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Introduction to Linear Algebra with Mathematica

Elliptic Operators and Boundary Value Problems


We work in a multidimensional domain Ω ⊂ ℝⁿ with smooth boundary ∂Ω, using coordinates x = (x₁, x₂, … , xₙ), Let us consider a linear differential operator of order m ∈ ℕ:
\[ L(x, \texttt{D})\,u(\mathbf{x}) = \sum_{|\alpha | \le m} \ a_{\alpha} \texttt{D{^{\alpha} \,u(\mathbf{x}) , \]
where Recall that ℭⁿ(Ω) denotes the space of all n-times continuously differentiable function on Ω. Also, since LaTeX does not support naturally Greel letters in bold font, we use regular fonts for both, vectors and its components in Greek in mathematical equations (unfortunately we are forced to use them).

The principal part of the linear operator L is the sum of terms of order exactly m:
\[ L_m (x, \texttt{D})\,u(\mathbf{x}) = \sum_{|\alpha | = m} \ a_{\alpha} \texttt{D{^{\alpha} \,u(\mathbf{x}) . \]
The principal symbol of L is the polynomial of order m in the frequency variable ξ ∈ ℝⁿ:
\[ \sigma_m (L) (\mathbf{x}, \xi ) = \mathbf{j}^m \, \sum_{|\alpha | = m} \ a_{\alpha} \,\xi^{\alpha} , \]
where \( \displaystyle \quad \xi^{\alpha} = \xi_1^{\alpha_1} \xi_{2}^{\alpha_2} \cdots \xi_n^{\alpha_n} , \) and j or ⅉ is the imaginary unit on complex plane ℂ.
So the principal symbol of the linear differential operator L is obtained by simple replacement each derivative ∂xi by ⅉξi (in analogue with the Fourier transform), and keeping only highest order terms. Recall that ⅉ² = −1.

For systems (e.g. elasticity), L becomes a matrix differential operator acting on vector-values functions u : Ω → ℝⁿ, and the coefficients 𝑎α(𝑥) are n × n matrices; then &sigmam(L) is matrix valued.

A scalar operator L of order m is called elliptic if its principal symbol never vanishes for ξ ≠ 0.
Equivalently, σm(L)(x, ξ) is a homogeneous polynomial of degree m in ξ, and ellipticity means it has no real zeros away from ξ = 0.
In vector case, the principal symbol becomes n × n matrix. The differential operator L is called elliptic if its principal symbol is invertible for all ξ ≠ 0.

A typical example of elliptic operator presents the Laplacian, denoted by Δ or ∇²:

\[ \Delta = \nabla^2 = \nabla \cdot \nabla = \frac{\partial^2}{\partial x_1^2} + \frac{\partial^2}{\partial x_2^2} + \cdots + \frac{\partial^2}{\partial x_n^2} . \]
Its principal symbol does not vanish when ξ = (ξ₁, ξ₂, … , ξₙ) ≠ 0:
\[ \sigma_2 (\Delta ) = \| \xi \|^2 = \xi_1^2 + \xi_2^2 + \cdots + \xi_n^2 . \]
In spherical coordinates, the Laplacian is
\[ \Delta = \frac{\partial^2}{\partial r^2} + \frac{2}{r} \cdot \frac{\partial}{\partial r} + \frac{1}{r^2 \sin\phi}\, \left( \cos\phi\,\frac{\partial}{\partial\phi} + \sin\phi\,\frac{\partial^2}{\partial \phi^2} \right) + \frac{1}{r^2 \sin^2 \phi}\, \frac{\partial^2}{\partial \theta^2} , \]
where radius r > 0, polar angle ϕ ∈ (0, π), and azimuth angle θ ∈ (0, 2π). Keeping only second derivatives, we obtain the principal part of the Laplace operator
\[ \Delta_{\tiny principal} = \frac{\partial^2}{\partial r^2} + \frac{1}{r^2}\,\frac{\partial^2}{\partial\phi^2} + \frac{1}{r^2 \sin^2 \phi}\, \frac{\partial^2}{\partial \theta^2} . \]
Introduce frequency variables (ξᵣ, ξϕ, ξθ) corresponding to (∂;ᵣ, ∂ϕ, ∂θ), and replace derivatives by jξ, we get its principal symbol
\[ \sigma_2 (\Delta )\left( \xi_r , \xi_{\phi}, \xi_{\theta} \right) = - \left( \xi_r^2 + \frac{\xi_{\phi}}{r^2} + \frac{\xi_{\theta}^2}{r^2 \sin^2 \phi} \right) . \]
If (ξᵣ, ξϕ, ξθ) ≠ (0,0,0), then at least one term in the sum is positive, and since r > 0, sinϕ > 0 for ϕ ∈ (0,π), we have
\[ \xi_r^2 + \frac{\xi_{\phi}}{r^2} + \frac{\xi_{\theta}^2}{r^2 \sin^2 \phi} > 0 , \]
so \( \displaystyle \quad \sigma_2 (\Delta )\left( \xi_r , \xi_{\phi}, \xi_{\theta} \right) \ne 0 . \quad \) Therefore, the Laplace operator is elliptic in spherical coordinates as well.

