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Green Functions, Harmonic Measure, and Conformal Invariance
1 · Prerequisites
- Absolute and Conditional Convergence; Rearrangement; Products
- Analytic Majorants and the Cauchy–Kovalevskaya Theorem
- Analyticity of Holomorphic Functions; Liouville and Morera
- Approximation and Compactness in C(K)
- Arc Length and Rectifiable Curves
- Areas of Elementary Plane Figures
- Binary Operations, Monoids, Groups and Subgroups
- Bounded Variation and the Riemann–Stieltjes Integral
- Compact Operators and Riesz Schauder Theory
- Compactness
- Compactness in Metric Spaces
- Completeness, Completion, and Uniform Continuity
- Complex Differentiability and the Cauchy–Riemann Equations
- Complex Power Series and Analytic Functions
- Conformal Mapping, Branches, and the Schwarz Lemma
- Connectedness
- Constant Rank, Submersions, Immersions and Regular Level Sets
- Construction of the Natural Numbers
- Construction of the Real Numbers via Cauchy Sequences
- Construction of the Real Numbers via Dedekind Cuts
- Continuity, IVT, EVT, and Uniform Continuity
- Contour Integration
- Cosets, Index and Lagrange's Theorem
- Countability and Uncountability
- Countability Axioms and Cardinal Functions
- Darboux, L'Hôpital, and Taylor's Theorem
- Density Separability and Convolution in Lᵖ
- Determinants of Matrices over a Commutative Ring
- Distributions Test Functions and Differentiation
- Divisibility, Euclidean Domains, Principal Ideal Domains and Unique Factorisation
- Dual Spaces, Bilinear and Quadratic Forms, and Sylvester's Law of Inertia
- Euclidean Surface Measure, Divergence, and Green Identities
- Filters and Ultrafilters
- Finite Counting, Factorials and Binomial Coefficients
- Finite Probability and the Probabilistic Method
- Foundations of the Real Numbers for Analysis
- Fubini and Change of Variables
- Function Space Topologies and the Exponential Law
- Fundamental Solutions Newtonian Potentials and Green Functions
- Fundamental Trigonometric Identities
- Gaussian Elimination, Elementary Matrices and Reduced Row Echelon Form
- Goursat's Theorem and Cauchy's Theorem in a Convex Domain
- Group Actions, Orbits, Stabilisers and Cayley's Theorem
- Harmonic Functions and Mean Values in Rn
- Harmonic Functions and the Poisson Integral
- Hausdorff via the Diagonal
- Hereditary and Productive Behaviour of the Separation Axioms
- Holomorphic Functions of Several Complex Variables
- Ideals, Quotient Rings and the Isomorphism Theorems for Rings
- Improper and Parameter-Dependent Multiple Integrals
- Improper Integrals
- Inner Product Spaces, Gram-Schmidt, Projections and Adjoints
- Isolated Singularities and Laurent Series
- Lebesgue Measure on Euclidean Space
- Limits of Real Functions
- limsup, liminf, and Subsequential Limits
- Line Integrals and the Gradient Theorem
- Linear Independence, Bases and Dimension
- Linear Transformations, Rank-Nullity and Quotient Spaces
- Matrices, the Matrix of a Linear Map, and Change of Basis
- Maximum Principles Harnack and Liouville in Rn
- Measurable Functions and Simple Approximation
- Measures and Their Basic Properties
- Metric Spaces
- Mixed Partials, Taylor Formulae, and Extrema
- Monotone Functions, Discontinuities, and Continuity Sets
- Monotone Sequences, Bolzano-Weierstrass, and Cauchy Completeness
- Normal Families and Montel's Theorem
- Normal Subgroups and Quotient Groups
- Normed and Banach Spaces
- Norming and Separation under Hahn–Banach
- Order, Zorn's Lemma, and the Axiom of Choice
- Outer Measure and the Caratheodory Extension Theorem
- Partitions of Unity and Paracompactness
- pi: the Equivalent Characterizations
- Polynomial Rings, the Division Algorithm and Roots
- Power Series and Real-Analytic Functions
- Product Measures and the Fubini Tonelli Theorems
- Properties of the Integral and the Working FTC
- Radon Measures and the Riesz Markov Kakutani Theorem
- Rank Theorems and Embedded Submanifolds
- Regular Surfaces and Surface Integrals
- Relations, Functions, and Quotients
- Riemannian Metrics Length Distance and Volume
- Rings, Subrings, Integral Domains and Fields
- Rⁿ as a Normed Space; Vector-Valued Functions
- Roots, Rational Powers, and Classical Inequalities
- Sard Theorem and Transversality
- Schwartz Space and the Plancherel Theorem
- Separation Axioms: the Hierarchy
- Sequences and Limits
- Sequences and Series of Functions; Uniform Convergence
- Series: Convergence and the Nonnegative Tests
- Sigma Algebras and Borel Sets
- Simple Field Extensions and the Construction of the Complex Numbers
- Sine, Cosine, and the Definition of Pi
- Smooth Manifolds and Smooth Maps
- Smooth Partitions of Unity and Exhaustions
- Smooth Vector Bundles and Sections
- Subharmonic Functions and the Dirichlet Problem
- Subspaces, Products, and Quotients
- Suprema and Infima
- Symmetric Groups, Cycle Decomposition and the Sign Homomorphism
- Tangent Cotangent and the Differential
- Tensor Fields Exterior Algebra and Differential Forms
- The Argument Principle and Rouché's Theorem
- The Ascoli–Arzelà Theorem
- The Cantor Set, Baire Category, and Measure Zero in ℝ
- The Complex Exponential and Euler's Formula
- The Derivative and the Mean Value Theorems
- The Determinant of a Linear Operator, Cofactors and Cramer's Rule
- The Divergence Theorem and Classical Stokes
- The Exponential Function
- The Fundamental Theorems of Calculus
- The Holomorphic Inverse Function Theorem and Weierstrass Preparation
- The Identity Theorem, the Maximum Principle and the Open Mapping Theorem
- The Inverse and Implicit Function Theorems
- The Inverse Function Theorem Completed
- The Lebesgue and Riemann Integrals Compared
- The Lebesgue Integral and the Convergence Theorems
- The Logarithm and General Powers
- The Lᵖ Spaces Holder Minkowski and Riesz Fischer
- The Maximal Function and Lebesgue Differentiation
- The Real Gamma and Beta Functions
- The Residue Theorem and the Evaluation of Real Integrals
- The Riemann Integral in Rᵐ and Jordan Content
- The Riemann Integral: Definition and Integrability
- The Riemann Mapping Theorem
- The Topology of Euclidean Space
- The Total Derivative in ℝᵐ → ℝⁿ
- The Winding Number and the Global Cauchy Theorem
- The ZFC Axioms and the Basic Set Constructions
- Topological Spaces and Continuity
- Topology of ℝ
- Triangularisation, Generalised Eigenspaces and Jordan Canonical Form
- Urysohn's Lemma and the Tietze Extension Theorem
- Vector Spaces, Linear Subspaces, Span and Direct Sums
- Volumes of Elementary Solids and Solids of Revolution
2 · Summary
This page develops the canonical Green kernel of a proper plane domain as the least nonnegative logarithmic-pole candidate. For bounded domains, a Perron corrector constructs that kernel under Countable Choice; the resulting kernel is positive off its pole and tends to zero at regular boundary points, with no boundary value asserted at irregular points. The logarithmic-modulus lemma supplies the harmonic pole term; analytic-boundary exhaustion and a smooth-corrector lemma support symmetry and domain monotonicity. A Riemann map gives the simply connected formula, while conformal covariance transports kernels between domains.
On bounded regular plane domains, harmonic measure is the unique Radon probability measure representing continuous boundary data through the Perron solution. The page derives the disc Poisson density, conformal transport, and harmonicity and comparison for Borel boundary sets. The final representation theorem uses a bounded regular domain, Dependent Choice, a bounded Laplacian, and the stated boundary regularity; its normal-derivative density has the additional analytic-boundary or explicit smooth-corrector hypotheses. The coefficient and sign are fixed by the convention .
3 · Logical flowchart
4 · Definitions, theorems and proofs
The canonical Green kernel of a plane domain
Definition
Let be a proper plane domain, that is, a nonempty connected open set with (A complex domain is a nonempty connected open subset of ), and let . Moduli are those of Real and imaginary parts, complex conjugation, and modulus, and harmonicity is that of Plane harmonic functions.
Logarithmic-pole candidates. A function is a logarithmic-pole candidate at when:
- for every ;
- is harmonic on ;
- extends harmonically across : there is a harmonic function on with
The function in clause 3 is the harmonic corrector of at ; it is unique when it exists, because two harmonic functions on the connected open set that agree on the nonempty open set agree on .
Order. Candidates at are compared pointwise on .
Canonical Green function. Suppose the family of candidates at is nonempty. Its canonical Green function is its pointwise least member, when such a member exists: a candidate with pointwise on for every candidate . A pointwise least member is unique, and it is written . If the family is empty, or if it is nonempty but has no pointwise least member, then is not defined by this definition. The domain is called Greenian when exists for every .
The coefficient of is fixed to equal exactly one, so for the canonical kernel the corrector is harmonic on all of and finite at .
Remarks
-
Leastness is a genuine restriction. On the punctured disc with , if exists then for every the function is another logarithmic-pole candidate at . The added term is nonnegative on and harmonic there by Logarithmic modulus is harmonic off its centre, so the corrector still extends harmonically across . The new candidate is strictly larger on . Thus the candidate clauses alone do not designate a unique function on this domain; the pointwise least-member clause does.
-
Promised boundary behaviour. On a bounded domain the canonical kernel has zero limit at every regular boundary point, in the sense of Barriers and regular boundary points, and no pointwise limit is required or asserted at an irregular boundary point. Both statements are proved later on this page together with the existence theorem; they are not part of the definition and are not assumed here.
-
Normalization relative to the PDE kernel. The published kernel of Fundamental solution for the positive operator minus Laplacian satisfies , so twice- times a Dirichlet Green function of that PDE page is a logarithmic-pole candidate with logarithmic coefficient one whenever the PDE correctors exist. The identification of the two normalizations, and the distributional identity , are not part of this definition: they are proved later on this page from that supplier.
-
Properness. The setting is a proper domain, ; nothing below asserts the existence of a canonical kernel on the whole plane.
Logarithmic modulus is harmonic off its centre
Statement
For every , the real-valued function is smooth and harmonic on . No choice principle is required.
Facts & Assumptions
Given: and the plane harmonicity and modulus conventions (Plane harmonic functions, Real and imaginary parts, complex conjugation, and modulus).
The real logarithm has derivative on (The natural logarithm has derivative 1/x and equals the integral from 1 to x of 1/t).
Proof
Write , , , and . Then . Repeatedly differentiating [F1] gives for ; composition with the polynomial therefore makes smooth on . Its first derivatives are and .
A further differentiation gives and . Their sum is zero at every . Thus is harmonic on by the plane harmonicity definition.
