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Regular exhaustion and Dirichlet solutions on relatively compact surface domains
Statement
Assume Countable Choice. Let be a noncompact Riemann surface (Riemann surfaces and holomorphic atlases). The smooth structure used below is the one carried by the holomorphic atlas: holomorphic transition maps are smooth (Holomorphic functions are real analytic and smooth in their two real coordinates), so the holomorphic charts are smooth charts (Smooth manifolds and their smooth charts).
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Exhaustion. There are connected relatively compact domains in with for every , such that each is a nonempty compact smooth embedded -submanifold of with , and
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Dirichlet problem. For every connected relatively compact domain whose boundary is a nonempty compact smooth embedded -submanifold of and satisfies , and for every continuous boundary datum , there is a unique continuous function that is harmonic on (Chartwise harmonic and subharmonic functions on a Riemann surface), continuous on , and satisfies .
Facts & Assumptions
Given: Countable Choice; a noncompact Riemann surface ; a connected relatively compact domain with smooth boundary and a continuous datum for part 2. Charts of the holomorphic atlas are used interchangeably with their restrictions to smaller open sets, which are again compatible charts.
Countable Choice: every countable family of nonempty sets has a choice function (The Axiom of Countable Choice ()).
A Riemann surface is a nonempty connected Hausdorff second countable space with a holomorphic atlas; holomorphic functions between plane domains are smooth (Riemann surfaces and holomorphic atlases, Holomorphic functions are real analytic and smooth in their two real coordinates, Smooth manifolds and their smooth charts).
Chartwise harmonicity and subharmonicity on : is harmonic, resp. subharmonic, on an open when every chart expression of is plane harmonic (Plane harmonic functions), resp. plane subharmonic on each connected component (Subharmonic functions on plane domains), and the notions do not depend on the atlas. Every real part of a function holomorphic in a chart is harmonic (The real and imaginary parts of a holomorphic function satisfy Laplace's equation and form a harmonic-conjugate pair), finite constants are harmonic, and a subharmonic function is upper semicontinuous and is not identically on any component of its domain (Subharmonic functions on plane domains, Chartwise harmonic and subharmonic functions on a Riemann surface).
Plane subharmonic toolkit. Restrictions of subharmonic functions to open subsets are subharmonic, and on a plane domain: nonnegative linear combinations and finite maxima of subharmonic functions are subharmonic (Positive linear combinations and finite maxima preserve subharmonicity); a subharmonic function attaining a finite interior maximum on a domain is constant there (A plane subharmonic function with an interior maximum is constant on its component); the upper-semicontinuous regularization of the supremum of a locally bounded-above family of subharmonic functions is subharmonic (The upper-semicontinuous regularization of a locally bounded-above subharmonic supremum is subharmonic); subharmonic pieces glue across a seam when the inside limsup is at most the outside value (Subharmonic pieces glue across a boundary under the limsup inequality); subharmonicity is equivalent to the harmonic comparison on all compactly contained discs (Subharmonicity is equivalent to harmonic comparison on compactly contained discs); and biholomorphic change of coordinates preserves subharmonicity in both directions (Plane subharmonicity is invariant under biholomorphic change of coordinate).
Plane harmonic and Poisson toolkit: the Poisson modification of a subharmonic function on a compactly contained disc is well defined, harmonic on the disc, subharmonic and at least on the ambient domain (Poisson modification on a compactly contained disc, Poisson modification is subharmonic and majorizes the original function); harmonic extensions of continuous circle data are given by the Poisson integral with a positive kernel (The Poisson integral gives the unique continuous harmonic extension on the closed unit disc, The Poisson kernel is positive, has total mass one, and concentrates at a boundary point); positive harmonic functions on a disc satisfy Harnack's inequality, so a nonnegative harmonic function on satisfies whenever (Positive harmonic functions on a disc satisfy Harnack's inequality). For this open-disc version and nonnegative , apply the supplied estimate to on closed discs of radius , then let and ; harmonic functions have the circle mean-value property, and a continuous function with the local mean-value property is harmonic (Plane harmonic functions satisfy the mean-value property, A continuous plane function with the local mean-value property is harmonic).
Upper-semicontinuous regularization: is upper semicontinuous, satisfies , and is the least upper semicontinuous majorant of (Upper-semicontinuous regularization).
