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Questions on solvability of exterior boundary value problems with fractional boundary conditions

Berikbol T. Torebek

B1

and Batirkhan Kh. Turmetov

2

1Institute of Mathematics and Mathematical Modeling, Almaty 050010, Kazakhstan

2Akhmet Yasawi International Kazakh-Turkish University, Turkistan 161200, Kazakhstan

Received 29 July 2015, appeared 2 May 2016 Communicated by Alberto Cabada

Abstract. In this paper we study questions on solvability of some boundary value problems for the Laplace equation with boundary integro-differential operators in the exterior of a unit ball. We study properties of the given integral - differential operators of fractional order in a class of functions which are harmonic outside a ball. We prove theorems about existence and uniqueness of a solution of the problem. We construct explicit form of the solution of the problem in integral form, by solving the Dirichlet problem.

Keywords: regular harmonic function, Riemann–Liouville operator, exterior boundary value problem, Dirichlet problem.

2010 Mathematics Subject Classification: 35J05, 35J25.

1 Introduction

Let Dbe a bounded domain in the spaceRn, n≥3, with sufficiently smooth boundaryS.

It is known (see e.g. [4]) that any function u(x), which belongs to the class C2(D) and satisfies the Laplace equation

∆u(x) =0, x ∈D, is called harmonic function in the domain D.

Laplace’s equation is the most simple example of elliptic partial differential equations. The general theory of solutions to Laplace’s equation is known as potential theory. The solutions of Laplace’s equation are the harmonic functions, which are important in many fields of science, notably the fields of electromagnetism, robotic technique, astronomy, and fluid dynamics, because they can be used to accurately describe the behavior of electric, gravitational, and fluid potentials (see [5,10,12,21,24]). In the study of heat conduction, the Laplace equation is the steady-state heat equation. The Laplace operator has a great importance in quantum physics, in particular in the study of the Schrödinger equation.

The present work is devoted to the study of a exterior boundary value problem for the Laplace equation with a boundary operator of fractional order.

BCorresponding author. Email: torebek@math.kz

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Recently, interest in the study of various boundary value problems for elliptic equations is renewed [7,13,14,16,17,19,25–28,30].

Boundary value problem with boundary operators of fractional order appear in the prob- lem of diffraction of waves and in the processes of electromagnetic waves. Details about this can be seen in [1,31,32].

In the study of boundary value problems for the Laplace equation on infinite domains additionally regular solutions are required. Namely, a function u(x), harmonic in the do- main D1 = Rn\D, is called regular harmonic (at infinity) if the following condition holds as

|x| →∞:

|u(x)| ≤C|x|−(n2), n≥3, (1.1) whereC=const.

Note that if for the function u(x) the estimation (1.1) holds, then for any multi-index β = (β1,β2, . . . ,βn) with |β| = β1+β2+· · ·+βn the following estimation holds (see [33, p. 373]:

|β|u(x)

∂xβ11∂x2β2...∂xnβn

=O

|x|−(n+|β|−2), n≥3. (1.2) LetΩ={x∈ Rn:|x|<1},n≥3, be a unit ball,Ω={x ∈Rn:|x|=1}be a unit sphere.

We denote byΩ+= Rn\the exterior of the unit ball.

Assume that u(x) is the regular harmonic function in the domain Ω+ r = |x|, (|x| = q

x21+· · ·+x2nis the norm inRn),θ= |xx| and 0<α≤1.

For the formulation of the problem, we need to define the fractional differentiation oper- ator. In the class of functions, harmonic in the domainΩ+, we define integral-differentiation operators of the fractional order. For a positive numberαa fractional integration operator in Riemann–Liouville sense ofαorder is the expression [15]:

Iα[u](x) = 1 Γ(α)

Z r

(τ−r)α1u(τθ)dτ,

and the expression:

Dα[u](x) =

d dr

[Iα[u]](x)

1

Γ(1−α)

d dr

Z

r

(τ−r)αu(τθ)dτ, 0< α≤1,

(1.3)

is called a fractional differentiation operator in Riemann–Liouville sense ofαorder, where drd denotes differentiation operator of the form

d dr =

n j=1

xj

|x|

∂xj. Furthermore, we will suppose, that I0[u](x) =u(x). Then

D1[u](x) =

d dr

I0[u](x) =−du dr(x),

therefore, when α = 1 the operator (1.3) coincides with derivative by direction of the vector r=|x|.