Conformal covariance of the canonical planar Green kernel
Statement
Let be proper plane domains that are Greenian in the sense of The canonical Green kernel of a plane domain, and let be a biholomorphism (Biholomorphic maps between complex domains). Then for every and every , No extension of to the Euclidean boundaries of the two domains is assumed: both inequalities are produced from the least-candidate characterization of the canonical Green kernel, not from boundary values.
Facts & Assumptions
Given: Proper plane domains and , a biholomorphism , and a pole . Moduli are those of Real and imaginary parts, complex conjugation, and modulus and harmonicity is that of Plane harmonic functions.
For a proper plane domain and the canonical Green function , when it exists, is the pointwise least nonnegative logarithmic-pole candidate at : a function nonnegative on , harmonic on , such that extends harmonically across ; a Greenian domain is one for which this least candidate exists for every pole (The canonical Green kernel of a plane domain).
A biholomorphism is a holomorphic bijection with holomorphic inverse (Biholomorphic maps between complex domains). An injective holomorphic map on a complex domain has nowhere-zero derivative (An injective holomorphic map has no critical point and is biholomorphic onto its image), holomorphic functions are real analytic and smooth (Holomorphic functions are real analytic and smooth in their two real coordinates), and if is holomorphic on a neighbourhood of with then on some neighbourhood of one has with holomorphic and (The order of a zero is the exponent in its local holomorphic factorization).
If is holomorphic and nowhere zero on a disc , there is a holomorphic logarithm on that disc with (A nonvanishing holomorphic function on a disc has a holomorphic logarithm); the real and imaginary parts of a holomorphic function with components are harmonic (The real and imaginary parts of a holomorphic function satisfy Laplace's equation and form a harmonic-conjugate pair).
If is harmonic on an open set and is holomorphic on an open set with , then is harmonic on , and sums and differences of harmonic functions are harmonic (Plane harmonicity is preserved by holomorphic and antiholomorphic changes of coordinate); the chain rule gives for a biholomorphism (The chain rule for complex derivatives).
Proof
Since is injective and holomorphic on the domain , [F2] gives ; thus the holomorphic function has a zero of order one at , so by [F2] there is a disc and a holomorphic on with and . Making smaller, is nowhere zero on , so [F3] provides a holomorphic on with ; then both components of are by [F2], so is harmonic on by [F3], and for because .
The inverse is holomorphic by [F2], and by [F4] its derivative satisfies ; the same computation as in step 1.1, applied to at the pole , therefore supplies a disc and a harmonic function on it with
Define for . Then is a logarithmic-pole candidate at on : it is nonnegative because is, it is harmonic by [F4] because is harmonic on and is holomorphic on with image , and extends across to a harmonic function, because the bracket is the harmonic corrector of composed with and is harmonic by step 1.1.
Symmetrically, for is a logarithmic-pole candidate at on : nonnegativity, harmonicity and the logarithmic pole follow as in step 2.1 with the roles of and exchanged, the local harmonic remainder being supplied by step 1.2.
By the least-candidate characterization in [F1] applied on , the candidate of step 2.1 dominates the canonical kernel: for all .
Applying [F1] on to the candidate of step 3.1 gives for all ; substituting for yields the reverse inequality .
The two inequalities of steps 3.2 and 4.1 are opposite, so for every . Only the least-candidate order of [F1] and the local behaviour of the two biholomorphisms were used: neither nor was extended to a boundary point.
Analytic-boundary exhaustion of a plane domain
Statement
Every plane domain admits an increasing sequence of relatively compact connected open subsets of whose boundaries are real-analytic regular in the following one-sided sense: for every and every there are a neighbourhood of and a real-analytic function of one real variable, defined on an open interval, such that, after relabelling the two coordinate axes if necessary, and is one of the two connected components of ; such that every compact lies in for all sufficiently large . If is finite, the sequence may be chosen with from the outset.
Facts & Assumptions
Given: A plane domain , that is, a nonempty connected open set (A complex domain is a nonempty connected open subset of ), and a finite set . For and we write ; open and closed sets, interior, closure and boundary are those of Interior, closure, boundary, limit point, isolated point and dense subset of a metric space, compactness is that of Open cover, subcover, compact metric space, and compact subset of a metric space, and is the closed disc. A boundary is called real-analytic regular when it has the one-sided local graph description fixed in the Statement; such a boundary is in particular locally the zero set of a real-analytic function with nonvanishing gradient.
The rationals are countably infinite, a product of two at most countable sets is at most countable, is countable, subsets of at most countable sets are at most countable, and a nonempty set presented by a surjection has a least-index element . Consequently the points of , the positive rational radii, finite tuples of points of , and the polynomials in two variables with rational coefficients all sit in fixed explicitly enumerated at most countable families. For any fixed endpoints, polygonal paths whose intermediate vertices lie in are indexed by such finite tuples. A nonempty subfamily of any of these enumerated families has a least-index member ( is countably infinite, A product of two at most countable sets is at most countable, , Every subset of an at most countable set is at most countable, A nonempty set is at most countable iff it is a surjective image of ).
Between any two real numbers there is a rational number, and a point of is described by its real part, imaginary part and modulus, whose elementary order properties make dense: given and , choosing rationals and gives (ℚ is dense in every Archimedean ordered field, Real and imaginary parts, complex conjugation, and modulus).
An open connected subset of is polygonally connected, so any two of its points are joined by a polygonal path inside it; every connected component of an open subset of is open and polygonally connected, and a component is the largest connected subset containing each of its points, so every connected subset of an open set that meets a component is contained in that component (For an open subset of , connectedness, path-connectedness and polygonal connectedness are equivalent, Every connected component of an open subset of is open and polygonally connected, Connected components, quasicomponents, and totally disconnected spaces).
A convex subset of the plane is path connected by the straight segment ; every open or closed Euclidean disc is convex by the triangle inequality. Every path-connected space is connected; a polygonal path is a continuous map of a compact interval with connected image; and the continuous image of a connected space is connected (Every path-connected space is connected, and every path component lies inside a component, A finite concatenation of straight segments in is a continuous path, A continuous image of a connected space is connected, and connectedness is a topological property).
A subset of is compact exactly when it is closed and bounded, every open cover of a compact set has a finite subcover, the continuous image of a compact set is compact, a continuous real function on a nonempty compact metric space attains its infimum, and a finite union of compact sets is compact (Heine-Borel in : with the Euclidean metric a subset of is compact if and only if it is closed and bounded, and the proof by bisection uses no choice principle; the same holds on the real line, Open cover, subcover, compact metric space, and compact subset of a metric space, A continuous image of a compact space is compact; a continuous real-valued map on a nonempty compact space attains a maximum and a minimum; and a continuous bijection from a compact space to a Hausdorff space is a homeomorphism, A continuous real-valued function on a nonempty compact metric space is bounded and attains a greatest and a least value).
Distance to a nonempty set is the infimum (Bounded subset, diameter, distance from a point to a set, and distance between two sets in a metric space); is one-Lipschitz and hence continuous, with and exactly when . If is nonempty compact, attains its minimum on by the extreme-value theorem [F5], so the point-to-set distance is attained. Also for nonempty sets, and for all (, so the distance to a fixed nonempty set is -Lipschitz, The closure of a nonempty is , equals together with its limit points, and is the smallest closed superset, A continuous real-valued function on a nonempty compact metric space is bounded and attains a greatest and a least value).
A union of connected sets in which every member meets one fixed connected member is connected, and a union of connected sets with a common point is connected (A union of connected subspaces with a point in common is connected, and so is a union of a family in which every member meets a fixed connected member).
On a nonempty compact metric space, a unital real subalgebra of the real continuous functions that separates points is uniformly dense (Real Stone--Weierstrass theorem for compact metric spaces). On a fixed closed disc with , every real-coefficient polynomial can be uniformly approximated by a rational-coefficient polynomial: choose rationals with , which is possible by density of in and finiteness of ; then throughout the disc. Thus the rational-coefficient polynomials are also uniformly dense there.
For a map on an open , the critical value set is null, a subset of a null set is null, and no nondegenerate interval is null (Morse-Sard for Euclidean maps, Measure zero and content zero in by countable and finite cube covers, A sequence of intervals covering has total length at least , so no interval of positive length has measure zero).
Polynomials in the two real coordinates are real analytic and maps of the plane, finite sums and products of Euclidean maps are , and a real-analytic map is smooth at every point of its domain (Real-analytic maps between open subsets of the coordinate plane, Euclidean maps are closed under componentwise algebra and composition).
A real-analytic map with invertible derivative has a real-analytic local inverse. If a real-analytic function of two variables has invertible at a point where , then near that point its zero set is exactly the graph of a real-analytic function of the first variable (Real analytic inverse and implicit functions).
Proof
Fix and the finite set . If , put (and when ) and for : then , the discs increase with , each boundary is the zero set of the real-analytic polynomial whose gradient does not vanish there, so after relabelling the axes [F11] exhibits that zero set near each of its points as the graph of a real-analytic function with the disc equal to one of the two local sides; hence each is real-analytic regular in the one-sided sense of the Statement, and every compact is bounded, hence lies in for all large . So assume from now on that , in which case is a nonempty closed set.
List as the closed discs with , a positive rational and , in increasing order of the index of the datum in the enumeration of [F1]. Every compact is covered by finitely many of the : for openness gives by [F6], and [F1] together with [F2] supplies and a positive rational with and ; every with then has and therefore by [F6], so while . The interiors of the listed discs thus cover the compact set , and compactness extracts a finite subcover, whose largest index we call .
For every nonempty compact the number is positive: by [F6] the continuous function attains over its minimum, which is , at some , and would put in . Moreover for every , by [F6] and the defining infimum of .
Let be the least-indexed point of lying in , which exists by [F1] and [F2] because is nonempty and open, and let be the centre of . For each fixed endpoint , [F3] supplies a polygonal path in from to . Its compact image has positive distance from : the distance function is continuous and positive on that compact subset of the open set , so it attains a positive minimum by [F5] and [F6]. Perturbing each non-endpoint vertex by less than half that distance keeps every segment in , because each corresponding point on a perturbed segment moves by at most the maximum endpoint perturbation. Density of therefore gives a path with the same endpoints and all intermediate vertices in . For each of these finitely many fixed endpoints, [F1] selects the least-indexed such path from the countable family of finite tuples of rational intermediate vertices; the endpoints, including arbitrary points of , remain fixed. Let be the union of these paths with . Then is a nonempty compact connected subset of with : each path is a continuous image of a compact interval, hence compact and connected by [F4] and [F5], the disc is compact and connected by [F4] and [F5], and every member of the union meets the fixed connected member that is the path from to , so [F7] applies.
Fix an integer and a nonempty compact connected set with ; the base case is supplied by step 1.4. Put by step 1.3 and let be the continuous function Then on and on , so is continuous with on and on .
Let be the least integer with ; such an integer exists because that set is bounded, since compactness gives , and a nearest point gives by [F5] and [F6]. The real-coefficient polynomials in the two coordinates form a unital real subalgebra of containing both coordinate functions, hence separating points, so by [F8] some real-coefficient polynomial satisfies . Since , [F8] lets us approximate the finitely many coefficients of by rationals so that the resulting rational-coefficient polynomial differs from by less than uniformly on this disc. Thus some rational-coefficient polynomial satisfies ; take the least-indexed one in the enumeration of [F1]. By [F10] the polynomial is real analytic and on the whole plane.
