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Locally bounded harmonic families have harmonic subsequential limits

Statement

Assume Countable Choice ACω. Let X be a Riemann surface (Riemann surfaces and holomorphic atlases) and let (un)n≥1 be a sequence of real harmonic functions (Chartwise harmonic and subharmonic functions on a Riemann surface) on X. Call the sequence locally uniformly bounded when every x∈X has an open neighbourhood V and a real number M with ∣un(y)∣≤Mfor all n≥1 and all y∈V.

  1. Subsequential limit. If (un) is locally uniformly bounded, then there are a strictly increasing sequence n1<n2<⋯ of natural numbers and a harmonic function u on X such that unk→u uniformly on every compact subset of X; the function u is the pointwise limit of the subsequence (unk).

  2. Distributional limits in charts. Let Ω⊆C be open and let vn be real harmonic on Ω for every n. Suppose the regular distributions Tvn (Locally integrable functions as regular distributions) converge in D′(Ω) to a distribution T, that is Tvn(φ)→T(φ) for every φ∈Cc∞(Ω). Then ΔT=0, and by Weyl's lemma there is a unique smooth harmonic h on Ω with T=Th: a chartwise distributional limit of harmonic functions is represented by a smooth harmonic function, with no convergence of derivatives and no locally uniform convergence assumed.

Facts & Assumptions

Given: Countable Choice; a Riemann surface X and a locally uniformly bounded sequence (un) of real harmonic functions on X; an open set Ω⊆C, real harmonic functions vn on Ω and a distribution T with Tvn→T for part 2.

[A1]

Countable Choice: every at most countable family of nonempty sets has a choice function (The Axiom of Countable Choice (ACω)).

[F1]

A Riemann surface is a nonempty connected Hausdorff second countable space with a holomorphic atlas; its charts are homeomorphisms onto open subsets of C, holomorphic transition maps are smooth, and finite selections over a finite index set need no choice (Riemann surfaces and holomorphic atlases, Every natural-number-indexed list of nonempty sets has a choice function on its family of values).

[F2]

The holomorphic atlas of X is in particular a smooth atlas, so X is a smooth 2-manifold; under ACω every smooth manifold admits a compact exhaustion, that is, a sequence K1⊆K2⊆⋯ of compact subsets with Kn⊆int⁡(Kn+1) for every n and X=⋃nKn (Smooth manifolds and their smooth charts, Holomorphic functions are real analytic and smooth in their two real coordinates, Every manifold has a compact exhaustion, Compact exhaustions of a manifold).

[F3]

Chartwise harmonicity: a continuous function u on an open W⊆X is harmonic exactly when every chart expression u∘(φ∣U∩W)−1 is plane harmonic, and a real function on an open plane domain is plane harmonic exactly when it is of class C2 with vanishing Laplacian uxx+uyy=0; so a harmonic function on X restricts to a harmonic function on every open subset and is of class C2 in charts (Chartwise harmonic and subharmonic functions on a Riemann surface, Plane harmonic functions).

[F4]

Poisson representation on a disc: if u is harmonic on an open set containing the closed disc B(a,R)‾ and z=a+ρeiϕ with 0≤ρ<R, then u(z)=12π∫02πP(ρ,ϕ−t)u(a+Reit) dt, where P(ρ,θ)=(R2−ρ2)/(R2−2Rρcos⁡θ+ρ2) (A harmonic function is recovered from its values on any containing circle by the Poisson formula).

[F5]

Differentiation under the integral sign on a compact rectangle: if g,h:[a,b]×[c,d]→R are continuous and for every fixed t the map x↦g(x,t) is differentiable on (a,b) with derivative h(x,t), then G(x):=∫cdg(x,t) dt is differentiable on [a,b] with G′(x)=∫cdh(x,t) dt (Leibniz's rule on a compact rectangle: an interior parameter derivative with a continuous extension may be passed through a Riemann integral).

[F6]

Under ACω the spherical mean value property holds: if u∈C2(Ω) with Δu=0 and Br(x)⋐Ω, then u(x)=Mu(x,r), the normalized average of u over the circle ∂Br(x) (Spherical mean-value property for harmonic functions).

[F7]

Uniform convergence interchanges Riemann integration: if fk:[a,b]→R are Riemann integrable and fk→f uniformly on [a,b], then f is Riemann integrable and ∫abfk→∫abf (A uniform limit of Riemann-integrable functions is Riemann integrable, and its integral is the limit of their integrals).

