next prob-
lem.
Neumann-Dirichlet problem. Find the solution to the problem
(∂z ∂z )2 w = f in D, f ∈ L1 (D; C),
∂ν w = γ1 , ∂z ∂z w = γ2 on ∂D, γ1 , γ2 ∈ C(∂D; C),
Z
1 dζ
w(ζ) = c0 , c0 ∈ C.
2πi ζ
∂D
The solution is
Z h i dζ
1
w(z) = c0 + γ1 (ζ)N1 (z, ζ) − γ2 (ζ)∂νζ H2 (ζ, z)
4πi ζ
∂D
Z
1
− f (ζ)H2 (ζ, z)dξdη, (16)
π
D
 H. Begehr, T. Vaitekhovich. Complex Partial Differential Equations ... 23

if and only if
Z Z
1 dζ 2
[γ1 (ζ) + 2γ2 (ζ)] = f (ζ)(1 − | ζ|2 )dξdη.
2πi ζ π
∂D D

These considerations are not restricted to the unit disk. They hold in the same way
for any regular domain.

6. Biharmonic Green Function for the Unit Disk

The biharmonic Green functions from the preceding section can be calculated
explicitly for the unit disk D. They are
¯ 1 − zζ ¯2
¯ ¯
G2 (z, ζ) = |ζ − z| 2 log¯ ¯ − (1 − | z| 2 )(1 − | ζ| 2 ),
ζ −z
¯ ¯2 h i
b 2 (z, ζ) = |ζ − z| 2 log¯¯ 1 − zζ ¯¯ + (1 − | z| 2 )(1 − | ζ| 2 ) log(1 − zζ ) + log(1 − zζ) ,
G
ζ −z zζ zζ
∞
X 1
N2 (z, ζ) = |ζ − z| 2 [4 − log |(ζ − z)(1 − zζ)| 2 ] − 4 [(zζ)k + (zζ)k ]
k2
k=2

h log(1 − zζ ) log(1 − zζ) i

−2[zζ + zζ] log |1 − zζ| 2 − (1 + | z|2 )(1 + | ζ|2 ) + ,
zζ zζ

H2 (z, ζ) = −|ζ − z| 2 log |ζ − z| 2

h 1 − zζ 1 − zζ i
− (1 − |z|2 ) 4 + log(1 − zζ) + log(1 − zζ)
zζ zζ
(ζ − z)(1 − zζ) (ζ − z)(1 − z ζ)
− log(1 − zζ) − log(1 − zζ).
z z
Other ones can be determined, see [13].
For higher order polharmonic operators there exist a variety of Green functions.
The respective functions G b n and Nn [30,31] are iteratively defined. But their eval-
uation seems involved and is not yet done. The same holds for the higher order
Poisson kernels
Z
1 e gbn−1 (ζ,
e ζ)dξde
e η , gb1 (z, ζ) = g1 (z, ζ),
gbn (z, ζ) = − G1 (z, ζ)
π
D

see [15,18]. Only the Green-Almansi function is known explicitly, it is, see [12, 51]

| ζ − z| 2(n−1) ¯ 1 − zζ ¯2
¯ ¯
Gn (z, ζ) = log ¯ ¯
(n − 1)!2 ζ −z
n−1
X (−1)ν
+ | ζ − z| 2(n−1−ν) (1 − | z|2 )ν (1 − | ζ|2 )ν .
ν
ν=1

For the upper half plane, see [35].

24 H. Begehr, T. Vaitekhovich. Complex Partial Differential Equations ...

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