Let , compact by [F5] and continuity of , and let , which is compact by [F5] and null by [F9] because it is a set of critical values of the function . The interval is nondegenerate, so it is not contained in by [F9]; being the complement of the closed set inside an interval, is open and nonempty, so by [F1] and [F2] it contains rationals, and we let be its least-indexed rational point. Consequently whenever and , since otherwise .
Let be the connected component of the open set containing , which exists because is connected and : on we have , so there by step 2.1, hence by steps 3.1 and 4.1. Thus is a nonempty open connected set with , the inclusion by maximality of components.
. Every point with has , because by step 3.1; hence by step 2.1 and by steps 3.1 and 4.1. So the circle is disjoint from , and the connected set , which contains , lies in the component of the complement of that circle.
, and is a compact subset of . Let . If then by step 2.1 and by steps 3.1 and 4.1, contradicting ; hence , and by step 1.3 and [F6] , so . Passing to closures, [F6] gives , and that set is closed, bounded by step 3.1 and contained in by the same distance inequality, hence compact by [F5].
, and at every point of . Let . Since and is continuous, while lies in the closure of , we get ; and by steps 6.1 and 6.2. If , then contains a disc around ; is connected by [F4] and meets because is a boundary point of , so by maximality of components, making an interior point of and contradicting . Hence , and by step 4.1.
Construction of the next compact set. Let be the least-indexed point of lying in , which exists by [F1] and [F2] because is nonempty and open, let be the centre of , and let be the union of the two least-indexed polygonal paths whose intermediate vertices lie in , from to and from to . These paths exist by the argument of step 1.4; their endpoints are rational as well. Then is a nonempty compact connected subset of with , so that the construction of step 2.1 can be applied to it: compactness follows from [F5] and step 6.2, and connectedness from [F7], because meets at , while meets at , and each of the three members is connected by [F3], [F4] and step 6.2. Moreover .
The boundary is real-analytic regular. Fix . By step 7.1, after relabelling axes, . Apply the inverse assertion of [F11] to , whose Jacobian determinant at is . Restrict its analytic inverse to a rectangle about and put . The first coordinate identity forces . Thus the zero set in is the graph , and the positive and negative sides are respectively and . Both are connected, being continuous images of convex rectangles; they are the two components of the complement of the graph in . The positive side meets since , so maximality of the component puts that whole side in . Conversely lies in that side by its definition. Every graph point is approached by points of the positive side and belongs to neither open side, hence is exactly the graph. This proves the required one-sided regularity without assuming the sign of . The same local argument with the negative side applies to the discs in step 1.1.
Applying the construction of steps 2.1 through 5.1 to the admissible set of step 7.2 produces the connected component of containing , so . Since by step 7.2 and is a component, maximality of components yields .
Every compact lies in for all sufficiently large . By step 1.2 there is with . For each the set satisfies by steps 1.4 and 7.2, and by step 5.1 applied to , while for by step 8.2; hence for every .
The sequence obtained by applying steps 2.1 through 7.2 inductively, starting from of step 1.4, consists of nonempty relatively compact connected open subsets of with real-analytic regular boundary by steps 6.2 and 8.1, contains in because by steps 1.4 and 5.1, and exhausts in the required sense by step 9.1. Every selection made above is either a finite selection or a least-index selection in one of the fixed at most countable families of [F1], or the least-indexed rational point of a nonempty open set, whose existence is [F2]; no choice principle was used.
Green functions exist on all bounded plane domains
Statement
Assume Countable Choice. Let be a bounded complex domain and let . Put , let be the boundary datum it induces, and let be the regularized Perron envelope of The Perron envelope and its regularization with datum . Then is the canonical positive Green kernel of The canonical Green kernel of a plane domain: it is harmonic on , the function extends harmonically across , it is strictly positive off , it is bounded on for every , and at every regular boundary point (Barriers and regular boundary points); no boundary value is prescribed at an irregular boundary point. Moreover as distributions on . Countable Choice is used for the cited distributional Poisson identity; the cited Perron envelope theorem has a choice-free directed-supremum proof. The boundary values of at regular points are the only boundary information.
Facts & Assumptions
Given: A bounded complex domain (A complex domain is a nonempty connected open subset of ), a point , and Countable Choice (The Axiom of Countable Choice ()). Perron families and envelopes are those of The Perron lower family for continuous boundary data and The Perron envelope and its regularization, the Perron datum is with , harmonicity and subharmonicity are those of Plane harmonic functions and Subharmonic functions on plane domains, distributions are those of Distributional harmonicity and Poisson's equation on an open subset of Rn, and the kernel candidate for is from Fundamental solution for the positive operator minus Laplacian.
For a proper plane domain and , the canonical Green function , when it exists, is the pointwise least nonnegative function that is harmonic on and satisfies: extends harmonically across (The canonical Green kernel of a plane domain).
For a continuous datum on the boundary of a bounded complex domain, the Perron family is nonempty, every satisfies , the constant lies in the family, and (The Perron family is nonempty and uniformly bounded by the boundary data).
The regularized Perron envelope is harmonic on (The regularized Perron envelope is harmonic), and by definition , so (The Perron envelope and its regularization).
A harmonic function is with , a function with is subharmonic, and a sum of a subharmonic function and a harmonic function is subharmonic (Plane harmonic functions, A C^2 function is subharmonic exactly when its Laplacian is nonnegative, Positive linear combinations and finite maxima preserve subharmonicity, Subharmonic functions on plane domains).
The function is harmonic on (Logarithmic modulus is harmonic off its centre), and composition with translations and other holomorphic maps preserves harmonicity (Plane harmonicity is preserved by holomorphic and antiholomorphic changes of coordinate).
A nonnegative harmonic function on a domain in , , is either identically zero or strictly positive everywhere (Nonnegative harmonic function with an interior zero vanishes).
Assume Countable Choice. for (Fundamental solution for the positive operator minus Laplacian); the associated regular distribution satisfies in for every (The negative Laplacian of the fundamental solution is the unit Dirac distribution); the map from modulo almost-everywhere equality to distributions is linear (Locally integrable functions embed in distributions); and distributional differentiation extends classical differentiation of functions and is linear (Distributional differentiation is continuous and commutes).
A regular boundary point of a bounded complex domain is one at which the regularized Perron envelope of every continuous datum has limit equal to the datum at (Barriers and regular boundary points).
Proof
Since is an interior point of the bounded domain , the distance is positive, and is bounded above on by the diameter of ; by [F9] the continuous function attains finite extrema and on . Also is continuous: is continuous and takes values bounded away from on , and is continuous and real on positive .
Every Perron lower function is dominated by : let and put on the bounded complex domain . Then is subharmonic by [F4], since is subharmonic and is harmonic on by [F5]. At every boundary point of the boundary limsup of is at most : at the function is continuous with value , so ; at the puncture one has on by [F2] while , so . Since is a bounded complex domain and the datum is continuous on its boundary, , and [F2] applied to that domain gives on .
Leastness among all candidates: let be any nonnegative logarithmic-pole candidate at on . Near the function agrees with a harmonic function on some disc by [F1], so on one has , since ; gluing the harmonic functions on and on along their agreement on the connected set produces a harmonic extension of to all of .
Boundary behaviour: at a regular boundary point one has by [F8], while is continuous at with ; hence . At an irregular boundary point no limit is asserted, and none was used: the construction of involved only and the Perron envelope of .
Let . By [F3] the function is harmonic on , and since while is the limit of suprema of values of over shrinking discs, on ; so is bounded.
Consequently for every by [F2] and step 1.2, and then, since is continuous at every , [F3] gives Hence for .
The extension of step 1.3 belongs to : it is harmonic, hence subharmonic, on by [F4], and at each its boundary limsup is , because . Therefore on by [F2] and [F3], so ; restricting to , where , gives , that is .
The function is harmonic on , being the difference of the harmonic functions and there by [F4] and steps 2.1, 2.2. Moreover and the right-hand side is harmonic on all of by step 2.1; so extends harmonically across and is a nonnegative logarithmic-pole candidate at in the sense of [F1].
Boundedness away from the pole: fix . On the set the function satisfies where is the diameter of , and by step 2.1; hence is bounded there.
The candidate is strictly positive off the pole: if for some , then the nonnegative harmonic function on the complex domain would be identically zero by [F6]; but as by steps 2.1 and 2.2, so is unbounded and not identically zero. Hence for every .
Distributional normalization: on one has by the two-dimensional branch of [F7], and with ; extend arbitrarily at the single point . By the linearity of the embedding in [F7], , and by the linearity of distributional differentiation and its agreement with classical differentiation on functions, because by [F7] and by [F7] and [F4]. This is the sense in which on .
Since was an arbitrary nonnegative logarithmic-pole candidate, steps 3.1, 4.1 and 2.3 show that is the pointwise least such candidate and is strictly positive; by [F1] it is the canonical Green kernel of at .
The stated Countable Choice is used exactly in the cited distributional identity and classical-differentiation comparison of [F7]. The cited Perron envelope theorem [F3] now uses a choice-free directed-supremum argument, and the construction of , the comparison of Perron lower functions and the boundary limits at regular points require no additional choice principle.
A planar barrier forces the regularized Perron envelope to have the prescribed boundary limit
Statement
Let be a bounded complex domain, let , and let be a barrier at in the sense of the published definition (Barriers and regular boundary points). Then is a regular boundary point: for every continuous boundary datum the regularized Perron envelope satisfies The limit is produced from the lower Perron family by squeezing the envelope between the barrier bounds; no boundary limit of at any other boundary point and no converse implication is used.
Facts & Assumptions
Given: A bounded complex domain (A complex domain is a nonempty connected open subset of ), a point , a barrier at , a continuous datum , and . Here is the topological boundary (Interior, closure, boundary, limit point, isolated point and dense subset of a metric space), boundedness is boundedness of the diameter (Bounded subset, diameter, distance from a point to a set, and distance between two sets in a metric space), and compactness is that of Open cover, subcover, compact metric space, and compact subset of a metric space. A barrier at is a subharmonic on with as inside and with the property that for every neighbourhood of there is such that for every .
A complex domain is a nonempty connected open subset of , and the Perron lower family consists of the subharmonic with at every ; the Perron envelope is the pointwise supremum and its upper semicontinuous regularization is (A complex domain is a nonempty connected open subset of , The Perron lower family for continuous boundary data, The Perron envelope and its regularization).
A barrier at is a subharmonic function on with , with as inside , and with the stated family of negative constants (Barriers and regular boundary points).
Nonnegative linear combinations of subharmonic functions are subharmonic, and every harmonic function is subharmonic because a function is subharmonic exactly when (Positive linear combinations and finite maxima preserve subharmonicity, A C^2 function is subharmonic exactly when its Laplacian is nonnegative, Plane harmonic functions).
Every member of for a continuous datum satisfies on (The Perron family is nonempty and uniformly bounded by the boundary data).