Under Countable Choice every smooth manifold admits a smooth proper function (Every smooth manifold admits a smooth proper exhaustion function).
Morse-Sard under Countable Choice: the critical values of a smooth map between smooth manifolds form a null set, so the regular values are dense; for one writes and for the closed bands (Morse-Sard for smooth manifolds, Regular values have null complement and are dense, Closed sublevel and level set of a smooth function).
Submersions and regular level sets: a smooth map which is a submersion at a point has coordinates near that point in which it is a linear coordinate (a projection), so at a regular value the level set is a smooth embedded hypersurface and the sublevel set is locally a half-space (Immersions, submersions, and constant-rank maps, Local normal form for submersions, Embedded smooth submanifolds with boundary). A smooth plane curve through with nonvanishing gradient is locally a graph of a function over its tangent line (The Euclidean implicit function theorem with derivative formula).
Topology of manifolds: every topological manifold is locally compact and locally path-connected, with a neighbourhood basis of open sets with compact closures; in a locally path-connected space the connected components are open and agree with the path components, so a connected locally path-connected space is path-connected; connected components are closed and the closure of a connected set is connected (Topological manifolds are locally compact and locally path connected, A connected, locally path-connected space is path-connected, because its path components are open, Connected components, quasicomponents, and totally disconnected spaces). Continuous images of compact sets are compact and compact subsets of Hausdorff spaces are closed (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, In a Hausdorff space a point and a disjoint compact set, and two disjoint compact sets, have disjoint open neighbourhoods; hence every compact subset is closed, and in a compact Hausdorff space the compact subsets are exactly the closed ones).
The cited semicontinuous extreme-value theorem applies to finite-valued upper-semicontinuous maps on compact subsets of and is used for the real-valued boundary datum in step 11.1, not for the extended-valued in step 1.2 (Semicontinuous extreme value theorem on compact Euclidean sets). For extended-valued upper-semicontinuous , each superlevel set is closed directly from the definition; finite maxima remain upper-semicontinuous because their strict sublevel sets are finite intersections of open strict sublevel sets.
The principal logarithm is holomorphic on (The principal logarithm is the normalised holomorphic branch on the slit plane), the complex exponential is entire (The complex exponential is entire and its complex derivative is itself), and composites are holomorphic by The chain rule for complex derivatives. Thus is holomorphic on any sector whose rotation by avoids that slit, for every real .
Proof technique: direct.
Proof
The holomorphic charts of have holomorphic transition maps, and holomorphic functions of one variable are smooth; hence these charts form a atlas on the connected Hausdorff second countable space . So is a smooth -manifold, and the hypotheses of [F6] are met.
Locality of plane subharmonicity. Let be a plane domain and let be upper semicontinuous, not identically on any component of , and subharmonic near each of its points. To use the harmonic-majorant characterization, fix a closed disc and a continuous on it, harmonic on , with on the boundary. If somewhere, set . Then is extended-valued upper semicontinuous, is positive somewhere, and satisfies on the boundary; it may equal . It is bounded above on the compact disc: the open sets for positive integers cover it, so a finite subcover and nesting give a common upper bound. Thus is finite and positive. For each real , the set is closed by [F10] and nonempty by the definition of ; these sets have the finite-intersection property, so compactness gives a point , where . Since on the boundary, is interior. Let ; it is nonempty and closed in the open disc by upper semicontinuity.
By [F6] and [A1] there is a smooth proper function whose sublevel sets are compact for every . Fix a point and put , a nonnegative real number.
is open in : given , choose with and with contained in a neighbourhood of on which is subharmonic. On the disc the function is subharmonic and is subharmonic (it is harmonic), so is subharmonic on ; it attains the maximum at the interior point and therefore is constant equal to on by the strong maximum principle, that is, . Since is connected and is both open and closed in it, and on the disc.
For each the open interval is nonempty and, by [F7], it contains a regular value of , since the regular values of are dense in . By [A1] fix such a regular value for every . Then and , so and .
Step 2.2 leads to a contradiction, completing step 1.2: for the upper semicontinuity of at (as a function defined on a neighbourhood of ) gives , contradicting on the boundary circle. Hence no such counterexample exists, the harmonic comparison of step 1.2 always holds, and the harmonic-majorant characterization makes subharmonic on .