In polar coordinates, The Laplace operator becomes

\[ \Delta = \frac{\partial^2}{\partial r^2} + \frac{1}{r}\,\frac{\partial}{\partial r} + \frac{1}{r^2}\cdot \frac{\partial^2}{\partial\theta^2} . \]
Introduce frequency variables (ξᵣ, ξθ) corresponding derivative operator (∂ᵣ, ∂θ), we get the principal symbol
\[ -\sigma_2 (\Delta ) = - \left( \xi_r^2 + \frac{\xi_{\theta}^2}{r^2} \right) = -\| \Xi \|^2 , \]
where \( \displaystyle \quad \Xi = \left( \xi_r , \frac{\xi_{\theta}}{r} \right) . \quad \)    
Example 1: Probably the most famous scalar elliptic differential equation is the Laplace equation:
\[ \nabla^2 u = 0 \qquad \mbox{or} \qquad \frac{\partial^2 u}{\partial x_1^2} + \frac{\partial^2 u}{\partial x_2^2} + \cdots + \frac{\partial^2 u}{\partial x_n^2} = 0. \]
Using the standard notation of the Laplacian as &Delta, we express it through the gradient operator (∇) \[ \Delta = \nabla^2 = \sum_{i=1}^n \,\partial_{x_i}^2 \qquad \Longrightarrow \qquad \sigma_2 (\Delta ) = -|\xi |^2 = -\sum_{i=1}^n \xi_i^2 . \] Obviously, its principal symbol never vanish unless ξ = 0.

Its variable-coefficient generalization is often
\[ \nabla \cdot \left( k(\mathbf{x}\,\nabla u \right) = 0 \qquad \mbox{or} \qquad \frac{\partial}{\partial x_1} \left( k(\mathbf{x}\,\frac{\partial u}{\partial x_1} \right) + \frac{\partial}{\partial x_2} \left( k(\mathbf{x}\,\frac{\partial u}{\partial x_2} \right) + \cdots + \frac{\partial}{\partial x_n} \left( k(\mathbf{x}\,\frac{\partial u}{\partial x_n} \right) = 0 . \]
For example, in 2D,
\[ \frac{\partial}{\partial x} \left( k(x,y)\,\frac{\partial u}{\partial x} \right) + \frac{\partial}{\partial y} \left( k(x,y)\,\frac{\partial u}{\partial y} \right) = 0 . \]
Its principal symbol is
\[ \sigma_2 (L)(x,y,\xi ) = - k(x,y) \left( \xi_1^2 + \xi_2^2 \right) = -k\,|\xi |^2 . \]
If the right-hand side is specified as a given function, h( x , y , z ), we have Poisson's equation, a generalization of Laplace's equation. Laplace's equation and Poisson's equation are the simplest examples of elliptic partial differential equations.
\[ \nabla^2 u = h . \]
Here are some useful examples of Laplace-type equations.
  1. Steady heat conduction: Suppose T(x) is temperature and k(x) is thermal conductivity. Fourier's law is
    \[ q = -k(x)\,\nabla T . \]
    At steady state, with no internal heat generation,
    \[ \nabla \cdot q = 0 \qquad \Longrightarrow \qquad \nabla \dot k(x)\,\nabla T = 0 . \]
    This is the variable-coefficient Laplace equation. If k is constant, then
    \[ k\,\nabla^2 T = 0 \qquad \Longrightarrow \qquad \nabla^2 T = 0 . \]
  2. Electrostatics in an inhomogeneous dielectric: Let ϕ(x) be the electric potential, measured in volts. Electrostatic potential (or electric potential) is the amount of work needed to move a unit positive test charge from a reference point (like infinity) to a specific point inside a static electric field:
    \[ \mathbf{E} = - \nabla \phi . \]
    Then the electric displacement field, denoted by 𝔃, is
    \[ \mathbf{D} = \epsilon(\mathbf{x})\,\mathbf{E} . \]
    Therefore,
    \[ \mathbf{D} = -\epsilon(\mathbf{x})\,\nabla \phi . \]
    We have Gauss's law:
    \[ \nabla \cdot \mathbf{D} = \rho , \]
    and, in a charge-free region (ρ = 0), and a material with spatially varying permittivity, ϵ = ϵ(x):
    \[ \nabla \cdot \mathbf{D} = 0 \qquad \Longrightarrow \qquad \nabla \dot \left( \epsilon (\mathbf{x}\,\nabla \phi \right) = 0 . \]
    Again, if ϵ is constant,
    \[ \nabla^2 \phi = 0 . \]
  3. Steady diffusion Suppose c(x) is concentration and D(x) is a spatially varying diffusion coefficient. Fick's law gives
    \[ \mathbf{J} = - \mathbf{D}(\mathbf{x})\,\nabla c . \]
    At steady state, with no sources or sinks,
    \[ \nabla \dot mathbf{J} = 0\qquad \Longrightarrow \qquad \nabla \dot \left( \mathbf{D}(\mathbf{x})\,\nabla c \right) = 0 . \]
    For constant 𝔃,
    \[ \nabla^2 c = 0 . \]
    So heat, electrostatics, and diffusion all have essentially the same mathematical structure.

  4. Potential flow: For an incompressible, irrotational fluid,
    \[ \nabla \cdot \mathbf{v} = 0 , \qquad \nabla \times \mathbf{v} = 0 . \]
    If the flow is irrotational, we introduce a velocity potential
    \[ \mathbf{v} = \nabla\,\phi . \]
    Then incompressibility gives
    \[ \nabla \cdot \nabla \,\phi = 0 \qquad \iff \qquad \nabla^2 \phi = 0 . \]
    This is the constant-coefficient Laplace equation.
  5. Laplace's equation repeatedly appears whenever you have a conserved flux proportional to a gradient. The common structure is
    \[ \nabla \cdot \left( K(x) \,\nabla u \right) = 0 , \]
    where K may be a scalar k(x) or, more generally, a matrix/tensor.

