Fall 2012 - Problem 12

harmonic functions

Let MRM \in \R, ΩC\Omega \subseteq \C be a bounded open set, and u ⁣:ΩR\func{u}{\Omega}{\R} be a harmonic function.

  1. Show that if

    lim supzz0u(z)M()\tag{$*$} \limsup_{z \to z_0} u\p{z} \leq M

    for all z0Ωz_0 \in \partial\Omega, then u(z)Mu\p{z} \leq M for all zΩz \in \Omega.

  2. Show that if uu is bounded from above and there exists a finite set FΩF \subseteq \partial\Omega such that (*) is valid for all z0ΩFz_0 \in \partial\Omega \setminus F, then the conclusion of (1) is still true, i.e., it follows that u(z)Mu\p{z} \leq M for all zΩz \in \Omega.

Solution.
  1. Let M=supzΩu(z)M' = \sup_{z \in \Omega} u\p{z} and let {zk}k\set{z_k}_k be a sequence such that u(zk)Mu\p{z_k} \to M'. Since Ω\Omega is bounded, Ω\cl{\Omega} is compact, so passing to a subsequence if necessary, we may assume without loss of generality that {zk}k\set{z_k}_k converges to some z0Ωz_0 \in \cl{\Omega}.

    If z0Ωz_0 \in \Omega, then uu attains its maximum u(z0)=Mu\p{z_0} = M' in Ω\Omega, so by the maximum principle, uMu \equiv M' on the connected component containing z0z_0. Furthermore, uMu \leq M, since if zΩz \in \partial\Omega, then M=lim supwzu(z)MM' = \limsup_{w \to z} u\p{z} \leq M, so by definition of MM', u(z)MMu\p{z} \leq M' \leq M for all zΩz \in \Omega.

    If z0Ωz_0 \in \partial\Omega, then by definition,

    M=limnu(zn)lim supzz0u(z)M,M' = \lim_{n\to\infty} u\p{z_n} \leq \limsup_{z \to z_0} u\p{z} \leq M,

    and the claim follows since MM' was the supremum of uu on Ω\Omega.

  2. Write F={p1,,pn}F = \set{p_1, \ldots, p_n} and consider the function

    v(z)=k=1nlogzpkd,v\p{z} = \sum_{k=1}^n \log\,\abs{\frac{z - p_k}{d}},

    where d=2supz,wΩzw<d = 2\sup_{z,w\in\Omega} \abs{z - w} < \infty, since Ω\Omega is bounded. In particular, zpkd2<d\abs{z - p_k} \leq \frac{d}{2} < d for all zΩz \in \cl{\Omega} and 1kn1 \leq k \leq n. Thus, v(z)v\p{z} is non-positive, and it is also a harmonic function on Ω\Omega: notice that f(z)k=1nzpkdf\p{z} \coloneqq \prod_{k=1}^n \frac{z - p_k}{d} does not vanish on Ω\Omega, so it has a holomorphic logarithm gg on all of Ω\Omega. Thus, v(z)=Reg(z)v\p{z} = \Re{g\p{z}}, hence harmonic.

    Let ε>0\epsilon > 0 and consider φε=u+εv\phi_\epsilon = u + \epsilon v. Notice that as zpkz \to p_k, v(z)v\p{z} \to -\infty. Thus, because uu is bounded on Ω\Omega by, say, MM', we have φεM+εv\phi_\epsilon \leq M' + \epsilon v. Thus,

    lim supzpkφε(z)M+lim supzpkεv(z)=M.\limsup_{z \to p_k} \phi_\epsilon\p{z} \leq M' + \limsup_{z \to p_k} \epsilon v\p{z} = -\infty \leq M.

    Moreover, since v0v \leq 0, we see that φεu\phi_\epsilon \leq u so in particular, lim supzz0φε(z)M\limsup_{z \to z_0} \phi_\epsilon\p{z} \leq M for all z0ΩFz_0 \in \partial\Omega \setminus F. In other words, φε\phi_\epsilon satisfies the hypotheses of (1) and so φε(z)=u(z)+εv(z)M\phi_\epsilon\p{z} = u\p{z} + \epsilon v\p{z} \leq M for all zΩz \in \Omega. Letting ε0\epsilon \to 0, we get u(z)Mu\p{z} \leq M on Ω\Omega, which completes the proof.