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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.
Depends on
- Holomorphic functions are real analytic and smooth in their two real coordinates
- The sum of a complex power series is analytic throughout its open disc of convergence
- The mean value theorem, as the case $g(x) = x$ of Cauchy's: for $f$ continuous on $[a,b]$ with $a < b$ and differentiable on $(a,b)$ there is $c \in (a,b)$ with $f(b) - f(a) = f'(c)(b-a)$
- Locally finite Borel measures on second-countable LCH spaces are regular
- The bounded plane Dirichlet problem has at most one continuous harmonic solution
- Barriers and regular boundary points
- Bounded C1 domains and their outward normals
- Classical normal derivative
- A complex domain is a nonempty connected open subset of $\mathbb C$
- Complex series, absolute convergence, complex power series, and radius of convergence
- The Axiom of Countable Choice ($\mathrm{AC}_\omega$)
- The axiom of dependent choice: a relation in which every element is related to something admits an $\mathbb{N}$-indexed chain
- Dirichlet Green function for minus Laplacian
- Distributional harmonicity and Poisson's equation on an open subset of Rn
- The canonical Green kernel of a plane domain
- Harmonic measure on a bounded regular plane domain
- Integrable real and complex functions, and their integrals
- Fundamental solution for the positive operator minus Laplacian
- The Perron envelope and its regularization
- The Perron lower family for continuous boundary data
- Poisson kernel from a Dirichlet Green function
- Radon measure on an LCH space
- A real-analytic function on an open subset of $\mathbb{R}$ is locally represented by a convergent real power series
- Regular distribution from a locally integrable function
- Second countability: an at most countable basis for the topology
- Surface integration on compact C1 hypersurfaces
- Green correctors are smooth at analytic boundaries
- Dependent choice implies countable choice
- Local integrability of the Laplace fundamental kernel
- The Perron family is nonempty and uniformly bounded by the boundary data
- Chart and partition independence of surface measure
- Monotonicity and nonnegative homogeneity of the nonnegative integral
- Arithmetic and lattice operations preserve measurability whenever they are defined
- Assuming countable choice, every Borel subset of $\mathbb{R}^n$ is Lebesgue measurable
- The $C^2$ real and imaginary parts of a holomorphic function satisfy Laplace's equation and form a harmonic-conjugate pair
- A compact subset of a metric space is closed and bounded
- Plane harmonicity is preserved by holomorphic and antiholomorphic changes of coordinate
- A continuous map has Borel preimages of Borel sets
- Distributional differentiation is continuous and commutes
- Dominated convergence
- For a nonempty subset of $\mathbb{R}^n$ with $n\ge1$, compactness, closedness and boundedness, pseudocompactness, and attainment of extrema by every continuous real-valued function are equivalent
- The Euclidean inverse function theorem
- Fubini's theorem for L^1 functions on a sigma-finite product
- Green functions exist on all bounded plane domains
- Green representation for classical Poisson data
- Canonical Green kernels are unique, symmetric and domain monotone
- Harmonic and holomorphic Schwarz reflection across the real axis
- Existence and uniqueness of harmonic measure on a bounded regular plane domain
- Heine-Borel in $\mathbb{R}^n$: with the Euclidean metric a subset of $\mathbb{R}^n$ 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
- Holomorphic inverse function theorem and local-degree criterion
- The modulus of an integral is bounded by the integral of the modulus
- Lebesgue outer measure, Lebesgue measurability and Lebesgue measure are unchanged by translation
- The Lebesgue integral is linear on $L^1(\mu)$
- Locally integrable functions embed in distributions
- The natural logarithm has derivative 1/x and equals the integral from 1 to x of 1/t
- Maximum and minimum principles for plane harmonic functions
- Monotone convergence for the integral
- Plane harmonic functions are smooth and real analytic
- Polar coordinates decompose Lebesgue measure into r^{n-1} dr d sigma
- $\mathbb{Q}^n$ is a countable dense subset of $\mathbb{R}^n$, and rational open boxes form a countable basis
- Real-analytic functions are closed under sums, products and compositions, and under quotients where the denominator is nonzero
- Real Stone--Weierstrass theorem for compact metric spaces
- Weyl's lemma for the Laplacian
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Sources
- Mikhail Lyubich, Dynamics of Quadratic Polynomials, Vol. I, Appendix 1, Sections 10.1-10.9 (standard reference, not scraped)
- Axler, Bourdon and Ramey, Harmonic Function Theory, 2nd ed., Chapter 11 (standard reference, not scraped)
- E. B. Saff, Logarithmic Potential Theory with Applications to Approximation Theory, Section 3 (standard reference, not scraped)