Let u∈C∞(R) be smooth 2π-periodic. Show that there exists a bounded holomorphic function f+ in the upper half-plane Imz>0 and a bounded holomorphic function f− in the lower half-plane Imz<0, such that
u(x)=ε→0lim(f+(x+iε)−f−(x−iε)),x∈R.
Solution.
Since u is 2π-periodic, then function u(ilogz) is a well-defined smooth function on S1. We may then solve the Dirichlet problem on the disk with boundary data u(ilogz) to get a harmonic function v(z) on the disk which is continuous on D. Since D is simply connected, there exists a holomorphic function g on D such that Img=v. Then f(z)=g(eiz) is a holomorphic function on the upper half-plane H such that for any x∈R,
Imf(x)=Img(eix)=v(eix)=u(x).
Let f+=2if, and by Schwarz reflection, f−(z)=f+(z) is a holomorphic function on the lower half-plane. Then