A subset of is compact exactly when it is closed and bounded, a closed subset of a compact set is compact, and a continuous real function on a nonempty compact set attains its maximum and minimum (Heine-Borel in : with the Euclidean metric a subset of is compact if and only if it is closed and bounded, and the proof by bisection uses no choice principle; the same holds on the real line, Open cover, subcover, compact metric space, and compact subset of a metric space, A continuous real-valued function on a nonempty compact metric space is bounded and attains a greatest and a least value).
Proof
The boundary is closed, and it is bounded because is bounded, so is compact by [F5]. Hence there is a neighbourhood of with for every , namely a disc around whose intersection with the boundary lies inside the open set . By the barrier property [F2] there is with for every . The set is a closed subset of the compact set , hence compact by [F5]. Put if ; otherwise, since the two displayed functions are continuous on the nonempty compact set , put This finite nonnegative number bounds both deviations that will be needed. Let be the least positive integer with , which exists because . Then for every both and , since bounds respectively and .
The function is subharmonic on by [F3], since is subharmonic, and constants are harmonic. It belongs to : at a boundary point its limsup is at most by the choice of and , and at it is at most by step 1.1. Therefore on by [F1], that is
Let and put . Then is subharmonic on by [F3], and at every boundary point its limsup is at most : at we have by step 1.1 and , while at we have by the upper-deviation bound in step 1.1. So for the constant datum , and [F4] gives the pointwise bound
Fix . Since as inside [F2], there is a neighbourhood of with on . Steps 2.1 and 2.2 apply to every and give, after taking suprema in and using that only strengthens the upper bound,
The regularization inherits the two bounds on a smaller neighbourhood. Indeed by the defining limit in [F1], so on ; and if for a neighbourhood of with for some , then every with lies in , so the supremum defining is at most and hence so is its limit
Given , apply step 1.1 with and step 3.1 with , where is the positive integer of step 1.1; then step 4.1 yields a neighbourhood of on which . Hence the limit exists and equals , that is, is regular in the sense of [F2]; the argument used only the barrier at , the continuity of at and the compactness of , and it made no use of boundary behaviour of at any other point.
Green correctors are smooth at analytic boundaries
Statement
Assume Countable Choice (The Axiom of Countable Choice ()). Let be a bounded complex domain whose boundary is a compact real-analytic curve: for every there are an open interval , a real-analytic parametrization with and , and a neighbourhood of with for which is one of the two components of . Let and let be the canonical Green kernel of Green functions exist on all bounded plane domains, with Perron corrector . Then every boundary point of is regular (Barriers and regular boundary points), the corrector extends to a function of class on the closure , and consequently extends to a function on whose trace on is identically zero. The extension is obtained locally from a holomorphic chart and the odd harmonic reflection across the analytic arc.
Facts & Assumptions
Given: Countable Choice and a bounded complex domain with the real-analytic boundary parametrizations of the statement, a point , and with its parametrization and neighbourhood (A real-analytic function on an open subset of is locally represented by a convergent real power series). Green kernels and Perron correctors are those of Green functions exist on all bounded plane domains.
For the bounded domain and , the canonical Green kernel exists and equals with and the regularized Perron envelope of ; is harmonic on and bounded, is positive and harmonic on , and as through at every regular boundary point (Green functions exist on all bounded plane domains).
Suppose there are a neighbourhood of a boundary point and a subharmonic on with: on ; as ; and for some smaller neighbourhood of . Then has a global barrier at , hence is regular (A local strict subharmonic peak function globalizes, A planar barrier forces the regularized Perron envelope to have the prescribed boundary limit).
If a function is harmonic on , continuous on its closure and vanishes on , then its odd reflection for and for is harmonic on the full unit disc (Harmonic and holomorphic Schwarz reflection across the real axis); every harmonic function is smooth, indeed real-analytic (Plane harmonic functions are smooth and real analytic).
If is nonconstant and holomorphic on a complex domain and , then is biholomorphic between neighbourhoods of and (Holomorphic inverse function theorem and local-degree criterion).
A real-analytic equals its convergent power series near (A real-analytic function on an open subset of is locally represented by a convergent real power series); the same series with complex coefficients converges on a disc in and defines a holomorphic function there (Complex series, absolute convergence, complex power series, and radius of convergence, The sum of a complex power series is analytic throughout its open disc of convergence), whose derivative at is the coefficient (A power-series sum is infinitely differentiable inside its radius and satisfies at its centre).
The function is harmonic on , composition with a holomorphic map preserves harmonicity, holomorphic functions have smooth real and imaginary components (Holomorphic functions are real analytic and smooth in their two real coordinates), and the real and imaginary components of a holomorphic function are harmonic (Logarithmic modulus is harmonic off its centre, Plane harmonicity is preserved by holomorphic and antiholomorphic changes of coordinate, The real and imaginary parts of a holomorphic function satisfy Laplace's equation and form a harmonic-conjugate pair); harmonic functions are subharmonic by the Laplacian criterion (A C^2 function is subharmonic exactly when its Laplacian is nonnegative). Thus is harmonic, and smooth, on .
Countable Choice supplies a choice function for every countable family of nonempty sets (The Axiom of Countable Choice ()). The Green-kernel existence and regular-boundary clause of [F1] inherit this hypothesis; [F1] is used at steps 5.1, 6.1 and 7.1.
Proof
Complexifying the chart: by [F5] the parametrization satisfies for small, with and . The complex power series converges on a disc and defines a holomorphic function there with for real and . By [F4] the map restricts to a biholomorphism from some disc onto an open neighbourhood of , and the two components of map onto the two components of , the latter being an arc of when . Replacing by if necessary, we may assume maps the upper half-disc onto .
A local peak on the domain: define, for , with the principal square root. Since is holomorphic on the half-disc --- there has positive real part, so it avoids --- both components of that holomorphic square root are smooth by [F6], so the components theorem makes harmonic and the Laplacian criterion makes it subharmonic on . Writing with gives with , so and because ; moreover as . Hence is subharmonic (by [F6], applied to the holomorphic ) and negative on , and it tends to at .
The peak is bounded away from on the boundary of a smaller neighbourhood. Let . Then is a neighbourhood of with , and by step 1.1; on that set , so step 2.1 gives .
Conclusion of regularity: step 3.1 verifies hypothesis 3 of [F2] for the subharmonic function of step 2.1, whose hypotheses 1 and 2 were also verified there; hence has a global barrier at and is a regular boundary point by [F2]. As was arbitrary, every boundary point of is regular.
Smoothness near the arc by reflection: Countable Choice [F7] licenses the Green kernel and its regular-boundary limits from [F1]. Fix and keep the chart of step 1.1. Choose small enough that remains in the chart and ; this is possible since , while step 1.1 puts the open upper half-disc in and its real diameter on . Define for . Then is harmonic there by [F6], since is harmonic on by [F1] and is holomorphic. At a real define the boundary value . This is a continuous extension across the diameter: whenever approaches from the upper half-disc, approaches the regular boundary point , so [F1] and step 4.1 give . On the upper semicircle of radius , the image lies in except at its two real endpoints; the same interior continuity and regular-boundary limits give continuity on the whole closed half-disc. Rescale by and apply [F3]; the odd reflection is harmonic on and smooth there. Choose ; its restriction to is therefore , including the real diameter near .
The corrector near the arc is : on the smaller closed half-disc of step 5.1 one has for interior , and this equality extends continuously to its real diameter using the regular boundary values. The reflected extension of is by step 5.1. Also is smooth on a neighbourhood of this closed half-disc: its compact image lies in , hence at positive distance from , and is smooth on the ambient open set . Thus gives a extension of across the real diameter. Transport through the local biholomorphism gives a extension of to an ambient neighbourhood of the boundary arc near .
Since was arbitrary, step 6.1 supplies a ambient extension near every boundary point; interior harmonicity supplies smoothness at every interior point. On overlaps the restrictions of these extensions to equal the same , and continuity makes their boundary values and one-sided derivatives agree on . The extensions need not agree outside ; their local existence is exactly the asserted regularity on the closure. Finally for ; since is smooth away from , is on in the same local-extension sense, and its trace on vanishes by the boundary limits of [F1] in step 4.1.
Canonical Green kernels are unique, symmetric and domain monotone
Statement
Assume Countable Choice. Let be a Greenian plane domain (The canonical Green kernel of a plane domain). Then:
- a canonical Green kernel is unique: if a pointwise least logarithmic-pole candidate at exists, it is unique, so the notation is unambiguous;
- symmetry: for all distinct ;
- domain monotonicity: if are Greenian plane domains and are distinct, then . The inequality is in this direction: enlarging the domain increases the Green kernel.
Countable Choice is used only through the cited bounded-domain existence theorem and the cited PDE Green symmetry theorem.
Facts & Assumptions
Given: Countable Choice (The Axiom of Countable Choice ()); a Greenian plane domain (The canonical Green kernel of a plane domain), so is a nonempty connected open set with (A complex domain is a nonempty connected open subset of ); harmonicity in the sense of Plane harmonic functions; and distinct points in the symmetry part.
A logarithmic-pole candidate at on a proper plane domain is a nonnegative function on that is harmonic there and whose sum with extends harmonically across ; the canonical Green function is the pointwise least candidate, when such a member exists, a pointwise least member is unique, and is Greenian when exists for every (The canonical Green kernel of a plane domain).
Assume Countable Choice. If is a bounded complex domain and , then with , and one has is the canonical positive Green kernel of at , and as distributions on (Green functions exist on all bounded plane domains).
Every plane domain admits an increasing sequence of relatively compact connected open subsets whose boundaries are real-analytic regular in the one-sided sense: for every there are a neighbourhood of and a real-analytic function of one real variable with, after relabelling the two coordinate axes if necessary, and one of the two connected components of . Every compact lies in for all sufficiently large , and if is finite the sequence may be chosen with (Analytic-boundary exhaustion of a plane domain).
Let be a bounded complex domain whose boundary is a compact real-analytic curve, locally parametrized by a real-analytic with and on one side. Then for the Perron corrector extends to a function of class on ; consequently extends to a function on whose trace on is identically zero (Green correctors are smooth at analytic boundaries).
Assume Countable Choice. Let and let be a bounded domain carrying a Dirichlet Green function for whose designated harmonic correctors satisfy ; then for all distinct (Symmetry of the Dirichlet Green function).
Assume Countable Choice. A Dirichlet Green function for on is a function on pairs of distinct points such that for each pole there is a harmonic with on and , such that is harmonic off with zero boundary trace, and such that in (Dirichlet Green function for minus Laplacian).
A bounded domain is a nonempty bounded open set whose boundary is locally, after a rigid change of coordinates, the graph of a function with the set locally exactly the corresponding subgraph; connectedness is not required (Bounded C1 domains and their outward normals).
Assume Countable Choice and . The fundamental solution is for and for , (Fundamental solution for the positive operator minus Laplacian).
An increasing sequence of harmonic functions on a complex domain either tends to at every point or converges locally uniformly to a harmonic limit (An increasing harmonic sequence converges locally uniformly to a harmonic limit or diverges to +infinity).