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Introduce the additional notation

Bα[u](x) =rαDα[u](x), Bα[u](x) =Iα

rαu (x).

It is easy to show that the operatorsBαandBβ commute forα,β∈ (0, 1]. Similarly, we can show that the operatorsBα andBβ also commute.

Hence, we see that in the general case:

Bαh Bβ[u]

i

(x)6=Bα+β[u](x), Bαh

Bβ[u]i(x)6=B−(α+β)[u](x).

Let now~α=(α1, . . . ,αm)and 0< αj ≤1, j=1, . . . ,m. Consider more general operators:

B~α[u](x) =Bα1[Bα2· · ·Bαm[u]](x)

= Bαm

Bαm1· · ·Bα1[u](x), B~α[u](x) =Bα1

Bα2· · ·Bαm[u](x)

= Bαmh

Bαm1· · ·Bα1[u]i(x).

Note that properties and applications of similar operators in the class of functions, har- monic in the ballΩ, were studied in [14,28]. Moreover, note that in [6] in the class of functions, harmonic in the ball, properties and applications of operators of the following form were stud- ied:

δc1 =r d dr +c1, δ~cm =

r d

dr+c1

· · ·

r d dr+cm

, ~c= (c1, . . . ,cm).

2 Formulation and solution of boundary value problems

Now let us consider formulation and solution of some exterior boundary value problems, including the operatorsB~α andB~α on the boundary.

Problem 2.1. Find a function u(x),harmonic in the domainΩ+,for which the function Bα[u](x)is continuous inΩ+Ω,satisfying the equality

Bα[u](x) = f(x), x∈Ω, and the condition(1.1).

Problem 2.2. Find a function u(x),harmonic in the domainΩ+,for which the function B~α[u](x)is continuous inΩ+∂Ω,satisfying the equality

B~α[u](x) = f(x), x∈∂Ω, and the condition(1.1).

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Papers [2,3,9,11,18,20,23,29] are dedicated to the study of boundary problems with boundary operators of integer order in the infinite domains. And boundary value problems with boundary operators of the fractional order for elliptic equations were studied in [7,13, 14,16,17,19,25–28,30].

Letv(x)be a regular solution of the Dirichlet problem in the domainΩ+, i.e.





∆v(x) =0, x∈+, v(x) = f(x), x∈∂Ω,

|v(x)| ≤C|x|−(n2), |x| →∞.

(2.1)

It is well known (see [8, p. 73]) that if f(x) ∈ C(∂Ω), then the solution of the problem (2.1) exists, unique and can be represented as:

v(x) = 1 ωn

Z

|x|2−1

|x−y|n1f(y)dSy, whereωn = Γ(n/2n/2) is the area of the unit sphere inRn.

Since whenα=1 we have the equality:

B1[u](x)

= −r∂u(x)

∂r

= ∂u(x)

∂ν

,

where ν is a vector of normal to the sphere ∂Ω, then the Problem 2.1 coincides with the exterior Neumann problem for the Laplace equation. It is known that (see e.g. [23]), for any f(x) ∈ C(∂Ω)the solution of the exterior Neumann problem exists, unique and can be represented as

u(x) =

Z r

v(tx) t dt, wherev(x)is a solution of the Dirichlet problem (2.1).

Analogously, the Problem2.2 whenαj = 1,j = 1, . . . ,mcoincides with external problem with the boundary operator of the form:

(−1)mr

∂r

r

∂r. . .

r

∂r

| {z }

m

= (−1)m

r

∂r m

= (−1)m

∂ν m

.

Let us formulate the main propositions concerning to the Problems2.1 and2.2.

Theorem 2.3. Let 0 < α ≤ 1. Then for any f(x) ∈ C(∂Ω) a solution of the Problem 2.1 exists, unique and can be represented as:

u(x) =Bα[v](x), (2.2) where v(x)is a solution of the Dirichlet problem(2.1).

Theorem 2.4. Let 0 < αj ≤ 1,j = 1, 2, . . . ,n. Then for any f(x) ∈ C(∂Ω) a solution of the Problem2.2exists, unique and can be represented as:

u(x) =B~α[v](x), (2.3) where v(x)is a solution of the Dirichlet problem(2.1).