[F8]

A continuous real function on an open plane set with the local circle and disc mean-value properties of The circle and disc mean-value properties is harmonic (A continuous plane function with the local mean-value property is harmonic). The disc mean is 2r2∫0rMu(y,s)s ds, where Mu(y,s) is the normalized circle mean.

[F9]

Distributions on an open Ω⊆Rn are the continuous linear functionals on Cc∞(Ω), with ∂iT(φ):=−T(∂iφ) and ΔT:=∑i∂i2T, so that in particular (ΔT)(φ)=T(Δφ) for every test function φ; for f∈Lloc1(Ω) the regular distribution is Tf(φ)=∫Ωfφ (Distributional harmonicity and Poisson's equation on an open subset of Rn, Locally integrable functions as regular distributions).

[F10]

Under ACω, classical derivatives of Ck functions are weak derivatives, the weak test identity is equivalent to the distributional identity ∂αTu=T∂αu, and for a C2 function f one therefore has ΔTf=TΔf (Weak derivative of a locally integrable function, Classical derivatives agree with weak derivatives).

[F11]

Weyl's lemma: under ACω, if T∈D′(Ω) satisfies ΔT=0, then there is a unique smooth harmonic h on Ω with T=Th (Weyl's lemma for the Laplacian).

[F12]

Bolzano-Weierstrass: every bounded sequence of reals has a convergent subsequence (Bolzano-Weierstrass: every bounded real sequence has a convergent subsequence).

[F13]

Compactness read in the ambient space: if K⊆X is compact and (Vi)i∈I is a family of open subsets of X with K⊆⋃iVi, then finitely many of them cover K (A subspace is compact exactly when every family of open subsets of the ambient space covering it, indexed or not, has finitely many members covering it).

Proof

1.1A1F2choose

By [F2] the holomorphic atlas of X is a smooth atlas, so X is a smooth 2-manifold and, under [A1], admits a compact exhaustion K1⊆K2⊆⋯ with every Kn compact, Kn⊆int⁡(Kn+1) and X=⋃nKn; fix such a sequence.

1.2givenF13algebra

For every compact K⊆X there is a finite bound MK for all ∣un∣ on K. Use the family of all open neighbourhoods furnished by local uniform boundedness, with their bounds, rather than choosing one for every point. A finite subcover exists by [F13]; the maximum of its finitely many bounds works.

1.3F3F4given

Chartwise Poisson setup. Fix a holomorphic chart ψ:U→C of the atlas, a point a∈ψ(U), a radius R>0 with B(a,R)‾⊆ψ(U), and suppose M satisfies ∣un∣≤M on ψ−1(B(a,R)‾) for all n. Put wn:=un∘ψ−1 on ψ(U); then each wn is plane harmonic on ψ(U) by [F3] and, by [F4], satisfies wn(a+ρeiϕ)=12π∫02πP(ρ,ϕ−t)wn(a+Reit) dt for every ϕ and every 0≤ρ<R, with P(ρ,θ)=(R2−ρ2)/(R2−2Rρcos⁡θ+ρ2) and ∣wn(a+Reit)∣≤M on the boundary circle.

1.4algebra

Kernel bound. For 0<ρ≤r<R and every θ, writing D:=R2−2Rρcos⁡θ+ρ2≥(R−ρ)2>0, one computes ∂ρP=−(2ρD+(R2−ρ2)⋅2(ρ−Rcos⁡θ))/D2, hence ∣∂ρP∣≤2ρ/D+2(R+ρ)(R2−ρ2)/D2≤2r/(R−r)2+2(R+r)2/(R−r)3=:C(R,r)<∞, a finite constant depending only on R and r.

1.5givenF3F9

Part 2. Let Ω⊆C be open, let vn be real harmonic on Ω for every n, and let T be a distribution with Tvn(φ)→T(φ) for every φ∈Cc∞(Ω). By [F3] each vn is of class C2 on Ω, hence locally integrable, so that Tvn is a regular distribution for every n by [F9].

2.1F4F5step 1.3algebra

Differentiating in the radius. Fix n, ϕ and 0<r<R, and define g(ρ,t):=P(ρ,ϕ−t)wn(a+Reit) and h(ρ,t):=(∂ρP)(ρ,ϕ−t)wn(a+Reit) on [0,r]×[0,2π]. On this rectangle the denominator R2−2Rρcos⁡θ+ρ2 is bounded below by (R−r)2>0, so P and its ρ-derivative are continuous there; hence g and h are continuous, and for each fixed t the map ρ↦g(ρ,t) is differentiable on (0,r) with derivative h(ρ,t). By [F5], applied with the parameter ρ in the first slot, the function G(ρ):=∫02πg(ρ,t) dt is differentiable on (0,r] with G′(ρ)=∫02πh(ρ,t) dt. Since G(ρ)=2π wn(a+ρeiϕ) by step 1.3, this gives ddρwn(a+ρeiϕ)=12π∫02π(∂ρP)(ρ,ϕ−t)wn(a+Reit) dt.