    Conservation law Let's start with the most fundamental derivation. Suppose u(x,y) is some scalar field and its flux is

    \[ \mathbf{J} = -k\,\nabla u , \]
    where k is a constant. In two dimensions,
    \[ \mathbf{J} = -k\,\begin{pmatrix} u_x \\ u_y \end{pmatrix}\nabla u , \]
    Now impose steady-state conservation:
    \[ \nabla \cdot \mathbf{J} = 0 . \]
    Therefore,
    \[ \nabla \cdot \left( -k\,\nabla u \right) = 0 . \]
    Since k is constant,
    \[ -k\,\nabla \cdot \left( \nabla u \right) = 0 \qquad \Longrightarrow \qquad u_{xx} + u_{yy} = 0 . \]
    That's the two-dimensional Laplace equation.
  6. Variable thermal conductivity Now let's make things more interesting. Let T(x,y) be temperature and suppose thermal conductivity varies in space: k = k(x,y). Fourier's law gives
    \[ q = \begin{pmatrix} -k\,T_x \\ -k\,T_y \end{pmatrix} . \]
    At steady state, assuming there is no heat generation,
    \[ \nabla \cdot q = 0 . \]
    Thus,
    \[ \frac{\partial}{\partial x} \left( -k\,T_x \right) + \frac{\partial}{\partial y} \left( -k\,T_y \right) = 0 \qquad\iff \qquad \frac{\partial}{\partial x} \left( k\,T_x \right) + \frac{\partial}{\partial y} \left( k\,T_y \right) = 0 \]
    In succinct notation,
    \[ \nabla \cdot \left( k\,\nabla T \right) = 0 . \]
    Note that the principal symbol for variable k and constant k is the same,
    \[ \sigma (L) = - k\, \| \xi \|^2 . \]

  7. Variational principle: Suppose we define an energy functional
    \[ E[u] = \frac{1}{2}\,\int_{\Omega} \,k(\mathbf{x}) \left\vert \nabla u \right\vert^2 \,{\text d}V . \]
    We ask: Which function u minimizes this energy?

    Take a small variation

    \[ u \,\to\, u + \\varepsilon \,v , \]
    where v = 0 on the boundary. Then
    \[ E[u + \varepsilon\, v] = \frac{1}{2}\,\int_{\Omega} \,k(\mathbf{x}) \left\vert \nabla u + \varepsilon\, \nabla v\right\vert^2 \,{\text d}V \]
    Expand:
    \[ E[u + \varepsilon\, v] = \frac{1}{2}\,\int_{\Omega} \,k(\mathbf{x}) \left( |\nabla u|^2 + 2\varepsilon \,\nabla u \cdot \nabla v + \varepsilon^2 \, |\nabla v |^2 \right) \,{\text d}V . \]
    For an extremum, \( \displaystyle \quad \left. \frac{{\text d}E}{{\text d}\varepsilon} \right\vert_{\varepsilon = 0} = 0 . \quad \) Therefore,
    \[ \int_{\Omega}\, k\,\nabla u \cdot \nabla v \,{\text d}V = 0 . \]
    Now integrate by parts
    \[ \int_{\Omega}\, k\,\nabla u \cdot \nabla v \,{\text d}V = - \int_{\Omega}\, v\,\nabla \cdot \left( k\,\nabla u \right) \,{\text d}V + \int_{\partial\Omega}\, vk\,\nabla u \cdot \hat{\bf n} \,{\text d}S . \]
    Since v = 0 on the boundary,
    \[ \int_{\Omega}\, v\,\nabla \cdot \left( k\,\nabla u \right) \,{\text d}V = 0 . \]
    Since this must hold for arbitrary v,
    \[ \nabla \cdot \left( k\,\nabla u \right) = 0 . \]
    And for constant k,
    \[ \nabla^2 u = 0 . \]
    We have now obtained Laplace's equation without starting from a conservation law.

  8. Anisotropic medium: Now for the most general and interesting case, suppose the flux does not necessarily point opposite to the gradient. Instead,
    \[ \mathbf{J} = - \mathbf{K}(\mathbf{x})\,\nabla u , \]
    where
    \[ \mathbf{K} = \begin{pmatrix} k_{xx} & k_{xy} \\ k_{yx} & k_{yy} \end{\pmatrix} . \]
    This happens, for example, in an anisotropic material where conductivity depends on direction. Then conservation gives
    \[ \nabla \cdot \mathbf{J} = 0 . \]
    Therefore,
    \[ \nabla \cdot \left( \mathbf{K} (\mathbf{x} )\,\nabla u \right) = 0 . \]
    In two dimensions,
    \[ \mathbf{K}\,\nabla u = \begin{pmatrix} k_{xx} u_x + k_{xy} u_y \\ k_{yx} u_x + k_{yy} u_y \end{pmatrix} . \]
    Thus,
    \[ \frac{\partial}{\partial x} \left( k_{xx} u_x + k_{xy} u_y \right) + \frac{\partial}{\partial y} \left( k_{yx} u_x + k_{yy} u_y \right) = 0 . \]
    Its principal symbol is
    \[ \sigma_2 (\xi ) = - \left( k_{xx} \xi_1^2 + k_{xy} \xi_1 \xi_2 + k_{yx} \xi_1 \xi_2 + k_{yy} \xi_2^2 . \]
    If all coefficients are constant, expanding gives
    \[ k_{xx} u_{xx} + \left( k_{xy} + k_{yx} \right) u_{xy} + k_{yy} u_{yy} = 0 . \]
    If the conductivity tensor is symmetric, kxy = kyx, then
    \[ k_{xx} u_{xx} + 2\,k_{xy} \, u_{xy} + k_{yy} u_{yy} = 0 . \]
    If K = kI, then
    \[ k_{xx} = k_{yy} , \qquad k_{xy} = 0 , \]
    so we recover
    \[ k\,u_{xx} + k\,u_{yy} = 0 \qquad \iff \qquad u_{xx} + u_{yy} = 0 . \]
       ■
    End of Example 1

