Perfect Harmony

Calculus Level 5

Let F \mathcal{F} be the collection of all infinitely differentiable functions ψ \psi defined on the region V = { ( x , y , z ) 1 x 2 + y 2 + z 2 4 } V \; = \; \big\{ (x,y,z) \; \big| \; 1 \le x^2 + y^2 + z^2 \le 4 \big\} such that ψ ( x , y , z ) = 3 \psi(x,y,z) = 3 whenever x 2 + y 2 + z 2 = 1 x^2 + y^2 + z^2 = 1 , and such that ψ ( x , y , z ) = 2 \psi(x,y,z) = 2 whenever x 2 + y 2 + z 2 = 4 x^2 + y^2 + z^2 = 4 . For any function ψ F \psi \in \mathcal{F} , consider the volume integral I ( ψ ) = V { ( ψ x ) 2 + ( ψ y ) 2 + ( ψ z ) 2 } d x d y d z I(\psi) \; = \; \iiint_V \left\{\left(\tfrac{\partial \psi}{\partial x}\right)^2 + \left(\tfrac{\partial \psi}{\partial y}\right)^2 + \left(\tfrac{\partial \psi}{\partial z}\right)^2\right\}\,dx\,dy\,dz As ψ \psi ranges over F \mathcal{F} , the smallest possible value of I ( ψ ) I(\psi) is equal to A π A\pi , where A A is a positive integer. What is the value of A A ?


The answer is 8.

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3 solutions

Mark Hennings
Nov 21, 2018

Suppose that ϕ \phi , ψ \psi are elements of F \mathcal{F} . Suppose moreover that 2 ϕ = 0 \nabla^2\phi = 0 . By Green's Theorem 0 = V ( ϕ ψ ) ϕ d S = V ( ( ϕ ψ ) ϕ ) d τ = V ( ( ϕ ψ ) 2 ϕ + ( ϕ ψ ) ϕ ) d τ = V ( ϕ 2 ϕ ψ ) d τ \begin{aligned} 0 & = \; \oint_{\partial V}(\phi-\psi)\nabla \phi \cdot d\mathbf{S} \; = \; \int_V \nabla \cdot\big((\phi-\psi)\nabla \phi\big)\,d\tau \; = \; \int_V\left((\phi-\psi)\nabla^2\phi + \nabla(\phi-\psi) \cdot \nabla \phi\right)d\tau \\ & = \; \int_V \left(\big|\nabla \phi\big|^2 - \nabla \phi \cdot \nabla \psi\right)\,d\tau \end{aligned} Here the surface integral V \int_{\partial V} is the sum of the surface integral over the sphere centred at the origin with radius 2 2 (with outward-pointing normal) and the surface integral over the sphere centred at the origin with radius 1 1 (and inward pointing normal). This means that V ϕ ψ = V ϕ 2 d τ \int_V \nabla \phi \cdot \nabla \psi \; = \; \int_V \big|\nabla \phi\big|^2\,d\tau and hence V ϕ ψ 2 d τ = V ( ϕ 2 + ψ 2 2 ϕ ψ ) d τ = V ψ 2 d τ V ϕ 2 d τ \int_V\big|\nabla \phi - \nabla \psi\big|^2\,d\tau \; = \; \int_V\left(\big|\nabla \phi\big|^2 + \big|\nabla \psi\big|^2 - 2\nabla \phi \cdot \nabla \psi\right)\,d\tau \; = \; \int_V \big|\nabla \psi\big|^2\,d\tau - \int_V \big|\nabla \phi\big|^2\,d\tau so that I ( ψ ) = V ψ 2 d τ V ϕ 2 d τ = I ( ϕ ) I(\psi) \; = \; \int_V \big|\nabla \psi\big|^2\,d\tau \; \ge \; \int_V \big|\nabla \phi\big|^2\,d\tau \; = \; I(\phi) Thus the smallest value of I ( ψ ) I(\psi) over all ψ F \psi \in \mathcal{F} is obtained by choosing ψ \psi to be harmonic. We can also use this argument to show that F \mathcal{F} contains at most one harmonic function.Thus we need to find the harmonic function ϕ \phi for 1 r 2 1 \le r \le 2 such that ϕ = 3 \phi = 3 when r = 1 r=1 and ϕ = 2 \phi = 2 when r = 2 r=2 . In other words, we want ϕ = 1 + 2 r \phi \; = \; 1 + \frac{2}{r} so that ϕ = 2 r 3 r \nabla \phi = -2r^{-3}\mathbf{r} , and hence I ( ϕ ) = V ϕ 2 d τ = 4 π 1 2 4 r 4 r 2 d r = 8 π I(\phi) \; = \; \int_V \big|\nabla \phi\big|^2\,d\tau \; = \; 4\pi\int_1^2 4r^{-4} \,r^2\,dr \; = \; 8\pi making the answer 8 \boxed{8} .