For each let be the connected component of the closed set containing and set . Since is compact and is a component of it, is closed in and compact. Also : a point with has a ball with ; this ball is connected and contains , hence lies in the component , so is interior to ; conversely an interior point of cannot have , because is a regular value, so takes values larger than arbitrarily close to and no neighbourhood of is contained in . In particular for every .
At every point of the differential of is nonzero, so is a submersion at and by [F8] there are smooth coordinates around with . Hence is a smooth embedded -submanifold of , and near each of its points the set is the closed half-space in those coordinates, a set which is path-connected after shrinking the chart.
Gluing subharmonic functions on a surface. Let be open, let be subharmonic on , let be any open subset, let be subharmonic on , and assume for every . Define on and on . Then is upper semicontinuous on : at points of , is a finite maximum of upper semicontinuous functions; at points of it equals ; and at the limsup of is the larger of the limsups of and of along , at most by the seam hypothesis. Also , and is not identically on any component of , so neither is .
, and is connected. Indeed and is closed, so ; conversely, for with the local half-space from step 4.2 contains points with arbitrarily close to , and the path-connectedness of the local half-space puts each such in the same component of as , that is, in ; a point of with already lies in . So and equality holds. If were a disjoint union of nonempty open subsets, then would be a union of two nonempty sets; if this contradicts connectedness of , so pick . If then lies in the open set (say) which is disjoint from , contradicting ; so , and near the set contains the path-connected local half-space intersected with the chart, which must lie entirely in or entirely in , say in ; then all points of near lie in , contradicting . Hence is connected.
For every point there is a chart with in its domain such that the chart expression is plane subharmonic on a neighbourhood of . If , take a chart whose domain is contained in ; then is plane subharmonic by [F2]. If , take a chart with domain contained in ; then is a finite maximum of plane subharmonic functions, hence plane subharmonic by [F3]. If , take a coordinate-disc neighbourhood of contained in , with chart . Apply the plane gluing lemma [F3] with ambient domain and open inside set . The chart expression of is subharmonic on , that of is subharmonic on each component of , and every seam point inside corresponds to a point of , where step 4.3 supplies the limsup bound. Thus is subharmonic near .
For every , is a nonempty compact smooth embedded -submanifold of and . Indeed by step 5.1, which is closed in the compact set , hence compact, and is a smooth -submanifold by step 4.2. If were empty then would be open and closed in the connected space , so and would be compact, contradicting the hypothesis that is noncompact; thus .
For every one has . The set is connected, contains , and satisfies because ; hence lies in the component of containing , and since on all of no point of lies in ; by step 4.1 applied at level , . In particular and .
is subharmonic on . Let be any chart with . By step 5.2 and the biholomorphic invariance of subharmonicity [F3], every point of has a plane neighbourhood on which is subharmonic: for a point , use the chart of step 5.2 and write on the overlap, a composition of the plane subharmonic function with the biholomorphism between plane domains. Moreover is upper semicontinuous and is not identically on any component, because these properties hold for by step 4.3 and are read in charts. By the locality of plane subharmonicity, step 3.2, applied separately to each component, is plane subharmonic on every component of . As was an arbitrary chart, is subharmonic on .
. Let . By [F9] the connected manifold is path-connected and locally path-connected, so choose a path from to ; its image is compact, so is a compact subset of and is bounded, say by . Choose with , possible because . Then is connected and contains and , so by step 6.2. Hence every point of lies in some .
Steps 6.1, 6.2 and 7.1 prove part 1: is a sequence of connected relatively compact domains with , each with nonempty smooth boundary and , whose union is .
Maximum principle. Let be subharmonic on and let satisfy for every . Then on . For any real , the set is closed in : it is closed inside by upper semicontinuity, and its closure cannot meet by the boundary limsup bound. Thus is compact. If , the nonempty nested compact sets for integers have the finite-intersection property, so some point satisfies for every such , impossible because subharmonic functions have no values. Hence . If , the nested nonempty compact sets for again have the finite-intersection property; a point in their intersection has for every , so . Since , the point is interior, and the strong maximum principle forces on connected . Taking any boundary point then gives , a contradiction. Therefore .