   
Example 2:

The biharmonic operator Δ² has the principal symbol \[ \sigma_4 \left( \Delta^2 \right)\,( \xi ) = |\xi |^4 = \left( \xi_1^2 + \xi_2^2 + \cdots + \xi_n^2 \right)^2 . \] Since it is nonzero for ξ ≠ 0, the biharmonic operator is elliptic.

The biharmonic equation can be written in two dimensions as

\[ u_{xxxx} + 2\,u_{xxyy} + u_{yyyy} = 0 . \]

Here are some applications where the appearance of the fourth-order operator is genuinely meaningful.

  1. Thin elastic plates: For a thin Kirchhoff–Love plate, the transverse displacement u(x,y) satisfies
    \[ D\,\Delta^2 u = f , \]
    where D = Eh³/[12(1−ν²)] is the flexural rigidity. Here E is Young's modulus h is elastic thickness, ν is Poisson's ratio.

    The interesting part is not merely that a plate bends. The biharmonic operator comes from the fact that the elastic energy depends on second derivatives of displacement:

    \[ E[u] \,\sim\, \int_{\Omega} , \left[ (\Delta\, u)^2 + (1-\nu )\left( 2\,u_{xy}^2 - u_{xx} u_{yy} \right) \right] {\text d}x{\text d}y . \]
    Taking the Euler–Lagrange equation of this functional produces a fourth-order PDE.

    This becomes particularly nontrivial for free boundaries. You don't simply prescribe u and ∂n​u; the natural boundary conditions involve bending moments and Kirchhoff shear forces. Thus the biharmonic problem encodes both the deformation and the mechanics at the boundary.

  2. Stokes flow and the stream function: A steady, incompressible, 2D Stokes flow (also known as creeping flow) describes the motion of fluids where viscous forces completely dominate advective inertial forces, occurring at very low Reynolds numbers (Re ≪ 1) where the nonlinear convective acceleration terms vanish. The equation of motion for Stokes flow (George Stokes, 1842--1850) can be obtained by linearizing the steady state Navier–Stokes equations:
    \[ - \nabla p + \mu\,\Delta u = 0 , \qquad \nabla \cdot u = 0 . \]
    introduce a stream function ψ:
    \[ u = \psi_y , \qquad v = - \psi_x , \]
    he incompressibility condition is then automatically satisfied. Taking the curl of the Stokes equations eliminates pressure and gives
    \[ \Delta \omega = 0 , \]
    where the vorticity is
    \[ \omega = v_x - u_y = - \Delta \psi . \]
    Consequently,
    \[ \Delta^2 \psi = 0 . \]
    This is important in problems such as flow past a cylinder, flow through narrow geometries, lubrication-type problems, and the Stokes paradox in two dimensions.
  3. Airy stress function in 2D elasticity: Another beautiful appearance of the biharmonic operator is in linear elasticity. For a 2D elastic body with no body forces, equilibrium requires
    \[ \begin{split} \sigma_{xx,x} + \sigma_{xy,y} &= 0 , \\ \sigma_{xy,x} + \sigma_{yy,y} &= 0 , \end{split} \]
    where σ is the Cauchy stress tensor, ε is the infinitesimal strain tensor, u is the displacement vector. Introduce the Airy stress function ϕ:
    \[ \sigma_{xx} = \frac{\partial^2 \phi}{\partial y^2} , \qquad \sigma_{xy} = - \frac{\partial^2 \phi}{\partial x\,\partial y} \qquad \sigma_{yy} = \frac{\partial^2 \phi}{\partial x^2} . \tag{A.1} \]
    Equilibrium is now satisfied identically. Then compatibility of the strains, together with Hooke's law, gives
    \[ \Delta^2 \phi = \nabl;a^4 \phi = 0 \]
    for homogeneous isotropic elasticity without body forces. Any function φ satisfying Δ²u = 0 is called a bihar- monic function. A harmonic function f satisfies ∇²f = 0. Thus, if f is harmonic, it is also biharmonic. However, the converse is not true. Once the Airy stress function is known, the stresses can be obtained by Eq.(A.1).

    What's particularly interesting here is that the biharmonic function is not the displacement. It is a scalar potential for the stress field.

  4. Hele–Shaw flow and viscous fingering: In a Hele–Shaw cell, a viscous fluid flows between two closely spaced plates. Under the depth-averaged approximation, the velocity is governed by Darcy's law,
    \[ u = - \frac{b^2}{12\,\mu}\,\nabla p . \]
    Darcy's law is a simple equation in physics and engineering that tells us how fast water or other liquids move through tiny spaces inside rocks, sand, or soil. French engineer Henri Darcy discovered it in 1856 by studying water flow through sand filter.

