Green's Identities (Measure Theoretic) (Theorem # 30)
Theorem
Let $U \subseteq \mathbb{R}^n$ be a bounded [open set](/page/Open%20Set) with $C^1$ [boundary](/page/Boundary) $\partial U$, and let $u, v \in C^2(\overline{U})$. Then:
(i) First Green identity:
\begin{align*}
\int_U \Delta u(x) \, d\mathcal{L}^n(x) = \int_{\partial U} \frac{\partial u}{\partial \nu}(x) \, d\mathcal{H}^{n-1}(x).
\end{align*}
(ii) Second Green identity:
\begin{align*}
\int_U \nabla v(x) \cdot \nabla u(x) \, d\mathcal{L}^n(x) = -\int_U u(x) \Delta v(x) \, d\mathcal{L}^n(x) + \int_{\partial U} \frac{\partial v}{\partial \nu}(x) \, u(x) \, d\mathcal{H}^{n-1}(x).
\end{align*}
(iii) Third Green identity:
\begin{align*}
\int_U \left( u(x) \Delta v(x) - v(x) \Delta u(x) \right) \, d\mathcal{L}^n(x) = \int_{\partial U} \left( u(x) \frac{\partial v}{\partial \nu}(x) - v(x) \frac{\partial u}{\partial \nu}(x) \right) \, d\mathcal{H}^{n-1}(x).
\end{align*}
Here:
- $\mathcal{L}^n$ is the Lebesgue measure on $\mathbb{R}^n$,
- $\mathcal{H}^{n-1}$ is the $(n-1)$-dimensional [Hausdorff measure](/page/Hausdorff%20Measure) on $\partial U$,
- and $\nu(x)$ is the outward-pointing unit normal at $x \in \partial U$.
Analysis
Measure Theory
Partial Differential Equations
Discussion
Green's identities generalize [integration-by-parts formula](/theorems/29) to second-order [derivatives](/page/Derivative) and directly connect the behavior of a function and its Laplacian inside a domain to boundary data. These identities express both analytic and geometric structure and are central to classical potential theory and modern PDE analysis.
## In PDEs
- Identity (i) is a precursor to divergence theorems and is foundational in proving the weak formulations of PDEs involving the Laplacian.
- Identity (ii) provides the energy representation in variational methods, where $\int |\nabla u|^2$ often represents stored energy or dissipation.
- Identity (iii) plays a central role in uniqueness proofs, the derivation of Green's [functions](/page/Function), and [boundary](/page/Boundary) [integral](/page/Integral) methods.
The measure-theoretic version using $\mathcal{L}^n$ and $\mathcal{H}^{n-1}$ ensures these identities are compatible with the frameworks of [distributions](/page/Distribution) and [Sobolev spaces](/page/Sobolev%20Space).
Proof
[proofplan]
All three identities follow from the [integration-by-parts formula](/theorems/29) applied componentwise. Identity (i) applies integration by parts to each second partial derivative of $u$ with test function $v \equiv 1$, then sums over coordinates to recover the [Laplacian](/page/Laplace%27s%20Equation) and normal derivative. Identity (ii) applies the same formula to each product $u \cdot \partial_{x_i} v$, then sums to obtain the gradient inner product, the Laplacian term, and a boundary integral. Identity (iii) subtracts two instances of (ii) with the roles of $u$ and $v$ interchanged, cancelling the gradient terms and leaving only Laplacian and boundary data.
[/proofplan]
[step:Apply integration by parts componentwise and sum to obtain the first Green identity]
For each $i \in \{1, \dots, n\}$, apply the [integration-by-parts formula](/theorems/29) to the function $\partial_{x_i} u \in C^1(\overline{U})$ with test function $w \equiv 1$. Since $U$ is bounded with $C^1$ boundary and $u \in C^2(\overline{U})$, the hypotheses of the integration-by-parts formula are satisfied. This gives
\begin{align*}
\int_U \frac{\partial^2 u}{\partial x_i^2}(x) \, d\mathcal{L}^n(x) = \int_{\partial U} \frac{\partial u}{\partial x_i}(x) \, \nu_i(x) \, d\mathcal{H}^{n-1}(x),
\end{align*}
where $\nu_i(x)$ denotes the $i$-th component of the outward unit normal $\nu(x)$ at $x \in \partial U$. Summing over $i = 1, \dots, n$ and using the definitions $\Delta u = \sum_{i=1}^n \partial_{x_i}^2 u$ and $\frac{\partial u}{\partial \nu} = \nabla u \cdot \nu = \sum_{i=1}^n \partial_{x_i} u \cdot \nu_i$:
\begin{align*}
\int_U \Delta u(x) \, d\mathcal{L}^n(x) &= \sum_{i=1}^n \int_{\partial U} \frac{\partial u}{\partial x_i}(x) \, \nu_i(x) \, d\mathcal{H}^{n-1}(x) \\
&= \int_{\partial U} \frac{\partial u}{\partial \nu}(x) \, d\mathcal{H}^{n-1}(x).
