Spring 2018 - Problem 8

harmonic functions

Determine the supremum of

ux(0,0)\abs{\pder{u}{x}\p{0, 0}}

among all harmonic functions u ⁣:D[0,1]\func{u}{\D}{\br{0,1}}, where D={zCz<1}\D = \set{z \in \C \mid \abs{z} < 1}. Prove that your answer is correct.

Solution.

For 0<R<10 < R < 1, let uR(z)=u(Rz)u_R\p{z} = u\p{Rz}, which is a harmonic function near D\cl{\D}. We have the Poisson integral

uR(reiθ)=12π02π1r212rcos(θt)+r2uR(eit)dt    uR(x,0)=12π02π1x212xcos(t)+x2uR(eit)dt.\begin{gathered} u_R\p{re^{i\theta}} = \frac{1}{2\pi} \int_0^{2\pi} \frac{1 - r^2}{1 - 2r\cos\p{\theta - t} + r^2} u_R\p{e^{it}} \,\diff{t} \\ \implies u_R\p{x, 0} = \frac{1}{2\pi} \int_0^{2\pi} \frac{1 - x^2}{1 - 2x\cos\p{t} + x^2} u_R\p{e^{it}} \,\diff{t}. \end{gathered}

Since uRu_R is smooth, we may differentiate under the integral sign to get

uRx(x,0)=12π02π2x(12xcos(t)+x2)+(1x2)(2cos(t)+2x)(12xcos(t)+x2)2uR(eit)dt.\pder{u_R}{x}\p{x, 0} = \frac{1}{2\pi} \int_0^{2\pi} \frac{-2x\p{1 - 2x\cos\p{t} + x^2} + \p{1 - x^2}\p{2\cos\p{t} + 2x}}{\p{1 - 2x\cos\p{t} + x^2}^2} u_R\p{e^{it}} \,\diff{t}.

Hence, because u(z)[0,1]u\p{z} \in \br{0, 1}, we get the upper bound by integrating over where cost\cos{t} is non-negative in the following:

uRx(0,0)=12π02π2cos(t)uR(eit)dt12ππ/2π/22cos(t)dt2π.\begin{aligned} \abs{\pder{u_R}{x}\p{0, 0}} &= \abs{\frac{1}{2\pi} \int_0^{2\pi} 2\cos\p{t} u_R\p{e^{it}} \,\diff{t}} \\ &\leq \frac{1}{2\pi} \int_{-\pi/2}^{\pi/2} 2\cos\p{t} \,\diff{t} \\ &\leq \frac{2}{\pi}. \end{aligned}

By the chain rule, uRx(x,y)=Rux(x,y)\pder{u_R}{x}\p{x, y} = R\pder{u}{x}\p{x, y}. Sending R1R \to 1, we see ux(0,0)2π\abs{\pder{u}{x}\p{0, 0}} \leq \frac{2}{\pi}. If we define f ⁣:S1R\func{f}{S^1}{\R} by f(eiθ)=1f\p{e^{i\theta}} = 1 when cos(θ)0\cos\p{\theta} \geq 0 and 00 otherwise, then clearly fL1(S1)f \in L^1\p{S^1}, and so

u(z)=12π02π1r212rcos(θt)+r2f(eit)dtu\p{z} = \frac{1}{2\pi} \int_0^{2\pi} \frac{1 - r^2}{1 - 2r\cos\p{\theta - t} + r^2} f\p{e^{it}} \,\diff{t}

defines a harmonic function with ux(0,0)=2π\pder{u}{x}\p{0, 0} = \frac{2}{\pi}. Moreover, u(z)0u\p{z} \geq 0 since the integrand is non-negative, and

u(z)12π02π1r212rcos(θt)+r2dt=1,u\p{z} \leq \frac{1}{2\pi} \int_0^{2\pi} \frac{1 - r^2}{1 - 2r\cos\p{\theta - t} + r^2} \,\diff{t} = 1,

so u(z)[0,1]u\p{z} \in \br{0, 1}, i.e., the upper bound is achieved.