Hence, statement of Theorem 2.3implies that the Problem2.1 for any 0 < α≤ 1 behaves as a solution of the exterior Neumann problem.

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3 Properties of the operators B

~α

and B

~α

In this section we investigate some properties of the operator B~αandB~α.

Lemma 3.1. Let 0 < α < 1 and u(x)is a regular harmonic function in the domain Ω+. Then the following inequalities hold:

Bαu(x) ≤C|x|2n, |Bαu(x)| ≤C|x|2n, |x| →, (3.1) where C is a some constant.

Proof. Letu(x)be the regular harmonic function in the domainΩ+. Then

|Bαu(x)|=

1 Γ(α)

Z 1

(s−1)α1u(sx)ds

≤Cr2n Z 1

(s−1)α1s2nds

=Cr2nB(α,n−2−α) =C1|x|2n.

HereB(α,β)is the Euler beta function. Furthermore, we represent the function Bαu(x)≡rαDαu(x)

in the form:

rαDαu(x) = r

α

Γ(1−α) d dr

Z r

(τ−r)αu(τθ)dτ

= r

α

Γ(1−α) d dr

r1α Z 1

(s−1)αu(sx)ds

= 1

Γ(1−α)

Z 1

(s−1)αr d

dru(sx)ds

+ 1α Γ(1−α)

Z 1

(s−1)αu(sx)ds.

Since

r d

dru(x) =

n i=1

xi∂u(x)

∂xi ,

then

r d dru(x)

=

n i=1

xi∂u(x)

∂xi

≤C|x|2n, |x| →∞.

Consequently

|rαDαu(x)| ≤C1|x|2n

Z 1

(s−1)α1s2nds

=C2|x|2n, |x| →∞.

Lemma3.1is proved.

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Remark 3.2. From now on we will consider regular harmonic functions in Ω+. Therefore all further investigated integrals converge.

Lemma 3.3. Let u(x)be a regular harmonic function in the domainΩ+,then the functions Bα[u](x) and Bα[u](x)are also harmonic inΩ+.

Proof. Let u(x)be a regular harmonic function in the domain Ω+. We represent Bα[u](x) in the form:

Bα[u](x) =− 1 Γ(1−α)

r d

dr+1−α Z

1

(s−1)αu(sx)ds

=− 1

Γ(1−α)

Z 1

(s−1)αδ1α[u](sx)ds.

Formally applying the operator Laplace∆to the functionBα[u](x), we get

∆Bα[u](x) =− 1 Γ(1−α)

Z 1

(s−1)αδ1α[u](sx)ds

=− 1

Γ(1−α)

Z 1

(s−1)αδ3α[[u]](sx)ds=0.

Now we show harmony of the function Bα[u](x). By direct calculation we find, that in the domainΩ+the following equality holds:

∆Bα[u](x) =

Z 1

(s−1)α1 Γ(α) s

α∆u(sx)ds=0, x∈+.

Consequently, functions Bα[u](x) and Bα[u](x) are harmonic in Ω+. Further, since the functionu(x)is regular at infinity, then the condition (1.1) holds for this function. Then as in the Lemma3.1 for the functionsBα[u](x)andBα[u](x)are regulars at infinity. Lemma3.3is proved.

Lemma 3.4. Let u(x)be a regular harmonic function in the domainΩ+,then the functions B~α[u](x) and B~α[u](x)are also harmonic inΩ+.

Proof. Let a functionu(x)be regular harmonic in the domain Ω+. Then as in Lemma3.3, the functionB~α[u](x)can be represented as:

B~α[u](x) =−

Z 1

ds1 Γ(1−α1)· · ·

Z 1

(s−1)~α

Γ(1−αm)δ1α1[· · ·δ1αm[u]](sx)ds.

where(s−1)~α = (s1−1)α1· · ·(sm−1)αm,sx= s1· · ·smx.

Applying Laplace operator to the functionB~α[u](x), we have

∆B~α[u](x) =

Z 1

−ds1 Γ(1−α1)· · ·

Z 1

(s−1)~α

Γ(1−αm)δ3α1[· · ·δ3αm[u]](sx)ds=0.

