Spring 2016 - Problem 12

harmonic functions
  1. Find a real-valued harmonic function vv defined on the disk z<1\abs{z} < 1 such that v(z)>0v\p{z} > 0 and limz1v(z)=\lim_{z\to1} v\p{z} = \infty.
  2. Let uu be a real-valued harmonic function in the disk z<1\abs{z} < 1 such that u(z)M<u\p{z} \leq M < \infty and lim supr1u(reiθ)0\limsup_{r\to1} u\p{re^{i\theta}} \leq 0 for all θ(0,2π)\theta \in \p{0, 2\pi}. Show that u(z)0u\p{z} \leq 0. The function in part (1) is useful here.
Solution.
  1. Observe that the conformal mapping φ ⁣:HD\func{\phi}{\H}{\D}, φ(z)=ziz+i\phi\p{z} = \frac{z - i}{z + i} maps RD\cl{\R} \to \D, so it suffices to find a positive harmonic function on H\H which is unbounded as z\abs{z} \to \infty. The function u(z)=logz+iu\p{z} = \log\,\abs{z + i} works: if Imz>0\Im{z} > 0, then

    z+i2=Rez2+iImz+i2Imz+12>1,\abs{z + i}^2 = \abs{\Re{z}}^2 + \abs{i\Im{z} + i}^2 \geq \abs{\Im{z} + 1}^2 > 1,

    so u(z)>0u\p{z} > 0 on H\H. Furthermore, it is clear that uu is unbounded as z\abs{z} \to \infty, and so

    v(z)=u(φ1(z))=logi1+z1z+i=log1+z1z+1v\p{z} = u\p{\phi^{-1}\p{z}} = \log\,\abs{i\frac{1 + z}{1 - z} + i} = \log\,\abs{\frac{1 + z}{1 - z} + 1}

    works.

  2. For r>0r > 0, let ur(z)=u(rz)u_r\p{z} = u\p{rz}, which is a harmonic function on a neighborhood of D\cl{\D}. We have the Poisson integral for uru_r:

    ur(teiθ)=12π02π1t2eiθteiθ2ur(eiθ)dθ=12π02π1t2eiθteiθ2u(reiθ)dθ.u_r\p{te^{i\theta}} = \frac{1}{2\pi} \int_0^{2\pi} \frac{1 - \abs{t}^2}{\abs{e^{i\theta} - te^{i\theta}}^2} u_r\p{e^{i\theta}} \,\diff\theta = \frac{1}{2\pi} \int_0^{2\pi} \frac{1 - \abs{t}^2}{\abs{e^{i\theta} - te^{i\theta}}^2} u\p{re^{i\theta}} \,\diff\theta.

    Observe that the integrand grg_r is bounded:

    1t2eiθteiθ2ur(eiθ)M1t2A.\abs{\frac{1 - \abs{t}^2}{\abs{e^{i\theta} - te^{i\theta}}^2} u_r\p{e^{i\theta}}} \leq \frac{M}{1 - t^2} \eqqcolon A.

    Hence, Agr0A - g_r \geq 0, so by Fatou's lemma,

    12π02πlim infr1(A1t2eiθteiθ2u(reiθ))dθlim infr112π02πA1t2eiθteiθ2u(reiθ)dθ    lim supr1ur(teiθ)12π02π1t2eiθteiθ2(lim supr1u(reiθ))dθ.\begin{gathered} \frac{1}{2\pi} \int_0^{2\pi} \liminf_{r\to1}\,\p{A - \frac{1 - \abs{t}^2}{\abs{e^{i\theta} - te^{i\theta}}^2} u\p{re^{i\theta}}} \,\diff\theta \leq \liminf_{r\to1}\frac{1}{2\pi} \int_0^{2\pi} A - \frac{1 - \abs{t}^2}{\abs{e^{i\theta} - te^{i\theta}}^2} u\p{re^{i\theta}} \,\diff\theta \\ \implies \limsup_{r\to1}\,u_r\p{te^{i\theta}} \leq \frac{1}{2\pi} \int_0^{2\pi} \frac{1 - \abs{t}^2}{\abs{e^{i\theta} - te^{i\theta}}^2} \p{\limsup_{r\to1} u\p{re^{i\theta}}} \,\diff\theta. \end{gathered}

    By construction, the left-hand side is u(teiθ)u\p{te^{i\theta}} and the right-hand side is non-negative, and so this becomes

    u(teiθ)0,u\p{te^{i\theta}} \leq 0,

    so u(z)0u\p{z} \leq 0 on all of D\D.