In the situation of step 9.1 the maximum set is open: for in it, take a chart around with and a plane domain; the chart expression is plane subharmonic and attains the finite maximum at the interior point , so by the strong maximum principle is constant on and is constant on a neighbourhood of . The set is also closed in , because it is and superlevel sets of the upper semicontinuous function are closed. Since is connected the set is all of , so on . But : otherwise would be open and closed in the connected space , forcing and contradicting compactness of . At any the boundary hypothesis then gives the contradiction , so and the maximum principle holds for all .
The Perron family. Fix a connected relatively compact domain with smooth boundary and a continuous datum , and define The boundary is compact (it is closed in the compact set ), so its continuous image is a compact subset of [F9]. The real-valued extreme-value theorem [F10] gives and . The constant function is harmonic, hence subharmonic, on the nonempty open set , and its limsup at each equals ; so and is nonempty. By the maximum principle step 10.1 every satisfies on . Hence the pointwise supremum satisfies on .
The envelope. Let be the upper-semicontinuous regularization of , , equivalently the least upper semicontinuous majorant of [F5]. Then and, since , also . Moreover is subharmonic on : for every chart the family of plane subharmonic functions on the plane domain is nonempty and bounded above by , its pointwise supremum is and its upper-semicontinuous regularization is (regularization is a local, hence chart-invariant, operation); so the upper envelope theorem [F3] makes plane subharmonic. As was arbitrary, is subharmonic on .
Poisson modification on the surface. Let be a coordinate disc with , written for a chart and an open disc whose closure lies in . For let denote the plane Poisson modification of on the disc , which is well defined by [F4], and define the surface modification Then is harmonic on and on , because the plane modification has these properties and harmonicity and the inequality are read in the chart ; and for every : if is the decreasing sequence of continuous boundary approximants used to define the modification and are their harmonic Poisson extensions, then on the disc, so for every , and letting gives the bound .
is subharmonic on and belongs to . Indeed on the open set , so its boundary limsups at points of equal those of and are at most ; and subharmonicity follows from the gluing lemma step 6.3 applied with , the subharmonic function , the coordinate disc , and the inside function , whose seam limsups are at most by step 13.1: the glued function is on and outside , that is, itself. Hence , and in particular .
Monotonicity and directedness. If satisfy on , then on : choose decreasing continuous approximants and on the circle and set ; then the are continuous and decrease to , while , so positivity of the Poisson kernel [F4] gives on and hence , that is, . Also, if then : it is subharmonic on since both are, and at each its limsup is at most . By monotonicity on .
Harnack control. Define on . Every is harmonic on and satisfies on , so on ; and since and . Fix and . Since is a real number and is the supremum of the values , there is with . For any put ; then and while is harmonic and nonnegative on by step 15.1.
is harmonic on . Choose a chart subdisc centred at the point of step 16.1, and fix . For choose as in step 16.1 and let be arbitrary. The nonnegative harmonic function on satisfies , so Harnack's inequality [F4] applied on the disc gives with independent of . Hence on for every , and taking the supremum over gives on , while . So for every there is a function harmonic on that approximates uniformly on within ; in particular where is such an approximant, and the circle average of over differs from by at most for every , hence equals it. Thus satisfies the local mean-value property on and is continuous, so it is harmonic on by the converse of the mean-value property [F4].
on . Fix and , and choose centred at , denoting this coordinate again by . Choose so small that By the definition of the regularization in step 12.1, there is with , and then some has . Thus . The nonnegative function is harmonic on by step 14.1. Harnack's inequality [F4], applied at the actual distance , gives Hence . Letting gives ; the reverse inequality is step 16.1.
is harmonic on : every point of the open set has, by local compactness of the manifold [F9], a coordinate disc around it with , and is harmonic on by steps 17.1 and 17.2.
A local peak function. Fix and a chart with whose domain is a coordinate disc . Since is a smooth embedded curve, after composing with a rotation we may assume that near the image is the graph of a smooth function with , and that shrinking we may also assume for . Then every point of , where , satisfies ; that is, is contained in the sector , whose half-angle at the origin, measured from the positive vertical axis, is . Put and define, for , where . Since on , this is holomorphic by [F11]; writing gives . Finally define
The function has the following properties: it is subharmonic on ; it is negative there; as ; and with one has Indeed is harmonic on (it is the real part of a holomorphic function) and , so is harmonic, hence subharmonic, on ; and for the angle of relative to the positive vertical axis satisfies , because ; since , we get , whence and at .
