Spring 2021 - Problem 7

harmonic functions

Let Ω={zC|Rez>0 and Imz>0}\Omega = \set{z \in \C \st \Re{z} > 0 \text{ and } \Im{z} > 0}. Show that there exists a unique bounded harmonic function u ⁣:ΩR\func{u}{\Omega}{\R} such that for all x>0x > 0 and y>0y > 0,

limt0u(x+it)=0andlimt0u(t+iy)=1.\lim_{t\to0} u\p{x + it} = 0 \quad\text{and}\quad \lim_{t\to0} u\p{t + iy} = 1.
Solution.

First, we show uniqueness. If u,vu, v are two such harmonic functions, then uv=0u - v = 0 on Ω\partial\Omega. Since uvu - v is bounded, we may apply the Phragmèn-Lindelöf method to see that the maximum principle still applies, so uv0u - v \leq 0 on Ω\Omega. Applying the same argument to vuv - u, we see that uv=0u - v = 0 on Ω\Omega, so we have uniqueness.

For existence, first consider φ(z)=z2\phi\p{z} = z^2 and ψ(z)=ziz+i\psi\p{z} = \frac{z - i}{z + i}. Observe that φ\phi maps Ω\Omega conformally to the upper half-plane H\H, the negative real-axis to itself, and the positive imaginary axis to the negative real axis. Similarly, ψ\psi maps H\H conformally to D\D, maps the negative real axis to the arc (0,π)\p{0, \pi}, and maps the positive real axis to the arc (π,2π)\p{\pi, 2\pi}. Thus, ψφ\psi \circ \phi maps Ω\Omega conformally to D\D, sending the positive real axis to the arc (π,2π)\p{\pi, 2\pi} and the positive imaginary axis to (0,π)\p{0, \pi}. On S1S^1, define

f(eiθ)={1if 0θ<π0if πθ<2π,f\p{e^{i\theta}} = \begin{cases} 1 & \text{if } 0 \leq \theta < \pi \\ 0 & \text{if } \pi \leq \theta < 2\pi, \end{cases}

which is certainly in L1(S1)L^1\p{S^1}. Hence, its Poisson integral vv defines a harmonic function on D\D such that v(z)f(eiθ)v\p{z} \to f\p{e^{i\theta}} as zeiθz \to e^{i\theta} at points of continuity of ff. In particular, v(z)1v\p{z} \to 1 on 0<θ<π0 < \theta < \pi and v(z)0v\p{z} \to 0 on π<θ<2π\pi < \theta < 2\pi as zeiθz \to e^{i\theta}. Thus,

u=vψφ ⁣:ΩRu = \func{v \circ \psi \circ \phi}{\Omega}{\R}

has the desired properties, since ψφ\psi \circ \phi is continuous up to the boundary.