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Further, now we show that the function B~α[u](x)is harmonic. We represent the function B~α[u](x)as:

B~α[u](x) =

Z 1

ds1 Γ(α1)

Z 1

ds2 Γ(α2)· · ·

Z 1

(s−1)~α1 s

~α

Γ(αm)u(sx)dsm, where(s−1)~α1= (s−1)α11· · ·(s−1)αm1,s~α =s1α1· · ·smαm,sx= s1· · ·smx.

Applying the Laplace operator to the functionB~α[u](x), we get

∆B~α[u](x) =

Z 1

ds1 Γ(α1)· · ·

Z 1

(s−1)α1 Γ(αm) s

α∆u(sx)dsm =0, x∈Ω.

Regularity of the functionsB~α[u](x)andB~α[u](x)at infinity can be checked as in the case of Lemma3.3. Lemma3.4is proved.

Lemma 3.5. Let u(x)be a regular harmonic function in the domain Ω+ and0 < α ≤ 1. Then, for any x∈+ the following equality holds:

u(x) = 1 Γ(α)

Z 1

(s−1)α1sαBα[u](sx)ds. (3.2) Proof. Letx∈ andt∈ [1,∞). Consider the function:

=t[u](x) = 1 Γ(α)

Z t

(τ−t)α1ταBα[u](τx)dτ.

Since u(x)is the regular harmonic function, then it satisfies the estimate (1.1). Then, by the assertion of Lemma 3.1for the function Bα[u](x)satisfies the estimate (3.1). Therefore for all t≥1 the integral=t[u](x)exists.

We represent=t[u](x)as:

=t[u](x) = 1 Γ(α)

d dt

Z

t

(τ−t)α

α ταBα[u](τx)dτ

 . Further, using definition of the operatorBα, we get

=t[u](x) =−d dt

Z

t

(τ−t)α αΓ(α) τ

α

τα d dτ

Z τ

(ξτ)α

Γ(1−α) u(ξx)dξdτ

= −d dt

Z

t

(τ−t)α Γ(α+1)

d dτ

Z τ

(ξτ)α

Γ(1−α) u(ξx)dξdτ

= − 1

Γ(α)Γ(1−α) d dt

(τ−t)α α

Z τ

(ξτ)αu(ξx)dξ

τ=

τ=t

+

Z t

(τ−t)α1

Z τ

(ξτ)αu(ξx)dξdτ

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=−d dt

Z

t

(τ−t)α1 Γ(α)

Z τ

(ξτ)α

Γ(1α) u(ξx)dξdτ

=−d dt

Z

t

u(ξx)

ξ

Z

t

(τ−t)α1(ξτ)α Γ(α)Γ(1−α) dτdξ

 . It is easy to show that

ξ

Z

t

(τ−t)α1(ξτ)αdτ=Γ(α)Γ(1−α). Then

=t[u](x) =−d dt

Z t

u(ξx)dξ =u(tx).

If now we putt =1, then we get the equality (3.2). Lemma 3.5is proved.

Lemma 3.6. Let~α = (α1, . . . ,αm), 0 < αj ≤ 1,j= 1, . . . ,m and u(x)be harmonic function in the domainΩ.Then for any x∈the following equality holds:

u(x) =

Z 1

ds1 Γ(α1)· · ·

Z 1

(s−1)~α1 Γ(αm) s

~αB~α[u](sx)dsm. (3.3)

Proof. Letx ∈andtj∈ [1,∞), j=1,m. Denote

(s−t)α1= (s1−t1)α11· · ·(sm−tm)αm1. Consider the function:

It[u](x) =

Z t1

ds1 Γ(α1)· · ·

Z tm

(s−t)~α1 Γ(αm) s

~αB~α[u](sx)dsm.

Denote

Itm[u](x) = 1 Γ(α)

Z tm

(sm−tm)αm1smαmBαm[v](sx)dsm, where

v(x) =Bαm1

· · ·Bα1[u](x). By using results of Lemma3.5, we obtain:

Itm[u](x) = 1 Γ(α)

Z tm

(sm−tm)αm1smαmBαm[v](sx)dsm =v(tx). Further, repeating this process by alltj, j=1, . . . ,m−1, we have

It[u](x) =u(tx), wheretx=t1· · ·tmx.