    Since the fluid is incompressible,

    \[ \nabla \cdot \mathbf{u} = 0 , \]
    so the pressure is harmonic:
    \[ \Delta p = 0 . \]
    That sounds like an ordinary Laplace problem. But introducing a stream function and considering the velocity field leads naturally to higher-order formulations; in particular, biharmonic structures appear in the boundary-value formulation of the velocity/stream function.

    This becomes especially interesting when studying Saffman–Taylor viscous fingering (Saffman–Taylor instability), where the interface between two fluids is unstable. The harmonic pressure field couples to a moving free boundary, so the resulting problem is much richer than simply solving Δu = 0.

  5. Surface interpolation / thin-plate splines: This is an application from approximation theory and machine learning rather than classical physics. Suppose you have scattered measurements
    \[ \left( x_i , \, y_i\, z_i \right) \]
    and want a smooth surface u(x,y) passing through them. One can minimize the bending energy
    \[ J[u] = \,\iint_{\mathbb{R}^2} \,\left( u_{xx}^2 + 2\,u_{xy}^2 + u_{yy}^2 \right) {\text d}x {\text d}y \]
    subject to
    \[ u\left( x_i , y_i \right) = z_i . \]
    The Euler–Lagrange equation away from the interpolation points is
    \[ \Delta^2 u = 0 . \]
    The fundamental solution of the 2D biharmonic operator is, up to constants,
    \[ r^2 \ln r . \]
    Hence the famous thin-plate spline representation
    \[ u(x,y) = a_0 + a_1 x + a_2 y + \sum_i \lambda_i \| x - x_i \|^2 \ln \| x - x_i \| . \]
    This is a particularly nice example because the Green's function of the biharmonic operator directly becomes the interpolation kernel.
  6. Gradient flows and phase-field models: There is a more modern connection to Cahn–Hilliard dynamics that describes the process of phase separation, spinodal decomposition, by which the two components of a binary fluid spontaneously separate and form domains pure in each component. For a free energy such as
    \[ F[c] = \int_{\Omega} \left( f(c) + \frac{\kappa}{2}\,\left\vert \nabla c \right\vert^2 \right) {\text d}x , \]
    where c is the concentration of the fluid, the chemical potential is
    \[ \mu = f' (c) - \kappa\,\Delta c . \]
    Conserved dynamics takes the form
    \[ c_t = M\,\Delta \mu . \]
    Therefore,
    \[ c_t = M\,\Delta f'(c) - M\,\kappa \,\Delta^2 c . \]
    So the biharmonic operator appears because you have a conserved gradient flow whose chemical potential already contains a Laplacian.

    For constant mobility and a quadratic f, this essentially give

    \[ c_t = - M\,\kappa \,\Delta^2 c + \cdots . \]
    This is important for spinodal decomposition, phase separation, coarsening, and interfacial dynamics.

  7. Plate/shell theory and higher-gradient mechanics: A more sophisticated generalization occurs in strain-gradient and couple-stress elasticity. Classical elasticity usually involves first derivatives of displacement in the strain energy. But if the material energy depends on gradients of strain,
    \[ E[u] \,\sim\,\int_{\Omega} \left( \left\vert \nabla u \right\vert^2 + \ell^2 \left\vert \nabla^2 u \right\vert^2 \right) {\text d}x , \]
    then variation produces operators such as
    \[ - \Delta u + \ell^2 \Delta^2 u . \]
    Thus, biharmonic terms arise naturally when the material possesses an intrinsic length scale ℓ.
This is useful for modeling microstructured materials, size effects, couple-stress materials, and thin structures where classical elasticity breaks down.    ■
End of Example 2

Application What the biharmonic unknown represents Why the 4th-order operator appears
Thin plates Displacement u Energy depends on curvature
Stokes flow Stream function ψ Vorticity is −Δψ, while vorticity is harmonic
2D elasticity Airy stress function φ Equilibrium + compatibility
Thin-plate splines Interpolating surface u Minimization of bending energy
Cahn–Hilliard / phase-field models Concentration c Conserved gradient flow + gradient energy
Gradient elasticity Displacement u Energy depends on strain gradients
   
Example 3:

Let u : ℝ² → ℝ² be a plane displacement field. The linear elasticity operator is actually the Lamé operator In homogeneous and isotropic materials \[ L(\mathbf{u}) = \mu\,\Delta\,\mathbf{u} + \left( \lambda + \mu \right) \nabla \left( \nabla \cdot \mathbf{u} \right) , \] where λ and μ are positive Lamé parameters, two material-dependent quantities. It is written in vector form, so the three dimensional case is treated similarly. The principal symbol is a 3 × 3 matrix: \[ \sigma_2 (L)(\mathbf{x}, \xi ) = \mu \left\vert \xi \right\vert^2 \mathbf{I} + \left( \mu + \lambda \right) \xi \otimes \xi , \] where

