integration by part in high dimension

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let's look at a question first.

how can we derive (2.10) from (2.9)?


Give the definition of integration by part in high dimension from wiki first.

{[from https://en.wikipedia.org/wiki/Integration_by_parts]

Higher dimensions[edit]

The formula for integration by parts can be extended to functions of several variables. Instead of an interval one needs to integrate over an n-dimensional set. Also, one replaces the derivative with apartial derivative.

 \int_\Omega \varphi\, \operatorname{div}\,  \vec v  \; \mathrm d V = \int_{\partial \Omega} \varphi\, \vec v \cdot \mathrm d \vec S - \int_\Omega  \vec v\cdot \operatorname{grad}\, \varphi  \; \mathrm dV.

More specifically, suppose Ω is an open bounded subset of ℝn with a piecewise smooth boundary Γ. If u and v are two continuously differentiable functions on the closure of Ω, then the formula for integration by parts is

\int_{\Omega} \frac{\partial u}{\partial x_i} v \,d\Omega = \int_{\Gamma} u v \, \hat\nu_i \,d\Gamma - \int_{\Omega} u \frac{\partial v}{\partial x_i} \, d\Omega,

where \hat{\mathbf{\nu}} is the outward unit surface normal to Γ, \hat\nu_i is its i-th component, and i ranges from 1 to n.

Replacing v in the above formula with vi and summing over i gives the vector formula

 \int_{\Omega} \nabla u \cdot \mathbf{v}\, d\Omega = \int_{\Gamma} u (\mathbf{v}\cdot \hat{\nu})\,  d\Gamma -  \int_\Omega u\, \nabla\cdot\mathbf{v}\, d\Omega,

where v is a vector-valued function with components v1, ..., vn.

Setting u equal to the constant function 1 in the above formula gives the divergence theorem

 \int_{\Gamma} \mathbf{v} \cdot \hat{\nu}\,  d\Gamma =  \int_\Omega \nabla\cdot\mathbf{v}\, d\Omega.

For \mathbf{v}=\nabla v where v\in C^2(\bar{\Omega}), one gets

 \int_{\Omega} \nabla u \cdot \nabla v\, d\Omega = \int_{\Gamma} u\, \nabla v\cdot\hat{\nu}\, d\Gamma -  \int_\Omega u\, \nabla^2 v\, d\Omega,

which is the first Green's identity.

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Then we give the relationship between the gradient and directional derivative:

{[from math guidebook for graduate entrance examination]


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At the end, the whole derivation process will be shown:


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