If now we put t1 = 1,t2 = 1, . . . ,tm = 1, then we get the equality (3.3). Lemma 3.6 is proved.

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Lemma 3.7. If function u(x)is harmonic in the domainΩ,then the following equalities hold:

Bα[Bα[u]](x) =u(x), Bα

Bα[u](x) =u(x). (3.4) Proof. Let us prove the first equality of Lemma 3.7. We apply operator Bα to the function Bα[u](x). By definition of the operatorBα[u](x)and according to Lemma 3.5, we have

Bα[Bα[u]](x) = 1 Γ(α)

Z 1

(s−1)α1sαBα[u](sx)ds=u(x).

To prove the second equality of Lemma3.7 we apply the operator Bα[u](x) =rαDα[u](x)to the function Bα[u](x). Then we get

Bα

Bα[u](x) = 1 Γ(α)B

α

Z 1

(s−1)α1sαu(sx)ds

= −rα Γ(α)

d dr

Z r

(τ−r)α Γ(1−α)

Z 1

(s−1)α1sαu(sτθ)ds

dτ.

Since u(x) is the regular harmonic function, then it satisfies the estimate (1.1). Therefore, each of the considered integrals exist and by Fubini’s theorem, we can change the order of integration. Then

Bα

Bα[u](x) =−

Z 1

(s−1)α1 Γ(α) s

α

rα d dr

Z r

(τ−r)α

Γ(1−α)u(sτθ)dτ

ds.

Further, it is easily seen correctness of the following equalities:

rα d dr

Z r

(τ−r)α

Γ(1−α)u(sτθ)dτ =

=t

rα Γ(1−α)

d dr

Z rs

t s −r

α

u(tθ)dt s

= r

αsα1 Γ(1−α)

d dr

Z rs

(t−rs)αu(tθ)dt

= (rs)α Γ(1−α)

d d(rs)

Z rs

(t−rs)αu(tθ)dt

= Bα[u](sx), taking into account θ= |xx| = |sxsx|. Therefore, we have

Bα

Bα[u](x) = 1 Γ(α)

Z 1

(s−1)α1sαBα[u](sx)ds.

Consequently, the second equality of Lemma3.7 is proved.

Lemma 3.8. Let a function u(x)be harmonic in the domainΩ.Then the following equalities hold:

B~αh

B~α[u]i(x) =u(x), B~αh

B~α[u]i(x) =u(x). (3.5)

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Proof. Let us prove the first equality. To the function B~α[u](x) we apply the operator B~α. Then by definition of the operatorB~α and according to Lemma3.6, we get

B~αh

B~α[u]i(x) =

Z 1

ds1

Γ(α1)· · ·

Z 1

(s−1)~α1 Γ(αm) s

~αB~α[u](sx)dsm =u(x).

To prove the second equality of Lemma3.8 we apply the operatorBα1[u](x) =rα1Dα1[u](x)to the functionB~α[u](x). Then

Bα1h

B~α[u]i(x) =Bα1

Z 1

ds1 Γ(α1)· · ·

Z 1

(s−1)~α1 Γ(αm) s

~αu(sx)dsm

=−rα1 d dr

Z r

(τ−r)α1 Γ(1−α1)

Z 1

ds1 Γ(α1)· · ·

Z 1

(s−1)~α1 Γ(αm) s

~αu(sτθ)dsm

dτ

=−

Z 1

ds1 Γ(α1)· · ·

Z 1

(s−1)~α1 Γ(αm) s

~α

rα1 d dr

Z r

(τ−r)α1

Γ(1−α1)u(sτθ)dτ

dsm. It is easy to show implementation of the following equality:

rα1 d dr

Z r

(τ−r)α1

Γ(1−α1)u(sτθ)dτ =

=t

rα1 Γ(1−α1)

d dr

Z rs

t s −r

α1

u(tθ)dt s

= r

α1sα11 Γ(1−α1)

d dr

Z rs

(t−rs)α1u(tθ)dt

= (rs)α1 Γ(1−α1)

d d(rs)

Z rs

(t−rs)α1u(tθ)dt

= Bα1[u](sx), whereθ = |xx| = |sxsx|. Then

Bα1h

B~α[u]i(x) = 1

Γ(α1)· · ·Γ(αm)

Z 1

ds1· · ·

Z 1

(s−1)~α1s~αBα1[u](sx)dsm. Consequently, taking into account definition of the operator

B~α[u](x) =Bα1[Bα2· · ·Bαm[u]](x), we can write that

B~αh

B~α[u]i(x) =

Z 1

ds1 Γ(α1)· · ·

Z 1

(s−1)~α1 Γ(αm) s

~αB~α[u](sx)dsm =u(x).