  • I is the identity matrix,
  • ξ ⊗ ξ is the rank one matrix with entries ξiξj.
Strong ellipcity (Legendre--Hadamard condition, also called strong ellipticity): \[ \left\langle \sigma (L)(\mathbf{x}, \xi )\,\mathbf{v}, \mathbf{v} \right\rangle = \mu\left\vert \xi \right\vert^2 \] Let us write the ξ⊗ξ explicitly: \[ \xi \otimes \xi = \begin{bmatrix} \xi_1^2 & \xi_1 \xi_2 & \xi_1 \xi_3 \\ 4pt \xi_1 \xi_2 & \xi_2^2 & \xi_2 \x_3 \\ 4pt \xi_1 \xi_3 & \xi_2 \xi_3 & \xi_3^2 \end{bmatrix} . \] Now suppose we want to use another system of coordinates other than Cartesian one. Since Lamé's operator \( \displaystyle \quad L = \mu\Delta + \left( \lambda + \mu \right) \nabla \left( \nabla \cdot \right) \quad \) is independent of coordinates, its principal symbol in any coordinate system has the same tensorial form:
\[ \sigma_2 (L) = \mu \left( \mbox{symbol of }\ \Delta \right) + \left( \lambda + \mu \right) \left( \mbox{symbol of }\ \nabla \left( \nabla\cdot \right) \right) . \]
In polar coordinates, the gradient and divergence principal parts use the same frequency vector \( \displaystyle \quad \Xi = \left( \xi_r , \frac{\xi_{\theta}}{r} \right) . \quad \) So the principal symbol becomes
\[ -\sigma_2 (L)\left( \xi_r , \xi_{\theta} \right) = \mu |\Xi |^2 \mathbf{I} +\lambda + \mu \right) \Xi \otimes \Xi , \]
with
\[ \Xi \otimes \Xi =\begin{bmatrix} \xi_r^2 & \frac{\xi_r \xi_{\theta}}{r} \\ \frac{\xi_r \xi_{\theta}}{r} & \frac{\xi_{\theta}^2}{r^2} \end{bmatrix} . \]
We prove ellipticity of Lamé's operator in two dimensional case using Mathematica. First, we calculate the determinant of the principal symbol.
S = mu*(x1^2 + x2^2) * IdentityMatrix[2] + (lambda + mu)*{{x1^2, x1*x2}, {x1*x2, x2^2}}; Det[S]
lambda mu x1^4 + 2 mu^2 x1^4 + 2 lambda mu x1^2 x2^2 + 4 mu^2 x1^2 x2^2 + lambda mu x2^4 + 2 mu^2 x2^4
\[ \det\left[ \sigma_2 (L) \right] = \lambda\mu \left( \xi_1^2 + \xi_2^2 \right)^2 + 2 \mu^2 \left( \xi_1^2 + \xi_2^2 \right)^2 , \]
which does not vanish for any non-zero frequency vector ξ. To double check, we also find its eigenvalues.
Eigenvalues[S]
{mu (x1^2 + x2^2), (lambda + 2 mu) (x1^2 + x2^2)}
\[ \mbox{Eigenvalues: } \mu |\xi \|^2 \qquad\mbox{and} \qquad \left( \lambda + 2 \mu \right) |\xi \^2 . \]
Since the eigenvalues of the principal symbol are two positive numbers, the corresponding matrix is invertible, so Lamé's operator is elliptic.

Let us show ellipticity of Lamé's operator. We work with ℝⁿ for n = 2, 3. We want to determine eigenvalue of matrix \( \displaystyle \quad \mathbf{S}(\xi ) = \sigma_2 (L) (\xi ) = \mu \|\xi \|^2 + \left( \lambda + \mu \right) \xi\otimes \xi . \quad \)

For fixed ξ ≠ 0, we consider

  • the longitudinal subspace \[ V_{\parallel} = \left\{ \mathbf{v} \in \mathbb{R}^n : \quad \mathbf{v} = \alpha\xi \mbox{ for some } \alpha \in\mathbb{R} \right\} , \]
  • the transverse subspace \[ V_{\perp} = \left\{ \mathbf{w} \in \mathbb{R}^n \ : \quad \mathhbf{w} \cdot \xi = 0 \mbox{ for } \xi \in V_{\parallel} \right\} . \]
  • <
Then ℝⁿ = VV. WE show that both subspaces are invariant under S(ξ) and compute the action.

Take wV, so w · ξ = 0. WE compute

\[ (\xi\otimes\xi )\,\mathbf{w} = \left( \xi\cdot \mathbf{w} \right) \xi = 0 \cdot \xi = 0 . \]
Therefore
\[ S(\xi )\,\mathbf{w} = \mu \|\xi \|^2 \mathbf{w} + \left( \lambda + \mu \right) (\xi\otimes \xi )\,\mathbf{w} = \mu \|\xi \|^2 \mathbf{w} . \]
So every transverse vector is an eigenvector with eigenvalue μ|ξ|². Its dimension is n − 1.

Take vV, so v = α ξ for some α ∈ ℝ. Compute

\[ (\xi\otimes\xi )\,\mathbf{v} = \left( \xi\cdot \mathbf{v} \right) \xi = \left( \xi \cdot (\alpha\xi ) \right) \xi = \alpha\,\|\xi \|^2 \xi . \]
Then
\[ S(\xi )\,\mathbf{v} = \mu \|\xi\|^2 \mathbf{v} + \left( \lambda + \mu \right) (\xi\otimes\xi )\,\mathbf{v} = \mu \|\xi\|^2 \,\alpha\xi + \left( \lambda + \mu \right) \alpha\,\|\xi \|^2 \xi = \left( \lambda + 2\mu \right) \alpha\,\|\xi \|^2 \xi . \]
However, v = α ξ, so
\[ S(\xi )\,\mathbf{v} = \left( \lambda + 2\mu \right) \|\xi \|^2 \,\mathbf{v} . \]
Thus, every longitudinal vector is an eigenvector with eigenvalue (λ + 2μ)|&xi|². Its dimension is 1.