2.2F9F10step 1.5

For every n one has ΔTvn=0. Indeed, since vn is of class C2, its classical second partial derivatives are its weak second partial derivatives by [F10], and the weak test identity is equivalent to the distributional identity ∂i2Tvn=T∂i2vn; summing over i gives ΔTvn=TΔvn, and Δvn=0 pointwise on Ω makes the right side the zero distribution.

3.1step 1.3step 2.1step 1.4algebra

Radial Lipschitz bound. Combining steps 2.1 and 1.4 with ∣wn(a+Reit)∣≤M gives ∣ddρwn(a+ρeiϕ)∣≤C(R,r)M for every n, ϕ and 0<ρ≤r; integrating this radial derivative along the segment from a to z=a+ρeiϕ gives ∣wn(z)−wn(a)∣≤C(R,r)M∣z−a∣ whenever ∣z−a∣≤r, and for z=a both sides vanish.

3.2F9step 1.5step 2.2

ΔT=0. For every test function φ, the definition of the distributional Laplacian in [F9] gives (ΔT)(φ)=T(Δφ), the distributional convergence in step 1.5 applied to the test function Δφ gives T(Δφ)=lim⁡nTvn(Δφ), and again by [F9] one has Tvn(Δφ)=(ΔTvn)(φ)=0 for every n by step 2.2; hence (ΔT)(φ)=0 for every φ∈Cc∞(Ω).

4.1givenF3F14step 3.1choosecases

Oscillation neighbourhoods. For every x∈X and every ε>0 there is an open neighbourhood V of x with compact closure such that ∣un(y)−un(x)∣≤ε for all n and all y∈V. Indeed, local uniform boundedness gives an open W∋x and Mx with ∣un∣≤Mx on W for all n; choose a holomorphic chart ψ:U0→C with x∈U0 and replace it by its restriction to U:=U0∩W, a chart with x∈U and ∣un∣≤Mx on U for all n; put a:=ψ(x) and choose R>0 with B(a,R)‾⊆ψ(U), which is possible because ψ(U) is open in C and contains a. If Mx=0 then un=0 on U for all n and any open V∋x with compact closure inside U works. Otherwise set r:=R/2, C:=C(R,r) from step 1.4 and δ:=min⁡{r,ε/(CMx)}>0, and put V:=ψ−1(B(a,δ)); then V is open with x∈V, its closure lies in the compact set ψ−1(B(a,r)‾) by [F14] (a continuous image of a compact set is compact), and step 3.1 gives ∣un(y)−un(x)∣≤CMx∣ψ(y)−a∣<ε for all n and all y∈V.

5.1F13step 4.1choose

Finite oscillating covers. For every pair j,k≥1, step 4.1 and [F13] give finitely many centres cj,k,i∈Kj and neighbourhoods Vj,k,i covering Kj such that ∣un(y)−un(cj,k,i)∣<1/k for all y∈Kj∩Vj,k,i and all n. Use step 4.1 with 1/(2k) and take a finite subcover of the family of all admissible neighbourhood-centre pairs. Empty Kj needs no centres.

6.1A1F1F2step 5.1choose

Fixing the countable data. For each pair (j,k) the set of finite cover data in step 5.1 is nonempty. Apply [A1] to this fixed countable family, and fix one finite cover with its centres for every pair. Enumerate all those centres as p1,p2,… in a fixed ordering of (j,k,i); pad by repetition if there are finitely many. There is at least one centre because X is nonempty and the Kj exhaust it. Every numerical sequence (un(pl))n is bounded by local uniform boundedness.

7.1F12step 6.1constructalgebra

Canonical nested subsequences. We give an explicit selection rule for the numerical subsequence in [F12]. A bounded real sequence (al) has a deterministically selected convergent subsequence. Let M be the least positive integer with ∣al∣≤M for all l, and start with I0=[−M,M]. Bisect each closed interval Ir−1, taking its left closed half if that half contains infinitely many terms of the sequence, and its right closed half otherwise. The selected Ir contains infinitely many terms and has length 2M/2r. Let τ(r) be the least index greater than τ(r−1) with aτ(r)∈Ir, starting with τ(0)=0. Nested intervals give a unique common point, to which aτ(r) converges. Both recursions use uniquely specified choices. Starting with σ0 the identity, apply this rule to al=uσr−1(l)(pr) and put σr=σr−1∘τ. Recursion on the natural numbers therefore defines all the σr without Dependent Choice or an additional use of [A1].