A harmonic function on a punctured disc that is bounded on that punctured disc extends harmonically across the puncture (A bounded harmonic function near an isolated puncture extends harmonically).
Countable Choice: every family of nonempty sets indexed by has a choice function (The Axiom of Countable Choice ()).
The function is harmonic on (Logarithmic modulus is harmonic off its centre), and precomposition of a harmonic function with a holomorphic map is harmonic (Plane harmonicity is preserved by holomorphic and antiholomorphic changes of coordinate); hence is harmonic on .
A harmonic function is with (Plane harmonic functions), and finite sums of functions are with linear Laplacian ( Euclidean maps are closed under componentwise algebra and composition); hence sums and differences of harmonic functions are harmonic.
Assume Countable Choice. The map is complex-linear from into distributions, distributional differentiation is linear and continuous on , and it extends classical smooth differentiation (Locally integrable functions embed in distributions, Distributional differentiation is continuous and commutes).
A real-analytic function of one real variable is locally the sum of a convergent power series (A real-analytic function on an open subset of is locally represented by a convergent real power series), and such sums have derivatives of every order (A power-series sum is infinitely differentiable inside its radius and satisfies at its centre); hence a real-analytic function is .
Proof
By [F1] the canonical Green function on a Greenian is defined as the pointwise least member of the family of logarithmic-pole candidates at , and the definition records that a pointwise least member is unique; hence whenever it exists it is unique, as claimed in clause 1.
Domain monotonicity. Let be Greenian plane domains and let be distinct. The restriction of to is a logarithmic-pole candidate at on : it is nonnegative, it is harmonic on , and the corrector agrees with a harmonic function on by [F1] whose restriction to is harmonic, so the sum extends harmonically across inside . Leastness of gives , which is clause 3.
Symmetry setup. Assume Countable Choice and fix distinct . Apply [F3] with the finite set : there are relatively compact connected open subsets of with , real-analytic regular one-sided boundaries, and every compact subset of contained in for all large .
For each , is a bounded complex domain, its boundary is a compact real-analytic curve in the sense of [F4], and is a bounded domain in the sense of [F7]. Indeed is nonempty, open, connected and relatively compact, hence bounded; for the regularity of [F3] provides and a real-analytic with and equal to one of the two components of . Parametrizing that graph, after translating the parameter, by gives a real-analytic curve with for which is one of the two components of , so [F4] applies; and since is by [F15], after relabelling the axes and if necessary reflecting one of them the boundary is locally a graph with locally the corresponding subgraph, which is the structure required by [F7].
Fix a pole and . Since the sequence exhausts and is an interior point, for all large , and ; step 1.2 applied to the Greenian domains shows , and applied to it shows , a finite bound by [F1]. Hence the limit exists and lies in .
For each and each pole the canonical kernel exists by [F2] because is a bounded complex domain, and [F4] applied to shows that the Perron corrector is harmonic on , extends to , and that extends to a function on with trace identically zero on .
The limit is harmonic on . Let be nonempty, open and relatively compact; by [F3] there is with , so is an increasing sequence of harmonic functions on bounded above by , which is finite by [F1]. The first alternative of [F9] is therefore impossible and the second applies: the limit is harmonic on and the convergence is locally uniform there. As is arbitrary, is harmonic on .
For each , with correctors is a Dirichlet Green function for on in the sense of [F6] with designated correctors. Correctors: for , by [F8] and step 3.1, and is harmonic with on because has zero boundary trace; harmonicity off the pole and the zero trace of are step 3.1. Dirac identity: by [F2] and step 2.1, in , and linearity of the embedding and of distributional differentiation [F14] gives .
The limit is a logarithmic-pole candidate at on : it is nonnegative by step 2.2, harmonic by step 3.2, and is harmonic on by [F12] and [F13]. Near the function is bounded: below, by step 2.2, so by step 3.1, and is bounded on a neighbourhood of ; above, by step 2.2, so , and the right-hand side is harmonic on , hence bounded on a neighbourhood of by [F13]. Thus is harmonic and bounded on a punctured disc about , and [F10] extends it harmonically across ; so extends harmonically to and is a candidate in the sense of [F1].
Symmetry on the exhaustion domains. [F5] applies to the bounded domain of step 2.1, to the Dirichlet Green function of step 4.1 and to its correctors : hence for all distinct , and multiplying by , .
Identification of the limit. Leastness of among the candidates on the Greenian domain [F1] gives , while step 2.2 gives for every ; hence , that is for every .
Symmetry. Step 5.1 gives for every . Taking and applying step 5.2 with on the left and with on the right yields , which is clause 2 for the given pair; as were arbitrary distinct points of , symmetry holds throughout.
Choice accounting and scope. Countable Choice is used exactly through the bounded-domain existence theorem [F2], applied to each in step 3.1, and through the PDE Green symmetry theorem [F5] in step 5.1; the exhaustion [F3], the monotone bound of step 2.2, the Harnack limit of step 3.2, the removable-singularity step 4.2 and the comparison steps 1.1-1.2 and 5.2 use no choice principle. Steps 1.1-1.2, 6.1 establish the three clauses: 1.1 the uniqueness, 1.2 the domain monotonicity for arbitrary Greenian pairs, and 6.1 the symmetry for the Greenian fixed in step 1.3.
Green kernel of a simply connected plane domain from a Riemann map
Statement
Assume the Axiom of Choice for the existence of the Riemann map (Every proper homologically simply connected plane domain is conformally equivalent to the unit disc). Let be a homologically simply connected complex domain (Homologically simply connected complex domains) with , let , and suppose is a biholomorphism with . Then the canonical Green kernel of The canonical Green kernel of a plane domain is and this value is independent of the biholomorphism chosen: any other biholomorphism with gives the same function. Once is supplied, the identity uses no choice principle; the Axiom of Choice is used only by the cited existence theorem.
Facts & Assumptions
Given: A homologically simply connected complex domain , a point , and a biholomorphism onto the unit disc (The unit disc, the upper half-plane, and Blaschke factors, Biholomorphic maps between complex domains) with ; moduli are those of Real and imaginary parts, complex conjugation, and modulus and harmonicity is that of Plane harmonic functions.
For a proper plane domain and the canonical Green function is the pointwise least nonnegative logarithmic-pole candidate at : a function nonnegative on , harmonic on , with extending harmonically across (The canonical Green kernel of a plane domain).
A biholomorphism is a holomorphic bijection with holomorphic inverse; an injective holomorphic map on a complex domain has nowhere-zero derivative; a holomorphic function with a zero of order one at factors as with holomorphic and near (Biholomorphic maps between complex domains, An injective holomorphic map has no critical point and is biholomorphic onto its image, The order of a zero is the exponent in its local holomorphic factorization).
is harmonic on (Logarithmic modulus is harmonic off its centre); composition with a holomorphic map preserves harmonicity, and sums and differences of harmonic functions are harmonic (Plane harmonicity is preserved by holomorphic and antiholomorphic changes of coordinate); a nowhere-zero holomorphic function on a disc has a holomorphic logarithm there, whose real part equals when its exponential is , and is harmonic by the preceding logarithmic-modulus and composition facts (A nonvanishing holomorphic function on a disc has a holomorphic logarithm).
A harmonic function on a bounded domain that extends continuously to the closure attains its minimum on the boundary (Maximum and minimum principles for plane harmonic functions); a holomorphic self-map of fixing that attains equality in is a rotation (Schwarz lemma with the equality cases).
Assume the Axiom of Choice: every homologically simply connected and admit a biholomorphism with (Every proper homologically simply connected plane domain is conformally equivalent to the unit disc, The Axiom of Choice).
Proof
Because is an injective holomorphic map on the domain , [F2] gives ; hence has a zero of order one at , and [F2] provides a disc with for a holomorphic that is nowhere zero on . By [F3] there is a holomorphic on with , and is harmonic on because . The inverse is holomorphic by [F2].
On the unit disc the least logarithmic-pole candidate at is . Indeed is positive on , harmonic there by [F3], and extends harmonically across , so it is a candidate. If is any candidate at , then agrees on with a function harmonic on , hence is harmonic on by [F3]; on the circle it satisfies because , so the minimum principle [F4] applied on gives on that disc, and letting yields , that is .
If is another biholomorphism with , then is a biholomorphic self-map of fixing , so for all ; the same bound applied to gives , so is a rotation by [F4] and therefore for every . Hence on .
The function is a logarithmic-pole candidate at on : it is positive because on , it is harmonic on because it is the composite of the harmonic function on with the holomorphic by [F3], and its corrector across is the harmonic function of step 1.1.
Let be an arbitrary logarithmic-pole candidate at on and put for . Then is a candidate at on : it is nonnegative, harmonic by [F3] because is holomorphic by step 1.1, and extends harmonically across , because the first two terms are the harmonic corrector of composed with and the last term is for the holomorphic function , which satisfies , so that it has a holomorphic logarithm near by [F3].
By disc leastness, step 1.2 applied to the candidate of step 2.2 gives for every ; writing yields on . So is the pointwise least candidate and hence by [F1]; by step 1.3 the same formula holds for every biholomorphism sending to . The supplied biholomorphism is the only place where a choice principle could enter, and by [F5] its existence is exactly what the Axiom of Choice is assumed for.
Harmonic measure on a bounded regular plane domain
Definition
Let be a bounded complex domain (A complex domain is a nonempty connected open subset of ) every boundary point of which is regular in the sense of Barriers and regular boundary points, and let . The Euclidean boundary is closed and, being bounded, also bounded, hence compact (Heine-Borel in : with the Euclidean metric a subset of is compact if and only if it is closed and bounded, and the proof by bisection uses no choice principle; the same holds on the real line), and it carries the Borel -algebra (The Borel sigma-algebra of a topological space).
For every real continuous function , let denote the regularized Perron envelope of the bounded plane Dirichlet problem with boundary datum (The Perron envelope and its regularization).
A harmonic measure for at is a Radon Borel probability measure on , in the sense of Radon measure on an LCH space, such that
for every real continuous .
The measure is written in the superscript slot because it is a measure attached to the point ; for a fixed Borel set the assignment is a scalar function on , a distinct object from the measure itself.
Remarks
- Existence and uniqueness are not part of this definition. A harmonic measure for at is a Radon probability measure satisfying the displayed identity for all continuous data. Existence and uniqueness are proved later on this page, for every bounded regular plane domain and every ; this item only fixes the object and its test identity.
- No probabilistic interpretation is used. This library defines no Brownian motion and no hitting distribution, and none is invoked: the defining property above is the totality of what "harmonic measure" means here.
- The test identity is linear and normalized. Taking in the defining identity and using that the constant function solves its own Dirichlet problem gives for every candidate measure, which is why probability measures rather than arbitrary finite measures are used.
Existence and uniqueness of harmonic measure on a bounded regular plane domain
Statement
Assume Dependent Choice, as required by the published positive Riesz-Markov representation theorem (Positive C_0(X) functionals have finite regular representing measures, The axiom of dependent choice: a relation in which every element is related to something admits an -indexed chain). Then for every bounded regular plane domain , in the sense of Harmonic measure on a bounded regular plane domain, and every there is exactly one Radon Borel probability measure on with for every real continuous . Moreover, for each such the function is the unique continuous extension to that is harmonic on and agrees with on .
