f ( x , y ) satisfies the partial differential equation ∂ x 2 ∂ 2 f + ∂ y 2 ∂ 2 f = 1 . Evaluate ∬ D ( x ∂ x ∂ f + y ∂ y ∂ f ) d x d y , where D = { ( x , y ) ∈ R 2 ∣ x 2 + y 2 ≤ 1 } .
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Note: My assumed form for the solution is somewhat lacking in generality, as @Mark Hennings has pointed out in his solution
Taking double derivatives and ending up with constants means that we're talking about quadratics. The general form should be:
f = A x 2 + B x + C y 2 + D y + E 2 A + 2 C = 1
Evaluating the integrand:
x ∂ x ∂ f + y ∂ y ∂ f = x ( 2 A x + B ) + y ( 2 C y + D ) = 2 A x 2 + 2 C y 2 + B x + D y = 2 A r 2 c o s 2 θ + 2 C r 2 s i n 2 θ + B r c o s θ + D r s i n θ
Integrating sine or cosine over the unit disk results in zero overall, so the lower order terms drop out, and we're effectively left with:
x ∂ x ∂ f + y ∂ y ∂ f = 2 A r 2 c o s 2 θ + 2 C r 2 s i n 2 θ
The integral becomes:
∫ 0 2 π ∫ 0 1 ( 2 A r 2 c o s 2 θ + 2 C r 2 s i n 2 θ ) r d r d θ = ∫ 0 2 π ∫ 0 1 ( 2 A r 3 c o s 2 θ + 2 C r 3 s i n 2 θ ) d r d θ
Substituting in for C in terms of A yields:
∫ 0 2 π ∫ 0 1 ( 2 A r 3 c o s 2 θ + ( 1 − 2 A ) r 3 s i n 2 θ ) d r d θ
The integrals of sine squared and cosine squared over the unit disk are both equal, so these components now cancel, and we're left with:
∫ 0 2 π ∫ 0 1 r 3 s i n 2 θ d r d θ = 4 π
It is not true that we are forced to consider only quadratics. We are looking at 2 1 x 2 plus a general solution of Laplace's equation (that is nonsingular at the origin). Thus we are looking at a combination (possibly infinite) of the functions r k cos k θ , r k sin k θ k ∈ N together with the constant function 1 . You are restricting attention to k = 1 , 2 only! You have to use Stokes' Theorem to prove this result completely. See my proof.
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Interesting. Yes, ensuring sufficient generality in the form of the equation can be tricky.
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Stokes' Theorem in the plane tells us that, for smooth functions A , B ∬ D ( ∂ x A + ∂ y B ) d x d y = ∮ C ( A d y − B d x ) where C is the positively oriented unit circle. Thus ∬ D ( ∂ x ( r 2 ∂ x f ) + ∂ y ( r 2 ∂ y f ) ] d x d y = ∮ C r 2 ( ∂ x f d y − ∂ y f d x ) = ∮ C ( ∂ x f d y − ∂ y f d x ) = ∬ D ( ∂ x ( ∂ x f ) + ∂ y ( ∂ y f ) ) d x d y = ∬ D ∇ 2 f d x d y = ∬ D d x d y so that ∬ D ( r 2 ∇ 2 f + 2 ( x ∂ x f + y ∂ y f ) ) d x d y = ∬ D d x d y and hence ∬ D ( x ∂ x f + y ∂ y f ) d x d y = 2 1 ∬ D ( 1 − r 2 ) d x d y = π ∫ 0 1 ( 1 − r 2 ) r d r = 4 1 π