Boundary limit from above. Fix and , and take the chart, , and of steps 19.1 and 20.1. Shrinking further, using continuity of at , we may assume for every . Let , so that on by step 20.1. Fix and choose an integer with . Define At every the limsup of is at most , and the constant is subharmonic, so the gluing step 6.3, with open inside set , shows that is subharmonic on . Its boundary limsup at every is at most : for this is the definition, and for it is , because on and . By the maximum principle step 10.1, on . Because the chosen depends only on and the fixed chart, it is independent of . Thus on . The right-hand side is continuous there, so its upper-semicontinuous regularization satisfies ; since as , .
Boundary limit from below. In the setting of step 21.1 choose an integer with and define On one has , so the gluing step 6.3 with inside set and the constant subharmonic function shows that is subharmonic on . Its limsup at every is at most : at it equals , and at it is at most because and . Hence , so and on ; since and as , this gives .
Steps 21.1 and 22.1 give, for every and every , the two bounds and ; hence for every boundary point and the limit is a genuine two-sided limit along .
Conclusion of part 2. Define by on and on . Then is harmonic on by step 18.1 and continuous on : at interior points is harmonic, hence continuous, and at a boundary point the limit of along is by step 23.1 while along it is by continuity of . Uniqueness: if both have the required properties, then is continuous on , harmonic on and vanishes on , so the maximum principle step 10.1 applied to and to gives and , hence . Together with step 8.1 this proves both assertions of the statement.
Depends on
- The Axiom of Countable Choice ($\mathrm{AC}_\omega$)
- Riemann surfaces and holomorphic atlases
- Smooth manifolds and their smooth charts
- Embedded smooth submanifolds with boundary
- Immersions, submersions, and constant-rank maps
- Closed sublevel and level set of a smooth function
- Chartwise harmonic and subharmonic functions on a Riemann surface
- Plane harmonic functions
- Subharmonic functions on plane domains
- Upper-semicontinuous regularization
- The principal logarithm is the normalised holomorphic branch on the slit plane
- The chain rule for complex derivatives
- The complex exponential is entire and its complex derivative is itself
- Connected components, quasicomponents, and totally disconnected spaces
- Poisson modification on a compactly contained disc
- Holomorphic functions are real analytic and smooth in their two real coordinates
- Local normal form for submersions
- Regular values have null complement and are dense
- The $C^2$ real and imaginary parts of a holomorphic function satisfy Laplace's equation and form a harmonic-conjugate pair
- The Euclidean implicit function theorem with derivative formula
- Semicontinuous extreme value theorem on compact Euclidean sets
- Every smooth manifold admits a smooth proper exhaustion function
- Morse-Sard for smooth manifolds
- 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
- In a Hausdorff space a point and a disjoint compact set, and two disjoint compact sets, have disjoint open neighbourhoods; hence every compact subset is closed, and in a compact Hausdorff space the compact subsets are exactly the closed ones
- Topological manifolds are locally compact and locally path connected
- A connected, locally path-connected space is path-connected, because its path components are open
- The upper-semicontinuous regularization of a locally bounded-above subharmonic supremum is subharmonic
- A plane subharmonic function with an interior maximum is constant on its component
- Positive linear combinations and finite maxima preserve subharmonicity
- Subharmonic pieces glue across a boundary under the limsup inequality
- Subharmonicity is equivalent to harmonic comparison on compactly contained discs
- Plane subharmonicity is invariant under biholomorphic change of coordinate
- Poisson modification is subharmonic and majorizes the original function
- The Poisson integral gives the unique continuous harmonic extension on the closed unit disc
- The Poisson kernel is positive, has total mass one, and concentrates at a boundary point
- Positive harmonic functions on a disc satisfy Harnack's inequality
- Plane harmonic functions satisfy the mean-value property
- A continuous plane function with the local mean-value property is harmonic
Used by
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158 results within two dependency steps of this one, each drawn at its shortest distance from it. An arrow runs from a result to what uses it, so the chart reads left to right and ends at this result, which carries a heavier outline. Every node is a link to that result. Click elsewhere on the chart to enlarge it.
Sources
- Donald E. Marshall, The Uniformization Theorem (standard reference, not scraped)
- Mikhail Lyubich, Dynamics of Quadratic Polynomials, Vol. I (standard reference, not scraped)