Fall 2017 - Problem 8

Dirichlet problem, Poisson kernel

Show that a harmonic function u ⁣:DR\func{u}{\D}{\R} is uniformly continuous if and only if it admits the representation

u(z)=12π02πRe(eiθ+zeiθz)f(eiθ)dθ,zD,u\p{z} = \frac{1}{2\pi} \int_0^{2\pi} \Re\p{\frac{e^{i\theta} + z}{e^{i\theta} - z}} f\p{e^{i\theta}} \,\diff\theta, \quad z \in \D,

with f ⁣:DR\func{f}{\partial\D}{\R} continuous.

Solution.

"    \implies"

Suppose uu is uniformly continuous. Then uu extends to a continuous function u ⁣:DR\func{u}{\cl{\D}}{\R}, so by the Poisson representation formula,

u(z)=12π02πRe(eiθ+zeiθz)u(eiθ)dθ,u\p{z} = \frac{1}{2\pi} \int_0^{2\pi} \Re\p{\frac{e^{i\theta} + z}{e^{i\theta} - z}} u\p{e^{i\theta}} \,\diff\theta,

and we may simply take f=uf = u on D\partial\D.

"    \impliedby"

To show that uu is uniformly continuous, we will show that uu extends to a continuous function on D\cl{\D} via u(eiθ)=f(eiθ)u\p{e^{i\theta}} = f\p{e^{i\theta}}. Then by compactness, it follows that uu is uniformly continuous on D\cl{\D} and in particular, on D\D.

First, observe that applying the first direction to the harmonic function u(z)=1u\p{z} = 1,

1=12π02πRe(eiθ+zeiθz)dθ.1 = \frac{1}{2\pi} \int_0^{2\pi} \Re\p{\frac{e^{i\theta} + z}{e^{i\theta} - z}} \,\diff\theta.

We also have

Re(eiθ+zeiθz)=12(eiθ+zeiθz+eiθ+zeiθz)=121+zeiθzeiθz2+1+zeiθzeiθz2eiθz2=1z2eiθz2,\begin{aligned} \Re\p{\frac{e^{i\theta} + z}{e^{i\theta} - z}} &= \frac{1}{2}\p{\frac{e^{i\theta} + z}{e^{i\theta} - z} + \frac{e^{-i\theta} + \conj{z}}{e^{-i\theta} - \conj{z}}} \\ &= \frac{1}{2}\frac{1 + ze^{-i\theta} - \conj{z}e^{i\theta} - \abs{z}^2 + 1 + \conj{z}e^{i\theta} - ze^{-i\theta} - \abs{z}^2}{\abs{e^{i\theta} - z}^2} \\ &= \frac{1 - \abs{z}^2}{\abs{e^{i\theta} - z}^2}, \end{aligned}

which is non-negative for zDz \in \D and 00 on the boundary except z=eiθz = e^{i\theta}.

Let ε>0\epsilon > 0 and pick z0Dz_0 \in \partial \D. Since ff is continuous, there exists δ>0\delta > 0 such that if zz0<δ\abs{z - z_0} < \delta, then f(z)f(z0)<ε\abs{f\p{z} - f\p{z_0}} < \epsilon. Let C={zDzz0<δ}C = \set{z \in \partial\D \mid \abs{z - z_0} < \delta} and MM be an upper bound for ff. Then

u(z)f(z0)=12π02πRe(eiθ+zeiθz)(f(eiθ)f(z0))dθ12π02πRe(eiθ+zeiθz)f(eiθ)f(z0)dθ=12πCRe(eiθ+zeiθz)f(eiθ)f(z0)dθ+12π[0,2π]CRe(eiθ+zeiθz)f(eiθ)f(z0)dθI1+I2.\begin{aligned} \abs{u\p{z} - f\p{z_0}} &= \abs{\frac{1}{2\pi} \int_0^{2\pi} \Re\p{\frac{e^{i\theta} + z}{e^{i\theta} - z}} \p{f\p{e^{i\theta}} - f\p{z_0}} \,\diff\theta} \\ &\leq \frac{1}{2\pi} \int_0^{2\pi} \Re\p{\frac{e^{i\theta} + z}{e^{i\theta} - z}} \abs{f\p{e^{i\theta}} - f\p{z_0}} \,\diff\theta \\ &= \frac{1}{2\pi} \int_C \Re\p{\frac{e^{i\theta} + z}{e^{i\theta} - z}} \abs{f\p{e^{i\theta}} - f\p{z_0}} \,\diff\theta + \frac{1}{2\pi} \int_{\br{0,2\pi} \setminus C} \Re\p{\frac{e^{i\theta} + z}{e^{i\theta} - z}} \abs{f\p{e^{i\theta}} - f\p{z_0}} \,\diff\theta \\ &\eqqcolon I_1 + I_2. \end{aligned}

On I1I_1, we have eiθz0<δ\abs{e^{i\theta} - z_0} < \delta, so

I1ε2π02πRe(eiθ+zeiθz)dθ=ε.I_1 \leq \frac{\epsilon}{2\pi} \int_0^{2\pi} \Re\p{\frac{e^{i\theta} + z}{e^{i\theta} - z}} \,\diff\theta = \epsilon.

For I2I_2, if zz0<δ2\abs{z - z_0} < \frac{\delta}{2}, then for θ[0,2π]C\theta \in \br{0, 2\pi} \setminus C,

δeiθz0eiθz+zz0eiθz+δ2    eiθzδ2.\delta \leq \abs{e^{i\theta} - z_0} \leq \abs{e^{i\theta} - z} + \abs{z - z_0} \leq \abs{e^{i\theta} - z} + \frac{\delta}{2} \implies \abs{e^{i\theta} - z} \geq \frac{\delta}{2}.

Moreover,

Re(eiθ+zeiθz)=1z2eiθz21z2(δ/2)2z10\Re\p{\frac{e^{i\theta} + z}{e^{i\theta} - z}} = \frac{1 - \abs{z}^2}{\abs{e^{i\theta} - z}^2} \leq \frac{1 - \abs{z}^2}{\p{\delta/2}^2} \xrightarrow{\abs{z}\to1} 0

uniformly in θ\theta. Hence,

I22M2π[0,2π]CRe(eiθ+zeiθz)dθzz00.I_2 \leq \frac{2M}{2\pi} \int_{\br{0,2\pi} \setminus C} \Re\p{\frac{e^{i\theta} + z}{e^{i\theta} - z}} \,\diff\theta \xrightarrow{z \to z_0} 0.

In summary, lim supzz0(I1+I2)ε\limsup_{z \to z_0} \p{I_1 + I_2} \leq \epsilon, and so

limzz0u(z)=f(z0).\lim_{z \to z_0} u\p{z} = f\p{z_0}.

Thus, uu extends continuously to D\cl{\D}, which completes the proof.