\end{align*}
This is identity (i). $\square$
[guided]
The first Green identity says that integrating the Laplacian of $u$ over $U$ equals the flux of $\nabla u$ through the boundary. How do we prove this from integration by parts? The Laplacian $\Delta u = \sum_{i=1}^n \partial_{x_i}^2 u$ is a sum of second-order partial derivatives, so the strategy is to handle each coordinate direction separately and then sum.
For each $i \in \{1, \dots, n\}$, we apply the [integration-by-parts formula](/theorems/29) to the function $\partial_{x_i} u \in C^1(\overline{U})$ paired with the constant test function $w \equiv 1$. We must verify the hypotheses: the formula requires $U \subset \mathbb{R}^n$ to be a bounded open set with $C^1$ boundary and the functions to lie in $C^1(\overline{U})$. Since $u \in C^2(\overline{U})$, each partial derivative $\partial_{x_i} u$ is in $C^1(\overline{U})$, and $w \equiv 1 \in C^1(\overline{U})$. The formula yields
\begin{align*}
\int_U \frac{\partial^2 u}{\partial x_i^2}(x) \, d\mathcal{L}^n(x) = \int_{\partial U} \frac{\partial u}{\partial x_i}(x) \, \nu_i(x) \, d\mathcal{H}^{n-1}(x),
\end{align*}
where $\nu_i(x)$ denotes the $i$-th component of the outward unit normal $\nu(x)$ at $x \in \partial U$.
Now sum over $i = 1, \dots, n$. On the left-hand side, the sum of $\partial_{x_i}^2 u$ over all $i$ is exactly $\Delta u$ by definition. On the right-hand side, the sum $\sum_{i=1}^n \partial_{x_i} u(x) \, \nu_i(x) = \nabla u(x) \cdot \nu(x) = \frac{\partial u}{\partial \nu}(x)$ is the outward normal derivative. Therefore
\begin{align*}
\int_U \Delta u(x) \, d\mathcal{L}^n(x) &= \sum_{i=1}^n \int_{\partial U} \frac{\partial u}{\partial x_i}(x) \, \nu_i(x) \, d\mathcal{H}^{n-1}(x) \\
&= \int_{\partial U} \frac{\partial u}{\partial \nu}(x) \, d\mathcal{H}^{n-1}(x).
\end{align*}
This completes the proof of identity (i). $\square$
[/guided]
[/step]
[step:Apply integration by parts to each product $u \cdot \partial_{x_i} v$ and sum to obtain the second Green identity]
For each $i \in \{1, \dots, n\}$, apply the [integration-by-parts formula](/theorems/29) to the pair $(u, \partial_{x_i} v)$, where $u \in C^2(\overline{U}) \subset C^1(\overline{U})$ and $\partial_{x_i} v \in C^1(\overline{U})$ (since $v \in C^2(\overline{U})$). The formula gives
\begin{align*}
\int_U \frac{\partial u}{\partial x_i}(x) \, \frac{\partial v}{\partial x_i}(x) \, d\mathcal{L}^n(x) = -\int_U u(x) \, \frac{\partial^2 v}{\partial x_i^2}(x) \, d\mathcal{L}^n(x) + \int_{\partial U} u(x) \, \frac{\partial v}{\partial x_i}(x) \, \nu_i(x) \, d\mathcal{H}^{n-1}(x).
\end{align*}
Sum over $i = 1, \dots, n$. On the left-hand side, $\sum_{i=1}^n \partial_{x_i} u \cdot \partial_{x_i} v = \nabla u \cdot \nabla v$. On the right-hand side, $\sum_{i=1}^n \partial_{x_i}^2 v = \Delta v$ and $\sum_{i=1}^n \partial_{x_i} v \cdot \nu_i = \frac{\partial v}{\partial \nu}$. This yields
\begin{align*}
\int_U \nabla u(x) \cdot \nabla v(x) \, d\mathcal{L}^n(x) = -\int_U u(x) \, \Delta v(x) \, d\mathcal{L}^n(x) + \int_{\partial U} u(x) \, \frac{\partial v}{\partial \nu}(x) \, d\mathcal{H}^{n-1}(x).