Facts & Assumptions
Given: A bounded complex domain every boundary point of which is regular (A complex domain is a nonempty connected open subset of , Barriers and regular boundary points, Harmonic measure on a bounded regular plane domain) and a point . Harmonicity is that of Plane harmonic functions; the Perron family and envelope are those of The Perron lower family for continuous boundary data and The Perron envelope and its regularization; Radon measures are as in Radon measure on an LCH space.
The boundary is closed, hence compact because is bounded, and carries the Borel sigma-algebra (Heine-Borel in : with the Euclidean metric a subset of is compact if and only if it is closed and bounded, and the proof by bisection uses no choice principle; the same holds on the real line, The Borel sigma-algebra of a topological space); the regularized Perron envelope of every continuous datum is harmonic on (The regularized Perron envelope is harmonic), and at every regular boundary point as inside (Barriers and regular boundary points).
Two functions continuous on and harmonic on with equal boundary values are equal (The bounded plane Dirichlet problem has at most one continuous harmonic solution); the constant belongs to the Perron lower family of any datum , the envelope satisfies , and (The Perron family is nonempty and uniformly bounded by the boundary data, The Perron envelope and its regularization).
Assume Dependent Choice. For a locally compact Hausdorff space and a bounded positive linear there is a unique finite regular Borel measure with and (Positive C_0(X) functionals have finite regular representing measures).
Proof
For a continuous datum define . Each is harmonic on and has the boundary limit at every boundary point by [F1], so the function equal to on and to on is continuous on ; by [F2] it is the unique continuous harmonic extension of .
The map is linear: for real and continuous the function is harmonic on and extends continuously to the boundary with values , so it equals by the uniqueness in step 1.1, and evaluating at gives .
The map is positive and normalized: if then the constant lies in the Perron family of by [F2], so and hence ; and because the constant function is a continuous harmonic extension of the boundary datum , so it equals by step 1.1. Consequently for every continuous , by applying positivity to and , and .
The boundary is compact by [F1], hence a locally compact Hausdorff space on which every continuous function has compact support, so ; by [F3] and there is a unique finite regular Borel measure on with for all continuous and .
The measure of step 3.1 is a Radon Borel probability measure representing every continuous boundary datum at , so it is a harmonic measure for at in the sense of the definition. If were another one, then for every continuous , so by the uniqueness in [F3]; hence the harmonic measure is unique.
Finally, for fixed continuous the function coincides with by the defining identity, so it is harmonic on and has the boundary values ; by step 1.1 it is the unique continuous harmonic extension. This is the only place where is used, through the representation theorem [F3]; the Perron input [F1] was used as a completed theorem.
Poisson density of harmonic measure on a disc
Statement
Assume Dependent Choice for the general representing-measure interface. Let , , and let be the harmonic measure of the disc at , in the sense of Harmonic measure on a bounded regular plane domain. Writing for the boundary point of angle , one has, for every Borel subset and with the arclength parameter on the circle, The explicit Poisson kernel identity itself is a choice-free calculation; Dependent Choice enters only through the uniqueness theorem for harmonic measure.
Facts & Assumptions
Given: A centre , a radius , a point , and Dependent Choice (The axiom of dependent choice: a relation in which every element is related to something admits an -indexed chain) for the uniqueness theorem. The Poisson kernel of the disc is as in The Poisson kernel on the unit disc, harmonic measure as in Harmonic measure on a bounded regular plane domain, and regular boundary points as in Barriers and regular boundary points.
For continuous the Poisson integral is harmonic on the unit disc, continuous on its closure, and equal to on the boundary, and it is the unique such function (The Poisson integral gives the unique continuous harmonic extension on the closed unit disc).
Under Dependent Choice, every bounded regular plane domain has exactly one harmonic measure at each interior point (Existence and uniqueness of harmonic measure on a bounded regular plane domain); the functions continuous on and harmonic on with equal boundary values coincide (The bounded plane Dirichlet problem has at most one continuous harmonic solution).
If is a barrier at a boundary point of a bounded complex domain , then is regular: for every continuous boundary datum the regularized Perron envelope has limit at (A planar barrier forces the regularized Perron envelope to have the prescribed boundary limit, Barriers and regular boundary points); a barrier at is a subharmonic on with as inside and with each boundary point outside a neighbourhood of kept away from uniformly.
The function is harmonic on (Logarithmic modulus is harmonic off its centre), and harmonicity is preserved by composition with holomorphic maps (Plane harmonicity is preserved by holomorphic and antiholomorphic changes of coordinate).
Proof
Every boundary point of a disc is regular. Fix and put , so that and . Define for . Then is harmonic on by [F4], since is the composition of with the translation , which is holomorphic and nowhere zero on the disc. Moreover for , so there; , so at by continuity of at . For every neighbourhood of , choose an open neighbourhood with . If is empty, the uniform separation condition in [F3] is vacuous and any works. Otherwise the continuous boundary extension of attains a strictly negative maximum on the nonempty compact set ; choosing this maximum as gives the required bound at every point of . Hence is a barrier at and is regular by [F3]; since was arbitrary, is a bounded regular plane domain.
For a continuous put and for . By [F1] applied to the unit disc, is harmonic on and continuous on its closure with boundary values . For the definition of the Poisson kernel gives, with , because and .
Since all boundary points of are regular by step 1.1, the regularized Perron envelope of a continuous datum is harmonic on and has the boundary limit at every boundary point; it is therefore a continuous harmonic extension of to the closure, and so is by step 1.2. Uniqueness [F2] gives , hence by step 1.2
Define the measure on by . The integrand is continuous and positive, so is a finite Borel measure on the compact circle, and step 2.1 says exactly that for every continuous ; taking and using the representation theorem of [F2], is a probability measure. Hence is a harmonic measure for at , and by the uniqueness in [F2], . Finally, the parametrization is arclength measured in units , so the density of with respect to is , which is the displayed second form.
Consequently the harmonic measure of the disc at has the Poisson density of the statement, in both its angle form and its arclength form, and it is a probability measure on the boundary circle. The kernel computation of steps 1.2 and 3.1 is choice-free; was used only in step 2.1 through the uniqueness theorem [F2] and in the identification of .
Conformal invariance of harmonic measure
Statement
Assume Dependent Choice. Let be bounded regular plane domains, in the sense of Harmonic measure on a bounded regular plane domain, and let be a biholomorphism (Biholomorphic maps between complex domains) that extends to a homeomorphism (Homeomorphism, open map, closed map, embedding, and what it means for a property to be topological). Then for every the pushforward boundary measure satisfies on all Borel subsets of . No pushforward of a boundary measure is asserted without the closure homeomorphism: the transport is proved by equality of continuous harmonic extensions and not by a boundary correspondence alone.
Facts & Assumptions
Given: Bounded plane domains all of whose boundary points are regular (A complex domain is a nonempty connected open subset of , Harmonic measure on a bounded regular plane domain), a biholomorphism , and a homeomorphism extending ; also Dependent Choice (The axiom of dependent choice: a relation in which every element is related to something admits an -indexed chain).
Under Dependent Choice the harmonic measures and exist and are the unique Radon Borel probability measures on the compact boundaries representing their Perron envelopes (Existence and uniqueness of harmonic measure on a bounded regular plane domain): for continuous data on and on , and .
Regularity of every boundary point means as inside , for every and every continuous ; hence is continuous on when set equal to on , and analogously for . Two continuous functions on , harmonic on , with equal boundary values coincide (Harmonic measure on a bounded regular plane domain, The bounded plane Dirichlet problem has at most one continuous harmonic solution).
Composition with a holomorphic map preserves harmonicity (Plane harmonicity is preserved by holomorphic and antiholomorphic changes of coordinate), and a homeomorphism between the closures restricting to a bijection carries onto (Homeomorphism, open map, closed map, embedding, and what it means for a property to be topological, Continuity of a map of topological spaces at a point and globally).
Two finite regular Borel measures on a compact space that agree on all continuous functions coincide (Positive C_0(X) functionals have finite regular representing measures, Radon measure on an LCH space).
Proof
The map is a bijection of the compact sets and restricting to the bijection ; therefore it maps onto , and it is a homeomorphism between the two boundaries. Consequently, for continuous the pullback is continuous on , and the pushforward is well defined on Borel subsets of .
For continuous on and on , the function is harmonic on by [F3], since is harmonic on , and it extends continuously to with boundary values , because extends continuously to with values by [F2] and maps onto by step 1.1.
The pushforward of step 1.1 represents the same value: by the defining property of in [F1] and the change of variables defining the pushforward,
The continuous harmonic extensions and of step 2.1 have the same boundary values on , so they coincide on by [F2]; at this is
Combining steps 3.1 and 2.2 with the defining property of in [F1] gives, for every continuous , Both sides are finite regular Borel measures on the compact boundary , so by [F4] they coincide as measures, and in particular on every Borel subset of .
Therefore on all Borel boundary sets. Dependent Choice was used only through the existence and uniqueness theorem [F1]; the transport itself is the identification of two continuous harmonic extensions with common boundary data, and no boundary behaviour of beyond the given closure homeomorphism was assumed.
Borel harmonicity and comparison of harmonic measure
Statement
Assume Dependent Choice. Let be a bounded regular plane domain, in the sense of Harmonic measure on a bounded regular plane domain. Then for every Borel set the function is harmonic on (Plane harmonic functions) and takes values in , and for every fixed the assignment is countably additive. If are bounded regular domains and is Borel, then The inequality is in this direction: enlarging the domain does not decrease the harmonic mass of a common boundary piece.
Facts & Assumptions
Given: Bounded regular plane domains in the sense of Harmonic measure on a bounded regular plane domain and A complex domain is a nonempty connected open subset of , a point of the relevant domain, and Dependent Choice (The axiom of dependent choice: a relation in which every element is related to something admits an -indexed chain). Harmonicity is that of Plane harmonic functions, distances to subsets are as in Distance from a point to a subset, and Radon measures are as in Radon measure on an LCH space.
Under Dependent Choice, for every bounded regular plane domain and every the harmonic measure exists and is the unique Radon Borel probability measure on with for every real continuous ; moreover is the unique continuous extension to that is harmonic on and agrees with on (Existence and uniqueness of harmonic measure on a bounded regular plane domain, Harmonic measure on a bounded regular plane domain).
A Radon measure on a locally compact Hausdorff space satisfies for every Borel , for every open , and for every compact (Radon measure on an LCH space).
If is an increasing sequence of harmonic functions on a complex domain, then either pointwise everywhere or converges locally uniformly to a harmonic function (An increasing harmonic sequence converges locally uniformly to a harmonic limit or diverges to +infinity).
If are measurable with pointwise, then (Monotone convergence for the integral).
For a bounded complex domain and continuous on and harmonic on , and (Maximum and minimum principles for plane harmonic functions).
For nonempty in a metric space, is -Lipschitz, hence continuous, and the set is closed for every (, so the distance to a fixed nonempty set is -Lipschitz, Distance from a point to a subset).
