Spring 2012 - Problem 8

construction, harmonic functions

Let Ω\Omega be the following subset of the complex plane:

Ω={x+iyx>0, y>0, and xy<1}.\Omega = \set{x + iy \mid x > 0,\ y > 0,\ \text{and } xy < 1}.

Give an example of an unbounded harmonic function on Ω\Omega that extends continuously to Ω\partial\Omega and vanishes there.

Solution.

Notice that (x+iy)2=(x2y2)+2xyi\p{x + iy}^2 = \p{x^2 - y^2} + 2xyi. Thus, for zΩz \in \Omega, we see that 0Imz<20 \leq \Im{z} < 2 and RezR\Re{z} \in \R. Conversely, given a+iba + ib such that 0b<20 \leq b < 2, we can try to solve z2=a+ibz^2 = a + ib, which means

{x2y2=a,2xy=b.\begin{cases} x^2 - y^2 &= a, \\ 2xy &= b. \end{cases}

By inspection, we see that

x=y2bandy{2ba14b2,2ba14b2}.x = \frac{y}{2b} \quad\text{and}\quad y \in \set{-\frac{2b\sqrt{a}}{\sqrt{1 - 4b^2}}, \frac{2b\sqrt{a}}{\sqrt{1 - 4b^2}}}.

Since b0b \geq 0, we see that xx and yy satisfying the above will have the same sign. Since b<2b < 2, the second equation implies xy<1xy < 1, so z2=a+ibz^2 = a + ib has a unique solution in Ω\Omega for any a+iba + ib in the strip S={0Imz<2}S = \set{0 \leq \Im{z} < 2}. Thus, the map φ ⁣:ΩS\func{\phi}{\Omega}{S}, zz2z \mapsto z^2 is a conformal map.

Notice that φ\phi extends continuously to the boundary. Moreover, if x=0x = 0, then φ(x+iy)=y2\phi\p{x + iy} = -y^2 and if y=0y = 0, then φ(x)=x2\phi\p{x} = x^2. In either case, φ\phi maps the the axes to the real line. Also, if xy=1xy = 1, then φ(x+iy)=x2y2+2i\phi\p{x + iy} = x^2 - y^2 + 2i, so the curve xy=1xy = 1 in the upper-half plane is mapped into the line y=2iy = 2i.

In light of φ\phi, it suffices to find an unbounded harmonic function which vanishes on y=0y = 0 and y=2iy = 2i. One such choice is v(z)=Imeπzv\p{z} = \Im{e^{\pi z}}, since eπze^{\pi z} is purely real on these lines. It is also unbounded, since v(x+i4)=eπxsinπ4xv\p{x + \frac{i}{4}} = e^{\pi x}\sin\frac{\pi}{4} \xrightarrow{x\to\infty} \infty. Thus,

u(z)=v(φ(z))=Imeπz2u\p{z} = v\p{\phi\p{z}} = \Im{e^{\pi z^2}}

works.