Can we directly use divergence theorem. I got a wrong answer.

Srikanth Tupurani - 2 years, 6 months ago

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I have used the divergence theorem to show that I I is minimized at harmonic functions. I am not sure that a more direct use would be possible...

Mark Hennings - 2 years, 6 months ago

Ok I got it. I made a mistake.

Srikanth Tupurani - 2 years, 6 months ago

This is a nice problem. Do you have some collection of problems which deal with maximal principles in differential equations and analytic functions. These are such beautiful topics. Some huge volumes of books are written on maximal principles in differential equations.

Srikanth Tupurani - 2 years, 6 months ago

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An Introductiom to Lagrangian and Hamiltonian Mechanics is a pretty good book to learn calculus of variations and contains a proof that harmonic functions extremises the mean-square gradient average.

Julian Poon - 2 years, 6 months ago

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Ummm...........The link is not working.........

Aaghaz Mahajan - 2 years, 6 months ago

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@Aaghaz Mahajan Ah perhaps the free copy I linked to has been removed. You can still probably search up the book title.

Julian Poon - 2 years, 6 months ago

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@Ravneet Singh Thanks Sir......!!

Aaghaz Mahajan - 2 years, 4 months ago

This is nice book on partial differential equations by Jurgen jost. There are some books which talk only about maximal principles in differential equations.

Srikanth Tupurani - 2 years, 6 months ago
Otto Bretscher
Nov 21, 2018

By symmetry, I assume that ψ \psi depends on r r alone, so that the integral becomes V ( ψ ( r ) ) 2 d V \int_V (\psi'(r))^2dV = 4 π 1 2 ( ψ ( r ) ) 2 r 2 d r =4\pi\int_{1}^{2}(\psi'(r))^2r^2dr . Calculus of variations gives ψ ( r ) r + 2 ψ ( r ) = 0 \psi''(r)r+2\psi'(r)=0 for the minimal integral so ψ ( r ) = 1 + 2 r \psi(r)=1+\frac{2}{r} for the given boundary conditions. The integral now comes out to be 8 π \boxed{8}\pi .

@Otto Bretscher, I am not science student. But i know calculus of variations and Euler-Lagrange equation. d F d ψ d d r ( d F d ψ ) = 0 \frac{dF}{d\psi}-\frac{d}{dr}\left(\frac{dF}{d\psi'}\right)=0 is the Euler-Lagrange equation assumming that F ( r , ψ , ψ ) F\left(r,\overline{\psi},\overline{\psi'}\right) . But your differential equation looks different It is ψ ( r ) r + 2 ψ ( r ) = 0 \psi''(r)r + 2\psi'(r)=0 . Would you explain how did you derive that?

Winod DHAMNEKAR - 1 year, 7 months ago

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It's the Euler-Lagrange equation with F ( r , ψ , ψ ) = ( ψ ( r ) ) 2 r 2 F(r,\psi,\psi') = (\psi'(r))^2r^2 .

Ricardo Moritz Cavalcanti - 4 months, 3 weeks ago
Abhishek Sinha
Nov 24, 2018

A little knowledge of physics gives the solution in just one line. Think of ψ \psi as the electrostatic potential. Then I ( ψ ) I(\psi) is simply the energy of the associated electrostatic field enclosed between the spherical shells at r = 1 r=1 and r = 2 r=2 . It is well-known that Coulomb's potential minimizes this energy , when the shells are held at fixed potentials. Hence, the optimal ψ \psi in the spherical coordinates is of the form ψ ( r ) = A r + b . \psi^*(r)= \frac{A}{r}+b. Supplying the boundary conditions ψ ( 1 ) = 3 , ψ ( 2 ) = 2 \psi^*(1)=3, \psi^*(2)=2 , the optimal ψ \psi turns out to be ψ ( r ) = 2 r + 1. \psi^*(r)= \frac{2}{r}+1. Hence, I ( ψ ) = 1 2 ( d ψ ( r ) d r ) 2 4 π r 2 d r = 1 2 ( 2 r 2 ) 2 4 π r 2 d r = 8 π . I(\psi^*)= \int_{1}^{2} \bigg(-\frac{d\psi^*(r)}{dr}\bigg)^2 4\pi r^2 dr=\int_{1}^{2} \big(\frac{2}{r^2}\big)^2 4\pi r^2 dr= 8\pi.

True, but physics is based on mathematical principles, and the fact that the Coulomb potential minimizes the energy of the associated electrostatic field between two equipotential shells follows from the fact that the Coulomb potential is a harmonic function (and my solution proves why this works).

Mark Hennings - 2 years, 6 months ago

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The solution that you provided is well-known and is available in many college-level texts. My solution shows that you can solve this problem even with high-school knowledge in Mathematics and Physics. It is about recognizing how to relate two apparently disparate things, which itself is a very useful exercise.

Abhishek Sinha - 2 years, 6 months ago

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