\end{align*}
Since the Euclidean dot product is commutative, $\nabla u \cdot \nabla v = \nabla v \cdot \nabla u$, giving identity (ii). $\square$
[guided]
Identity (ii) relates the $L^2$ inner product of the gradients to a bulk Laplacian term and a boundary term. The idea is the same as for (i) --- apply integration by parts componentwise --- but now we pair $u$ with each partial derivative $\partial_{x_i} v$ rather than using a constant test function.
For each $i \in \{1, \dots, n\}$, we apply the [integration-by-parts formula](/theorems/29) to $u$ and $\partial_{x_i} v$. We verify the hypotheses: $u \in C^2(\overline{U}) \subset C^1(\overline{U})$ and $\partial_{x_i} v \in C^1(\overline{U})$ because $v \in C^2(\overline{U})$. The domain $U$ is bounded with $C^1$ boundary by hypothesis. Integration by parts gives
\begin{align*}
\int_U \frac{\partial u}{\partial x_i}(x) \, \frac{\partial v}{\partial x_i}(x) \, d\mathcal{L}^n(x) = -\int_U u(x) \, \frac{\partial^2 v}{\partial x_i^2}(x) \, d\mathcal{L}^n(x) + \int_{\partial U} u(x) \, \frac{\partial v}{\partial x_i}(x) \, \nu_i(x) \, d\mathcal{H}^{n-1}(x).
\end{align*}
Why does the negative sign appear on the bulk term? This is the signature of integration by parts: differentiating $u$ in the $x_i$-direction "transfers" a derivative onto $\partial_{x_i} v$, producing a second derivative $\partial_{x_i}^2 v$, at the cost of a sign flip and a boundary correction.
Now sum over $i = 1, \dots, n$. The left-hand side becomes
\begin{align*}
\sum_{i=1}^n \int_U \frac{\partial u}{\partial x_i}(x) \, \frac{\partial v}{\partial x_i}(x) \, d\mathcal{L}^n(x) = \int_U \nabla u(x) \cdot \nabla v(x) \, d\mathcal{L}^n(x),
\end{align*}
since $\nabla u \cdot \nabla v = \sum_{i=1}^n \partial_{x_i} u \cdot \partial_{x_i} v$ by definition of the Euclidean inner product. On the right-hand side, the bulk term collects the Laplacian $\sum_{i=1}^n \partial_{x_i}^2 v = \Delta v$, and the boundary term collects the normal derivative $\sum_{i=1}^n \partial_{x_i} v \cdot \nu_i = \nabla v \cdot \nu = \frac{\partial v}{\partial \nu}$. We obtain
\begin{align*}
\int_U \nabla u(x) \cdot \nabla v(x) \, d\mathcal{L}^n(x) = -\int_U u(x) \, \Delta v(x) \, d\mathcal{L}^n(x) + \int_{\partial U} u(x) \, \frac{\partial v}{\partial \nu}(x) \, d\mathcal{H}^{n-1}(x).
\end{align*}
Since the Euclidean dot product is commutative, $\nabla u \cdot \nabla v = \nabla v \cdot \nabla u$, and the left-hand side may equivalently be written $\int_U \nabla v \cdot \nabla u \, d\mathcal{L}^n$. This is identity (ii). $\square$
[/guided]
[/step]
[step:Subtract two instances of identity (ii) with $u$ and $v$ interchanged to obtain the third Green identity]
Write identity (ii) as established above:
\begin{align*}
\int_U \nabla v(x) \cdot \nabla u(x) \, d\mathcal{L}^n(x) = -\int_U u(x) \, \Delta v(x) \, d\mathcal{L}^n(x) + \int_{\partial U} u(x) \, \frac{\partial v}{\partial \nu}(x) \, d\mathcal{H}^{n-1}(x). \tag{A}
\end{align*}
Apply identity (ii) again with the roles of $u$ and $v$ interchanged (both $u, v \in C^2(\overline{U})$, so the hypotheses remain satisfied):
\begin{align*}
\int_U \nabla u(x) \cdot \nabla v(x) \, d\mathcal{L}^n(x) = -\int_U v(x) \, \Delta u(x) \, d\mathcal{L}^n(x) + \int_{\partial U} v(x) \, \frac{\partial u}{\partial \nu}(x) \, d\mathcal{H}^{n-1}(x). \tag{B}
\end{align*}
Since $\nabla v \cdot \nabla u = \nabla u \cdot \nabla v$, the left-hand sides of (A) and (B) are equal. Subtracting (B) from (A) cancels the gradient terms and yields
\begin{align*}
0 &= -\int_U u(x) \, \Delta v(x) \, d\mathcal{L}^n(x) + \int_{\partial U} u(x) \, \frac{\partial v}{\partial \nu}(x) \, d\mathcal{H}^{n-1}(x) \\
&\quad + \int_U v(x) \, \Delta u(x) \, d\mathcal{L}^n(x) - \int_{\partial U} v(x) \, \frac{\partial u}{\partial \nu}(x) \, d\mathcal{H}^{n-1}(x).