If is nonempty compact, nonempty closed and in a real or complex normed space, then there is with for all , (A compact set and a disjoint closed set have a positive norm-distance gap).
A closed subset of a compact metric space is a compact subset of it (A closed subset of a compact metric space is compact).
Compactness of a subset is intrinsic: a set that is a compact subset of one ambient space is a compact subset of every ambient space inducing the same topology on it (A subset of a metric space is open in the subspace metric exactly when it is the trace of an open set of the ambient space, and it is compact as a metric space in its own right exactly when every family of open subsets of the ambient space covering it, indexed or not, has finitely many members covering it).
The Borel sigma-algebra on a topological space is the sigma-algebra generated by its open sets; a family of subsets that contains every open set and is closed under complements and countable unions contains every Borel set (The Borel sigma-algebra of a topological space).
A lambda-system contains the whole space, is closed under differences when are members, and is closed under increasing countable unions (Lambda-systems, or Dynkin systems). The family of open subsets of a topological space is a pi-system, and Dynkin's pi-lambda theorem says that every lambda-system containing a pi-system contains the sigma-algebra it generates (Pi-systems, Dynkin's pi-lambda theorem).
Finite linear combinations of harmonic functions are harmonic, since harmonic functions are with Laplacian zero and the Laplacian is linear (Plane harmonic functions).
Proof
Fix a compact nonempty and for define on . Each is continuous and ; and on , while for the compact set and the closed set are disjoint, so by [F7] and for all . Thus pointwise on .
Let be open. The cases and give the constant functions and , which are harmonic; assume . For put . Since is a nonempty closed set and is continuous, each is closed in , hence compact because is compact; clearly . If then , so (that set being closed, a point of it would have distance zero), hence and . Conversely every lies outside the nonempty closed set , so by [F7] applied to the compact singleton we have , hence for all large ; therefore .
Now let be bounded regular domains, let , and let be compact. Such a is a compact subset of both and by [F9]. Let be continuous with , and let be the continuous harmonic extension of on provided by [F1]. Evaluating the representation of [F1] for at gives . Since we have , and on by [F5] and ; restricted to it is continuous, harmonic on , and hence is the unique continuous harmonic extension of its trace . Applying the representation of [F1] to with that trace gives . Finally at every point of , because on , and everywhere on , so . Chaining the three displays, .
The compact set satisfies . The inequality "" is monotonicity of the integral against the positive measure ; for "" fix and use outer regularity [F2] to choose open with . If the constant function is admissible and . Otherwise is nonempty closed and disjoint from , so by [F7]; the function is continuous by [F6], satisfies , and hence . Letting proves the displayed infimum.
Let be Borel and let . The measure has total mass one and is outer regular on Borel sets by [F2]; applied to the Borel set it yields an open with . Then is closed in , hence compact by [F8] and being compact, satisfies , and .
For each let be the corresponding envelope for ; by [F1] each is harmonic on , continuous on , and satisfies for every . Since and is a positive measure, and for every .
Combining steps 1.3 and 1.4, for every compact we have ; for both sides are .
Fix . The functions are nonnegative, measurable, and increase to pointwise by step 1.1, so monotone convergence [F4] gives . All these integrals are finite because is a probability measure and ; subtracting the common finite value gives .
The sequence is increasing by step 2.1 and bounded above by , so the divergent alternative of [F3] is excluded and converges locally uniformly on to a harmonic function; equivalently converges locally uniformly to a harmonic function , and by step 3.1 for every . Hence is harmonic on for every nonempty compact ; for it is the constant , which is harmonic.
Since every is a probability measure, for every and every compact .
For each , continuity from below for the measure gives by step 1.2. The functions are harmonic by step 4.1, the sequence is increasing in and takes values in by step 5.1, so its limit is harmonic on by [F3].
Let be the family of Borel sets for which is harmonic on . It contains because the harmonic measure is a probability, and it contains every open set by steps 1.2 and 6.1 and the two trivial open cases there. If with , then for every the measure identity gives ; the right side is a difference of harmonic functions, hence harmonic by [F12], so . If are in , then continuity from below for each measure gives . This is an increasing sequence of harmonic functions bounded above by , so its limit is harmonic by [F3]. Thus is a lambda-system by [F11]. The open subsets of form a pi-system that generates its Borel sigma-algebra, so Dynkin's pi-lambda theorem [F11] implies that contains every Borel set. Hence is harmonic for every Borel , its values lie in because each is a probability measure, and countable additivity in at fixed is the measure property of . [F1, F3, F10, F11, F12, step 5.1, step 6.1, step 1.2] 8.1 The compact set of step 1.5 is a compact subset of and hence of by [F9]; if step 2.2 gives , while for this inequality is trivial. Since , monotonicity of gives . Therefore for every , so . Dependent Choice was used only through the existence and uniqueness theorem [F1]; the compact and Borel approximation arguments and the comparison itself are choice-free.
Green and harmonic-measure representation with the sign
Statement
Assume Dependent Choice, hence Countable Choice (Dependent choice implies countable choice). Let be a bounded regular plane domain: a bounded domain in the sense of Bounded C1 domains and their outward normals which is a complex domain (A complex domain is a nonempty connected open subset of ) every boundary point of which is regular (Barriers and regular boundary points). Let be real-valued with bounded on , and write for two-dimensional Lebesgue measure. Then for every and both integrals are absolutely finite.
If in addition is real analytic, by which is meant the parametrization hypothesis of Green correctors are smooth at analytic boundaries: for every there are , a real-analytic with and , and a neighbourhood of with for which is one of the two components of ; then where is the outward unit normal of and its arclength element; explicitly for every Borel set . The normal derivative in the boundary slot is the classical one (Classical normal derivative) of the trace , which symmetry (Canonical Green kernels are unique, symmetric and domain monotone) identifies with the trace of , a function of class near under the regularity hypothesis used below. The same conclusion holds if instead there is a uniformly dense set of continuous real boundary data, each admitting a harmonic extension of class , and the correctors of are of class for every pole , so that the hypotheses of Green representation for classical Poisson data are met.
Neither a pointwise Poisson density for arbitrary continuous boundary data, nor the representation identity under the weaker hypothesis with merely finite, is asserted.
Facts & Assumptions
Given: Dependent Choice (The axiom of dependent choice: a relation in which every element is related to something admits an -indexed chain); the bounded regular plane domain with its boundary normal and surface measure; the real function with bounded; a point ; and, for the density clause, either the real-analytic boundary hypothesis or the dense-class hypothesis stated above.
Dependent Choice is The axiom of dependent choice: a relation in which every element is related to something admits an -indexed chain; it implies Countable Choice (Dependent choice implies countable choice), and Countable Choice says that every at most countable family of nonempty sets has a choice function (The Axiom of Countable Choice ()).
For a bounded complex domain and the canonical kernel exists and equals , where is the regularized Perron envelope of the continuous datum on ; the kernel is harmonic and strictly positive on , its corrector is harmonic on , it tends to at every regular boundary point, and (Green functions exist on all bounded plane domains, The canonical Green kernel of a plane domain).
On a Greenian plane domain the canonical kernel is symmetric, , and it is monotone under domain enlargement: for Greenian and distinct (Canonical Green kernels are unique, symmetric and domain monotone).
For a bounded regular plane domain and each interior point there is exactly one Radon Borel probability measure on with for every real continuous , and is the unique continuous extension to that is harmonic on and agrees with on (Existence and uniqueness of harmonic measure on a bounded regular plane domain, Harmonic measure on a bounded regular plane domain).
For a continuous datum on the boundary of a bounded complex domain with and , the Perron family is nonempty and , and the regularized envelope satisfies (The Perron family is nonempty and uniformly bounded by the boundary data, The Perron envelope and its regularization, The Perron lower family for continuous boundary data).
A harmonic function on a bounded complex domain that extends continuously to the closure has its supremum and infimum on the boundary, and two functions continuous on and harmonic on with equal boundary values coincide (Maximum and minimum principles for plane harmonic functions, The bounded plane Dirichlet problem has at most one continuous harmonic solution).
The normalized kernel of Fundamental solution for the positive operator minus Laplacian is locally integrable on , with finite for every , and Lebesgue measure on is translation invariant (Local integrability of the Laplace fundamental kernel, Polar coordinates decompose Lebesgue measure into r^{n-1} dr d sigma, Lebesgue outer measure, Lebesgue measurability and Lebesgue measure are unchanged by translation).
Distributions on an open set are continuous linear functionals on the real test functions , with and ; for one has , because distributional differentiation extends classical differentiation; the map is linear and injective modulo almost-everywhere equality (Distributional harmonicity and Poisson's equation on an open subset of Rn, Distributional differentiation is continuous and commutes, Regular distribution from a locally integrable function, Locally integrable functions embed in distributions).
Under Countable Choice, a distribution with on an open set is for a unique smooth harmonic (Weyl's lemma for the Laplacian).
Fubini's theorem computes a double integral of an function on a sigma-finite product as an iterated integral, and dominated convergence applies to measurable functions converging almost everywhere under one integrable majorant (Fubini's theorem for L^1 functions on a sigma-finite product, Dominated convergence).
A bounded domain is locally, after a rigid change of coordinates, the subgraph of a function, and means that and its derivatives through order two extend continuously to the closure; on the boundary of such a domain the chart integral defines a finite Borel measure with a continuous outward unit normal that agrees on chart overlaps, and the classical normal derivative of is on (Bounded C1 domains and their outward normals, Chart and partition independence of surface measure, Surface integration on compact C1 hypersurfaces, Classical normal derivative).
Assume Countable Choice. Let be a bounded domain carrying a Dirichlet Green function for whose correctors satisfy , and let be its Poisson kernel, where the boundary-slot normal derivative is the trace of at from inside. Then for every real and , both integrals absolutely finite, and with (Green representation for classical Poisson data, Poisson kernel from a Dirichlet Green function, Dirichlet Green function for minus Laplacian).
If a bounded complex domain has a compact real-analytic boundary curve in the sense of the parametrization hypothesis, then every boundary point of is regular and for each the Perron corrector extends to a function of class with trace on ; the Green kernel itself extends in class away from the pole and has zero boundary trace (Green correctors are smooth at analytic boundaries).
A real-analytic parametrization is , sums, products and compositions of real-analytic functions are real analytic, a real-analytic function equals its power series near the centre, the same coefficients define a holomorphic function on a disc, a map with invertible derivative is a local diffeomorphism, a holomorphic map with nonzero derivative is a local biholomorphism, holomorphic functions have smooth real and imaginary components (Holomorphic functions are real analytic and smooth in their two real coordinates), and the real part of a holomorphic function with components is harmonic (A real-analytic function on an open subset of is locally represented by a convergent real power series, Real-analytic functions are closed under sums, products and compositions, and under quotients where the denominator is nonzero, Complex series, absolute convergence, complex power series, and radius of convergence, The sum of a complex power series is analytic throughout its open disc of convergence, The Euclidean inverse function theorem, Holomorphic inverse function theorem and local-degree criterion, The real and imaginary parts of a holomorphic function satisfy Laplace's equation and form a harmonic-conjugate pair).