Hence, the eigenvalues of Lamé's symbol are

  • μ|ξ|² with multiplicity n − 1,
  • (λ + 2μ) |ξ|² with multiplicity 1.
If μ > 0 and λ + 2μ > 0, then for every ξ ≠ 0 all eigenvalues are strictly positive, so Lamé's operator is elliptic.    ■
End of Example 1

Boundary Value Problems

Let ∂Ω be a smooth (we will later relax to coners) boundary of a domain Ω in ℝⁿ. A boundary value problem consists of

Steklov eigenvalue problem in elastostatics

For linear elastostatics, the Steklov eigenvalue problem is
\[ \begin{cases} L\left( \mathbf{x}, \texttt{D} \right) \mathbf{u} &= 0 , \qquad & \mbox{in } \Omega , \\ \sigma (\mathbf{u}) \mathbf{n} &= \sigma\,\mathbf{u} , \qquad & \mbox{on } \partial\Omega , \end{cases} \]
where σ(u) is the Cauchy stress tensor and n is the outward normal vector. This problem generates eigenmodes where traction is proportional dicplacement on the boundary---important in vibration analysis, structural acoustics, and inverse problems. In the context of a thin elastic plate, the solution u(x,y) represents the vertical deflection of the plate. The boundary ∂Ω has a normal vector n and a tangent vector s.

For scalar operator L, typical boundary conditions are as follows:

Fluid Dynamics (Incompressible Stokes Flow). When analyzing slow, viscous fluid flows in 2D, the Navier–Stokes equations simplify. By introducing a stream function ψ(x,y), the system collapses into a single biharmonic equation (Δ² ψ = 0).

For elasticity:

   
Example 4: Let the domain be a circular disk or annulus. It is natural to consider polar coordinated and set u = (uᵣ, uθ) to be displacement in this domain.

The traction vector on the boundary r = R is

\[ T(\mathbf{u}) \sigma (\mathbf{u}) \,\hat{\bf n} , \]
where n = eᵣ is the outward normal unit. The stress tensor in polar coordinates has components
\[ \sigma_{rr} , \quad \sigma_{r\theta} , \quad \sigma_{\theta\theta} . \]
The traction operator is
\[ B_1 u = \sigma_{rr} (\mathbf{u}) , \qquad B_2 \mathbf{u} = \sigma_{r\theta} . \]
They define the first order boundary operators because
\[ \sigma_{rr} = \left( \lambda + 2 \mu \right) \frac{\partial u_r}{\partial r} + \lambda \left( \frac{1}{r}\,\frac{\partial u_{\theta}}{\partial \theta} + \frac{u_r}{r} \right) . \]
\[ \sigma_{r\theta} = \mu \left( \frac{\partial u_{\theta}}{\partial r} -\frac{u_{\theta}}{r} + \frac{1}{r}\,\frac{\partial u_r}{\partial\theta} \right) . \]
   ■
End of Example 4

   
Example 5: Let us consider the biharmonic operator in cylindrical coordinates (r, θ, z):
\begin{align*} \Delta^2 &=\frac{\partial^4 u}{\partial r^4} + \frac{2}{r}\, \frac{\partial^3 u}{\partial r^3} + \left( \frac{1}{r^2} - \frac{1}{r^3} \right) \frac{\partial^2 u}{\partial r^2} - \frac{1}{r^3}\, \frac{\partial u}{\partial r} \\ &\quad + \frac{2}{r^2}\, \frac{\partial^4 u}{\partial r^2 \partial \theta^2} + \frac{1}{r^4} \, \frac{\partial^4 u}{\partial \theta^4} + \frac{1}{r^2}\, \frac{\partial^4 u}{\partial r^2 \partial z^2} + \frac{1}{r^2}\, \frac{\partial^4 u}{\partial \theta^2 \partial z^2} \end{align*}
Upon introducing the cylindrical frequency variables
\[ \Xi = \left( \xi_r , \frac{\xi_{\theta}}{r} , \xi_z \right) , \]
the principal symbol of the biharmonic operator becomes
\[ \sigma_4 \left( \Delta^2 \right) (\Xi ) = \left( \xi_r^2 + \frac{\xi^2_{\theta}}{r^2} + \xi_z^2 \right)^2 . \]
This is strictly positive expression for any nonzero frequency, so the biharmonic operator is elliptic in cylindrical coordinates.

We consider a thin plate occupying a circular domain whose boundary is given by the cylindrical surface r = R. The plate is modeled according to Kirchhoff–Love plate theory, in which the deformation of the three-dimensional plate is described in terms of the displacement of its two-dimensional mid-surface. In particular, the transverse displacement is represented by a scalar function w(r,θ) defined on the circular domain. The governing equation for w is a fourth-order biharmonic equation, with boundary conditions prescribed at r = R.

For an isotropic plate of flexural rigidity

\[ D = \frac{E h^3}{12 \left( 1- \nu^2 \right)} , \]
the biharmonic equation is
\[ D\,\nabla^4 w = q , \]
where, in polar coordinates,
\[ \nabla^2 w = q , \]
\[ \nabla^2 w = \frac{\partial^2 w}{\partial r^2} + \frac{1}{r}\,\frac{\partial w}{\partial r} + \frac{1}{r^}\,\frac{\partial^2 w}{\partial \theta^2} . \]
At the circular boundary r = R, the relevant bending and twisting moments are
\[ M_r = - D \left[ w_{rr} + \nu \left( \frac{1}{r}\,w_r + \frac{1}{r^2}\, w_{\theta\theta} \right) \right] \]
and
\[ M_{r\theta} = -D \left( 1 - \nu \right) \left( \frac{1}{r}\,\frac{\partial^2 w}{\partial r \partial\theta} - \frac{1}{r^2}\,\frac{\partial w}{\partial\theta} \right) . \]
These are the normal bending moment and twisting moment associated with the boundary r = R. These formulas are standard in Kirchhoff plate theory.

