Fall 2014 - Problem 11

Harnack's inequality

Let ΩC\Omega \subseteq \C be open, bounded, and simply connected. Let uu be harmonic in Ω\Omega and assume that u0u \geq 0. Show the following: for each compact set KΩK \subseteq \Omega, there exists a constant CK>0C_K > 0 such that

supxKu(x)CKinfxKu(x).\sup_{x \in K} u\p{x} \leq C_K \inf_{x \in K} u\p{x}.
Solution.

First, we will show that we can replace KK with a connected compact set. Let δ=12d(K,Ωc)>0\delta = \frac{1}{2}d\p{K, \Omega^\comp} > 0 and for each zKz \in K, notice that B(z,δ)ΩB\p{z, \delta} \subseteq \Omega. By compactness, there exist finitely many balls which cover KK, and this cover has finitely many connected components (since there are only finitely many balls). Thus, replacing KK with the closure of these balls, we may assume without loss of generality that KK has finitely many connected components. Since Ω\Omega is (path) connected, we can connect these components with finitely many curves. Replacing KK with KK union these curves, we may thus assume without loss of generality that KK is a connected compact set.

For each zKz \in K, let Rz>0R_z > 0 be such that B(z,2Rz)Ω\cl{B\p{z, 2R_z}} \subseteq \Omega. By compactness, there exist z1,,zNz_1, \ldots, z_N such that {B(zn,Rn)}n\set{B\p{z_n, R_n}}_n cover KK. Fix a z0Kz_0 \in K. For any zKz \in K, path connectedness of KK gives γ\gamma such that γ(0)=z0\gamma\p{0} = z_0 and γ(1)=z\gamma\p{1} = z, and so we get a sequence {B(znk,Rnk)}1kM\set{B\p{z_{n_k}, R_{n_k}}}_{1 \leq k \leq M} such that z0B(zn0,Rn0)z_0 \in B\p{z_{n_0}, R_{n_0}}, zB(znM,RnM)z \in B\p{z_{n_M}, R_{n_M}}, and B(znk,Rnk)B(znk+1,Rnk+1)B\p{z_{n_k}, R_{n_k}} \cap B\p{z_{n_{k+1}}, R_{n_{k+1}}} \neq \emptyset. We may remove duplicates without breaking this property, so we have a strict subset of AA.

Notice that if wB(znk,Rnk)B(znk+1,Rnk+1)w \in B\p{z_{n_k}, R_{n_k}} \cap B\p{z_{n_{k+1}}, R_{n_{k+1}}}, then Harnack's inequality gives

13u(znk)=2RnkRnk2Rnk+Rnku(znk)u(w),u(w)2Rnk+Rnk2RnkRnku(znk)=3u(znk+1),\begin{gathered} \frac{1}{3}u\p{z_{n_k}} = \frac{2R_{n_k} - R_{n_k}}{2R_{n_k} + R_{n_k}} u\p{z_{n_k}} \leq u\p{w}, \\ u\p{w} \leq \frac{2R_{n_k} + R_{n_k}}{2R_{n_k} - R_{n_k}} u\p{z_{n_k}} = 3u\p{z_{n_{k+1}}}, \end{gathered}

so u(znk)9u(znk+1)u\p{z_{n_k}} \leq 9u\p{z_{n_{k+1}}}. Hence, by induction, we see

u(z)39Mu(z0)39Nu(z0).u\p{z} \leq 3 \cdot 9^M u\p{z_0} \leq 3 \cdot 9^N u\p{z_0}.

Let CK=39NC_K = 3 \cdot 9^N. Since zz was arbitrary, we see

supzKu(z)CKu(z0).\sup_{z \in K} u\p{z} \leq C_K u\p{z_0}.

Similarly, z0z_0 was arbitrary, so

supzKu(z)CKinfzKu(z).\sup_{z \in K} u\p{z} \leq C_K \inf_{z \in K} u\p{z}.