8.1step 7.1algebra

Diagonal extraction. Put nk:=σk(k). Since each σk+1 is a subsequence of σk and its indexing map satisfies τ(l)≥l, one has nk+1>nk. For fixed r, the tail k≥r lies in the range of σr, so (unk(pr))k converges.

9.1F15step 5.1step 6.1step 8.1

Uniform convergence on every exhaustion compact. Fix j,k. For every y∈Kj, choose one of the finitely many Vj,k,i containing y. For any subsequence indices p,q, ∣unp(y)−unq(y)∣<2/k+∣unp(cj,k,i)−unq(cj,k,i)∣. By step 8.1, the last term is less than 1/k for all sufficiently large p,q, uniformly over the finitely many centres of this cover. Thus (unk∣Kj)k is uniformly Cauchy and converges uniformly by [F15].

10.1step 8.1step 9.1

One global subsequence. The fixed cover data include every Kj, so the single subsequence constructed in step 8.1 converges uniformly on every Kj by step 9.1. No second recursive extraction is needed.

11.1step 8.1step 10.1

Set mk:=nk. This sequence is strictly increasing and (umk)k converges uniformly on every Kj.

12.1F2F13step 11.1

Every compact L⊆X lies in some KJ: the open sets int⁡Kj cover X by [F2], so a finite subcover of L and nesting give such a J. Thus (umk) converges uniformly on every compact subset of X, and pointwise everywhere.

13.1step 11.1step 12.1

Define u(x):=lim⁡k→∞umk(x) for x∈X, a well-defined real function on X by step 12.1. Then (umk) converges to u uniformly on every compact subset of X and u is its pointwise limit; this completes everything in part 1 except harmonicity and continuity of u.

13.2step 4.1step 12.1

u is continuous. Let x∈X and ε>0; step 4.1 provides an open neighbourhood V of x with compact closure and ∣un(y)−un(x)∣≤ε/3 for all n and all y∈V. Since (umk) converges uniformly on the compact set V‾ by step 12.1, for all sufficiently large k one has sup⁡y∈V∣umk(y)−u(y)∣<ε/3 and ∣umk(x)−u(x)∣<ε/3, so ∣u(y)−u(x)∣<ε for every y∈V. Hence u is continuous at every point of X.

13.3F3F6F7F14step 12.1

Spherical mean property of the limit. Let ψ:U→C be a holomorphic chart and put Ω:=ψ(U), wk:=umk∘ψ−1 and w:=u∘ψ−1 on Ω. Each wk is plane harmonic by [F3], and wk→w uniformly on every compact subset of Ω: if L⊆Ω is compact then ψ−1(L) is a compact subset of X by [F14], and sup⁡L∣wk−w∣=sup⁡ψ−1(L)∣umk−u∣→0 by step 12.1. Let b∈Ω and r>0 with B(b,r)‾⊆Ω; by [F6] each wk satisfies wk(b)=12π∫02πwk(b+reis) ds, and the integrands converge uniformly in s∈[0,2π] to s↦w(b+reis) because the circle is a compact subset of Ω; [F7] and wk(b)→w(b) therefore give w(b)=12π∫02πw(b+reis) ds.

14.1A1F3F8step 13.2step 13.3

Hence w has the local spherical mean value property on Ω: given b∈Ω choose rb>0 with B(b,rb)‾⊆Ω; then for every y∈B(b,rb) and every 0<r<rb−∣y−b∣ one has B(y,r)‾⊆Ω, so step 13.3 gives w(y)=12π∫02πw(y+reis) ds, the normalized circle average Mw(y,r). Integrating this identity over the concentric radii gives the disc mean 2r2∫0rMw(y,s)s ds=2r2∫0rw(y)s ds=w(y); the integrand extends continuously at s=0 because w is continuous. Thus both local mean identities of [F8] hold. The chart expression w is continuous by step 13.2, so [F8] and [A1] make w plane harmonic on Ω. As the holomorphic chart was arbitrary, [F3] makes u harmonic on X; with steps 13.1 and 13.2 this proves part 1.

15.1A1F11step 3.2∎

By [F11] and [A1] there is a unique smooth harmonic h on Ω with T=Th. This is exactly the representation asserted in part 2, so the proof is complete.

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