\end{align*}
Rearranging:
\begin{align*}
\int_U \bigl( u(x) \, \Delta v(x) - v(x) \, \Delta u(x) \bigr) \, d\mathcal{L}^n(x) = \int_{\partial U} \left( u(x) \, \frac{\partial v}{\partial \nu}(x) - v(x) \, \frac{\partial u}{\partial \nu}(x) \right) d\mathcal{H}^{n-1}(x).
\end{align*}
This is identity (iii), completing the proof of all three Green identities. $\blacksquare$
[guided]
Identity (iii) is the most powerful of the three: it relates the asymmetry between $u \Delta v$ and $v \Delta u$ inside the domain to boundary data. The proof is a pure algebraic consequence of identity (ii).
Write identity (ii) in the form already established:
\begin{align*}
\int_U \nabla v(x) \cdot \nabla u(x) \, d\mathcal{L}^n(x) = -\int_U u(x) \, \Delta v(x) \, d\mathcal{L}^n(x) + \int_{\partial U} u(x) \, \frac{\partial v}{\partial \nu}(x) \, d\mathcal{H}^{n-1}(x). \tag{A}
\end{align*}
Now apply identity (ii) again, but with the roles of $u$ and $v$ swapped. Both functions lie in $C^2(\overline{U})$, so all hypotheses remain valid. This gives
\begin{align*}
\int_U \nabla u(x) \cdot \nabla v(x) \, d\mathcal{L}^n(x) = -\int_U v(x) \, \Delta u(x) \, d\mathcal{L}^n(x) + \int_{\partial U} v(x) \, \frac{\partial u}{\partial \nu}(x) \, d\mathcal{H}^{n-1}(x). \tag{B}
\end{align*}
The key observation is that the left-hand sides of (A) and (B) are identical: $\nabla v \cdot \nabla u = \nabla u \cdot \nabla v$ by commutativity of the Euclidean inner product. Therefore the right-hand sides must also be equal. Setting them equal and rearranging:
\begin{align*}
-\int_U u(x) \, \Delta v(x) \, d\mathcal{L}^n(x) + \int_{\partial U} u(x) \, \frac{\partial v}{\partial \nu}(x) \, d\mathcal{H}^{n-1}(x) &= -\int_U v(x) \, \Delta u(x) \, d\mathcal{L}^n(x) \\
&\quad + \int_{\partial U} v(x) \, \frac{\partial u}{\partial \nu}(x) \, d\mathcal{H}^{n-1}(x).
\end{align*}
Moving the Laplacian terms to one side and the boundary terms to the other:
\begin{align*}
\int_U \bigl( u(x) \, \Delta v(x) - v(x) \, \Delta u(x) \bigr) \, d\mathcal{L}^n(x) = \int_{\partial U} \left( u(x) \, \frac{\partial v}{\partial \nu}(x) - v(x) \, \frac{\partial u}{\partial \nu}(x) \right) d\mathcal{H}^{n-1}(x).
\end{align*}
This is identity (iii). Note that (iii) encodes a symmetry principle: the Laplacian is formally self-adjoint with respect to the $L^2$ inner product, and (iii) measures the failure of exact self-adjointness by boundary terms. When both $u$ and $v$ vanish on $\partial U$, the right-hand side is zero and we recover $\int_U u \, \Delta v \, d\mathcal{L}^n = \int_U v \, \Delta u \, d\mathcal{L}^n$, the symmetry of the [Dirichlet](/page/Laplace%27s%20Equation) Laplacian. $\blacksquare$
[/guided]
[/step]
Prerequisites (0/5 completed)
Prerequisites Graph
Interactive dependency map showing how this theorem builds on foundational concepts
Loading dependency graph...
Theorem
Definition
Current
Requires
Theorems
Definitions & Concepts