A harmonic function on a half-disc that is continuous on the closure and vanishes on the straight edge has a harmonic odd reflection to the full disc; plane harmonic functions are smooth; and harmonicity is preserved by composition with a holomorphic map (Harmonic and holomorphic Schwarz reflection across the real axis, Plane harmonic functions are smooth and real analytic, Plane harmonicity is preserved by holomorphic and antiholomorphic changes of coordinate).
A unital subalgebra of that separates points of a nonempty compact metric space is uniformly dense (Real Stone--Weierstrass theorem for compact metric spaces).
Under Countable Choice every Borel measure finite on compact sets on a second-countable locally compact Hausdorff space is regular, hence Radon (Locally finite Borel measures on second-countable LCH spaces are regular, Radon measure on an LCH space, Second countability: an at most countable basis for the topology); the rational open boxes are a countable basis of ( is a countable dense subset of , and rational open boxes form a countable basis).
A bounded subset of has compact closure, compact subsets of Euclidean space are closed and bounded, and a continuous real function on a nonempty compact Euclidean set is bounded and attains its bounds (Heine-Borel in : with the Euclidean metric a subset of is compact if and only if it is closed and bounded, and the proof by bisection uses no choice principle; the same holds on the real line, A compact subset of a metric space is closed and bounded, For a nonempty subset of with , compactness, closedness and boundedness, pseudocompactness, and attainment of extrema by every continuous real-valued function are equivalent).
Continuous maps pull Borel sets back to Borel sets, sums, products and absolute values of measurable functions are measurable, and every Borel subset of is Lebesgue measurable (A continuous map has Borel preimages of Borel sets, Arithmetic and lattice operations preserve measurability whenever they are defined, Assuming countable choice, every Borel subset of is Lebesgue measurable).
If are measurable and increase pointwise to , then (Monotone convergence for the integral).
The nonnegative integral is monotone and additive on nonnegative Borel functions, the absolute value of an integral is at most the integral of the absolute value, and the Lebesgue integral is linear on (Monotonicity and nonnegative homogeneity of the nonnegative integral, The modulus of an integral is bounded by the integral of the modulus, The Lebesgue integral is linear on , Integrable real and complex functions, and their integrals).
Proof
is nonempty, bounded, open and connected, so and are compact, and extends continuously to with boundary values . The Laplacian is continuous on , hence Borel and bounded there, and lies in . Every boundary point of is regular, so is a bounded regular plane domain in the sense of [F3].
Uniform integrability of the kernel. Let . For every the domain is contained in the ball , so translation invariance, polar coordinates and [F6] give and this bound is uniform over .
For every pole the canonical kernel exists. Writing and for its regularized Perron envelope, one has for , the kernel is harmonic and strictly positive off , its corrector is harmonic on , as at every boundary point , and . In particular is Greenian.
A uniform logarithmic bound. Fix and put , so that , where is a bounded complex domain. By monotonicity for distinct , and by [F1] applied on , with the Perron envelope of the datum on . By [F4], , so with , because . The constant is independent of and .
Continuity off the diagonal. For fixed the function is harmonic on and extends continuously to with boundary values by [F3]; hence is continuous on once is controlled uniformly on compact sets. Indeed, for with compact and every , the first inequality because is additive and by [F5] and [F4], and the second by [F21]. Given with , choose a compact containing and avoiding a neighbourhood of ; both estimates together with continuity of give joint continuity at . Hence the kernel is Borel measurable on that open set by [F18].
The analytic case: structure and correctors. Assume now that is real analytic in the stated sense. Fix with its parametrization and neighbourhood . Since , after relabelling the two coordinates one has , and the inverse function theorem applied to the map gives a inverse near with . Hence near the boundary is the graph of the function and is locally one of the two components of the complement of that graph; reflecting the second coordinate if necessary, a rigid change of coordinates, makes locally the subgraph. Therefore is a bounded domain, so carries the finite surface measure and the continuous outward unit normal of [F10]. Moreover [F12] applies with : every boundary point of is regular and the Perron corrector is of class for every . Consequently is a Dirichlet Green function for on whose correctors satisfy , since for .
The volume potential. With define For fixed the integrand is Borel measurable in by step 3.2, and step 3.1 together with step 1.2 bounds its integral by ; hence is a well-defined finite real number for every .
is continuous on . Let in , all terms in a compact , and let . Put ; by [F6] the function is integrable on , and the integrands decrease to off the origin as , so dominated convergence [F9] gives . Fix so small that . On the estimates of step 3.1 bound by , whose integral over is at most by translation invariance, so the contribution of to is less than . On one has for large , so the bound of step 3.1 gives , an integrable majorant on the bounded set ; the integrands converge pointwise to off the null set by step 3.2, so dominated convergence makes this contribution tend to . Hence .
vanishes at the boundary. Fix and . For , by steps 3.1 and 1.2, a bound independent of that tends to with . On the complement the kernel obeys for , and for each fixed one has as by the boundary limit of step 2.1 at the regular point . Given , choose first and then close enough to ; dominated convergence on the finite-measure set makes the second contribution small, so .
Distributional Laplacian of . Let be a real test function with compact support . The double integral is finite because for the inner integral is at most by steps 3.1 and 1.2. Fubini's theorem and the definition of the distributional Laplacian therefore give The inner bracket is by the distributional identity of step 2.1, so : that is .
The analytic case: a dense class with harmonic extensions. Let be the set of restrictions to of polynomials in the two real coordinates. Then contains the constants, is closed under sums and products, and separates points of the compact metric space ; by [F15] it is uniformly dense in . Fix . Complexifying the power series of at gives a holomorphic on a disc with , on the real interval and ; by the holomorphic inverse function theorem, after shrinking , is a biholomorphism onto a neighbourhood of that maps the upper half-disc onto (replacing by if necessary). Put ; by [F14] and [F3] the function is harmonic on the half-disc and continuous on its closure with for . Here is real analytic by [F13], so it equals on some interval ; the sum is holomorphic on , both components of are smooth by [F13], so the real part is harmonic there by the components theorem with on the edge, and is harmonic on the half-disc, continuous on its closure and zero on the edge. By [F14] the odd reflection of (a rescaled) is harmonic on the full disc, so is up to the edge and is on the closed half-disc; transferring through the biholomorphism shows that agrees near the arc with a function on a neighbourhood of the boundary. As was arbitrary, , and is harmonic with .
The kernel in terms of the Green function. By symmetry [F2], for distinct , and by step 3.3 the function is of class near ; hence the trace has a classical normal derivative there. The boundary-slot derivative of [F11] is the trace of , and ; by symmetry, . Therefore for every .
is distributionally harmonic. Since , [F7] gives ; subtracting the identity of step 4.4 and using linearity of the embedding and of distributional differentiation, as distributions on .
Applying the PDE representation formula. In the analytic case, steps 3.3 and 4.5 provide: the bounded domain ; the Dirichlet Green function with correctors; and the uniformly dense class of continuous data each of which has a harmonic extension, namely . In the alternative hypothesis of the statement the corresponding dense class and harmonic extensions, together with the corrector condition, are assumed, and the assumed extension of coincides with by the uniqueness in [F3]. In both cases [F11] applies with for , and , so for every ; and by [F3], .
is harmonic. By [A1] Countable Choice holds, so [F8] applies and there is a unique smooth harmonic on with ; injectivity of the embedding modulo almost-everywhere equality gives almost everywhere. Both (by step 4.2 and continuity of ) and are continuous on , so the set where they differ is open and null, hence empty: a nonempty open set contains a ball of radius , whose area is by the polar and translation formulas in [F6]; therefore everywhere on .
The boundary values and harmonic measure. By step 4.3, as for every , while by continuity; hence . Thus extends continuously to with boundary values , and the uniqueness of the continuous harmonic extension in [F3] gives for every .
The representation formula. For , The boundary integral is absolutely finite because is a probability measure, and the volume integral because by steps 3.1 and 1.2. Dependent Choice supplies harmonic measure through [F3] and implies the Countable Choice used in the kernel's distributional normalization [F1], Weyl's lemma [F8], and the measure and integration interfaces [F6], [F9], [F19] and [F20]; the density clause also uses it through [F11], [F12] and [F16]. No stronger choice principle is used. The statement is formulated for real ; a complex-valued is handled by applying the result to its real and imaginary parts. This proves clause 1.
Passage to all continuous data and identification of the measure. For and , steps 5.2 and 4.6 give . Define for Borel , the surface integral of the nonnegative Borel function as in [F10]. Countable additivity of follows from the finite chart sum defining and additivity of the Lebesgue integral over countable families of nonnegative functions [F19]; and by step 5.2. The boundary is a compact metric subspace of , and the intersections with of the rational open boxes of form a countable basis of its topology, so is a second-countable locally compact Hausdorff space and [F16] makes Radon. For the two probability integrals agree, and if is arbitrary then uniform density of and the bound for both probability measures extend the identity to ; hence for every continuous , that is, is a harmonic measure for at . By the uniqueness in [F3], , and step 4.6 converts this into for every Borel set , which is the density clause. In the analytic case this used [F12] and the polynomial class; in the alternative case it used the assumed dense class and correctors. No pointwise Poisson density for arbitrary continuous data and no representation without the bounded-Laplacian hypothesis is claimed. ∎
Source notes
Lyubich §§10.8-10.9, printed pp. 171-172, defines harmonic measure as the measure representing evaluation of the Dirichlet solution at an interior point and defines the Green function by the Dirichlet zero boundary condition with a logarithmic pole; the present item combines those two objects and fixes the normalization used throughout this page. Axler-Bourdon-Ramey Chapter 11, printed pp. 223-237, treats the bounded-domain Dirichlet problem and boundary behavior; the present proof uses only the Perron envelope, the maximum principle and the analytic-boundary reflection argument, which are developed in this library's own items. Saff §3, printed pp. 186-189, records the Green function with a finite pole, Green's formula, and the identification of the equilibrium measure with in the outer normal direction; the sign convention here is the opposite one, because the normal is the outward normal of and the coefficient is , and it is derived from the PDE Poisson kernel rather than quoted. The dominated-convergence and Fubini arguments controlling the singular integrand, the boundary-limit estimate, and the a.e.-to-everywhere upgrade through Weyl's lemma are proved here and are not attributed to a source.
5 · Examples, counterexamples and false statements
None yet.
Sources
- Mikhail Lyubich, Dynamics of Quadratic Polynomials, Vol. I, Appendix 1, Sections 10.1-10.9
- E. B. Saff, Logarithmic Potential Theory with Applications to Approximation Theory, Section 3
- Jeremy Orloff, MIT 18.04 Topic 5: Introduction to Harmonic Functions
- Axler, Bourdon and Ramey, Harmonic Function Theory, 2nd ed., Chapter 11
- Axler, Bourdon and Ramey, Harmonic Function Theory, 2nd ed., Theorem 11.7, printed pp. 227-228
- Gerald Teschl, Partial Differential Equations, Section 5.4
- Boris Khoruzhenko, Potential Theory LTCC lecture notes, Section 4.2
- Boris Khoruzhenko, LTCC Potential Theory lecture notes, Sections 4.1-4.2