The second equality of Lemma3.8is proved.

Therefore, Lemma3.8yields thatB~αandB~αare inverse on functions, which are harmonic inΩ+.

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4 Proofs of the main propositions

Proof of Theorem2.3. Let a solution of the Problem2.1exist and be equal tou(x). We apply the operatorBαto the functionu(x)and denote it byBα[u](x) =v(x). By assumptionBα[u](x)∈ C(+∂Ω), then v(x) ∈ C(+∂Ω). Since u(x) is a harmonic function in Ω+, regular at infinity, then due to Lemma 3.3 the function v(x) is also harmonic in the domain Ω+ and regular at infinity. Moreover,

v(x)| = Bα[u](x)| = f(x).

We apply the operator Bα to the equality Bα[u](x) =v(x). Since the integral of the form Z

1

(τ−1)α1ταv(τx)dτ

has week singularity when α ∈ (0, 1], τ = 1 and τ = , then it is a continuous function by x ∈ +∂Ω, where v(x) ∈ C(+∂Ω) is continuous. Thus, the operator Bα can be applied to functions fromC(+∂Ω). Due to the first equality (3.4) we get (2.2). Moreover, due to Lemma 3.3, the function Bα[v](x)is regular at infinity. Therefore, the function v(x) is a solution of the Dirichlet problem (2.1). Moreover, if f(x) ∈ C(∂Ω), then solution of the problem exists, unique and v(x) ∈ C(+∂Ω) . Let, on the contrary, function v(x) be a solution of the Dirichlet problem (2.1) with boundary value f(x) ∈ C(Ω). Then v(x) ∈ C(+∂Ω). Consider the function u(x) = Bα[v](x). Due to the second equality (3.4), we have

Bα[u](x) =Bα

Bα[v](x) =v(x).

It means that the functionu(x)is harmonic inΩ, regular at infinity and Bα[u](x)|∂Ω = v(x)|∂Ω = f(x).

Theorem2.3is proved.

Proof of Theorem2.4. Let a solution of the Problem2.2exist and beu(x). Apply the differential operator B~αto the functionu(x)and denote it by

B~α[u](x) =v(x).

By assumption B~α[u](x) ∈ C(+∂Ω), and, therefore v(x) ∈ C(+∂Ω). Since u(x) is a harmonic function in the domain Ω+, regular at infinity, then due to the Lemma 3.4 the functionv(x)is also harmonic outside the ball, regular at infinity and

v(x)|∂Ω = B~α[u](x)|∂Ω = f(x).

Therefore,v(x)is a solution of the problem (2.1). Moreover, if f(x)∈C(∂Ω), then solution of the problem exists, unique andv(x)∈C(+∂Ω). We apply the integral operatorB~α to the function B~α[u](x) =v(x). Since the integral of the form

Z 1

ds1. . . Z 1

(s−1)~α1s~αv(sx)dsm

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has week singularity atsj =1 andsj =∞,j=1, . . . ,m, whenα∈(0, 1], then it is a continuous function by x ∈ +Ωwhere v(x) ∈ C(+Ω) is continuous. Thus, the operator B~α can be applied to functions fromC(+∂Ω). Due to the first equality of (3.5), we obtain (2.3).

On the contrary, let functionv(x)be a solution of the problem (2.1) when f(x)∈C(∂Ω). Then v(x)∈C(+Ω). Consider the function

u(x) =B~α[v](x). Due to (3.5) we have B~α[u](x) = B~α

B~α[v](x) = v(x). Hence, u(x) is harmonic in the domainΩ+ andB~α[u](x)|∂Ω =v(x)|∂Ω = f(x). Theorem2.4 is proved.

Acknowledgement

This research is financially supported by a grant from the Ministry of Science and Education of the Republic of Kazakhstan (Grant No. 0819/GF4). The authors would like to thank the editor and referees for their valuable comments and remarks, which led to a great improvement of the article.

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