The shear forces in terms of deflection are

\begin{align*} V_r &= D\,\frac{\partial}{\partial r} \left[ \frac{\partial^2 w}{\partial r^2} + \left( \frac{1}{r}\,\frac{\partial w}{\partial r} + \frac{1}{r^2}\,\frac{\partial^2 w}{\partial\theta^2} \right) \right] , \\ V_{\theta} &= D\,\frac{1}{r}\,\frac{\partial}{\partial \theta} \left[ \frac{\partial^2 w}{\partial r^2} + \left( \frac{1}{r}\,\frac{\partial w}{\partial r} + \frac{1}{r^2}\,\frac{\partial^2 w}{\partial\theta^2} \right) \right] . \end{align*}
These are third order boundary operators for a fourth-order PDE.

There is another mathematically elegant possibility of boundary conditions

\[ w = 0, \qquad\quad \Delta w = 0 \qquad\mbox{on } f=R. \]
These are sometimes called Navier boundary conditions for the biharmonic problem.

Boundary type Conditions at r = R    Interpretation
Clamped w = 0,
wr = 0
Fixed plate edge
Simply supported w = 0,
Mr = 0
Classical plate
Navier w = 0,
Δw = 0
Natural mathematical biharmonic problem
Free Mr = 0,
Vr = 0
Free plate edge

References:

  • Gazzola, F., Grunau, H.-C., Sweers, G., Polyharmonic Boundary Value Problems, Springer, 2010, doi: 10.1007/978-3-642-12245-3

    discusses different boundary-value problems for the biharmonic and more general polyharmonic operators.

  • Timoshenko, S., Woinowsky-Krieger, S. Theory of Plates and Shells, McGraw-Hill College, 1959. 2nd ed.,

    which treats the classical plate boundary conditions and circular plates.

  • Plates from 3D elasticity,

    for a more modern treatmen.

   ■
End of Example 5
   
Example 6: Let the domain be a ball, its boundary in spherical coordinates is r = R. The displacement vector is u = (uᵣ, uϕ, uθ).

The traction operator is

\[ T(\mathbf{u}) = \sigma (\mathbf{u})\,\hat{\bf n} = \sigma (\mathbf{u})\,e_r . \]
Stress components in spherical coordinates include:
\[ \sigma_{rr}, \quad \sigma_{r\phi}, \quad \sigma_{r\theta} , \]
where
\begin{align*} \sigma_{rr} &= 2\mu\,\varepsilon_{rr} + \lambda \left( \varepsilon_{rr} + \varepsilon_{\phi\phi} + \varepsilon_{\theta\theta} \right) \\ &= \left( \lambda + 2\mu \right) \frac{\partial u_r}{\partial r} + \lambda \left( \frac{1}{r} \,\frac{\partial u_{\phi}}{\partial\phi} + \frac{u_r}{r}\right) + \lambda \left( \frac{1}{r\,\sin\phi}\,\frac{\partial u_{\theta}}{\partial\theta} + \frac{u_r}{r} + \frac{\cos\phi}{r} \,u_{\phi}\right) , \\ \sigma_{r\phi} &= 2\mu\,\varepsilon_{r\phi} = \mu \left( \frac{\partial u_{\phi}}{\partial r} - \frac{u_{\phi}}{r} + \frac{1}{r}\, \frac{\partial u_r}{\partial\phi} \right) , \\ \sigma_{r\theta} &= 2\mu\,\varepsilon_{r\thetai} = \mu \left( \frac{\partial u_{\theta}}{\partial r} - \frac{u_{\theta}}{r} + \frac{1}{r\,\sin\phi}\,\frac{\partial u_r}{\partial\theta} \right) . \end{align*}
These three components define the traction vector on the spherical boundary r = R:
\[ T(\mathbf{u}) = \begin{pmatrix} \sigma_{rr} \\ \sigma_{r\phi} \\ \sigma_{r\theta} . \end{pmatrix} . \]
Using principal frequencies
\[ \Xi = \left( \xi_r , \frac{\xi_{\phi}}{r} , \frac{\xi_{\theta}}{r\,\sin\phi} \right) , \]
we write the principal symbol of traction as the 3 × 3 matrix:
\[ \sigma (B) \left( \Xi \right) = \begin{bmatrix} \left( \lambda + 2\mu \right) \Xi_r &\lambda\,\Xi_{\phi} & \lambda \,\Xi_{\theta} \\ \mu\,\Xi_{\phi} & \mu\,\Xi_r &0 \\ \mu\,\Xi_{\theta} &0& \mu\,\Xi_r \end{bmatrix} \]
   ■
End of Example 6

 

  1. Krainer, T., (2005) Elliptic boundary problems on manifolds with polycylindrical ends, arXiv:math/0508516 [math.AP]
  2. Krupchyk, K. & Tuomela, J., (2006) The Shapiro–Lopatinskij Condition for Elliptic Boundary Value Problems, London Mathematical Society
  3. Lopatinskii, Ya.B., (1953) On a method of reducing boundary problems for a system of differential equations of elliptic type to regular integral equations Journal: Ukraine. Mat. Zh., 5 (1953), 123–151.
  4. Shapiro, Z.Ya,, (1953) On general boundary problems for equations of elliptic type, Journal: Izvestiya Akad. Nauk SSSR. Ser. Mat., 17 (1953), 539–562.

 

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