§7.4 The Perron Method and the Solution to the Dirichlet Problem
7.4 The Perron Method and the Solution to the Dirichlet Problem
The method we provide here is due to Oskar Perron, which will subsequently apply to a large variety of curves (although it is not of highest possible generality, it will suffice for our general purposes).
Similar to the Riemann Mapping Theorem, the solution here will also pertain largely to solving an extremal problem. Moreover, as a corollary to the problem, one also will obtain a proof of the Riemann Mapping Theorem (which in spirit, is much closer to the original proof of the mapping theorem).
Proposition 7.4.1 (Boundary Maximum Principle).
Let be a bounded region and be subharmonic. Suppose that there is some such that
for every . Then throughout .Proof.
For each , define
We aim to show that , thus for contradiction, first assume otherwise.
Let . If we are able to show that a neighborhood of lies in , then is open and is then closed.
- If , such a neighborhood holds trivially, in particular open such that .
If , then such that with ,
by the definition of , meaning that . Moreover, as well since . Therefore, .- If , then . By continuity, there exists a neighborhood on which holds.
Therefore, is open; then is closed in . Since is bounded, is compact. Then attains a finite maximum within by continuity (by the Extreme Value Theorem, Theorem 1.2.23) at some point .
By definition of , for . Outside of , continues to hold as . Therefore is an absolute maximum of on all of . By the Maximum Principle for subharmonic functions (Theorem 7.3.10), must be constant on .
Therefore , , which contradicts the hypothesis. Therefore, must be the empty set.
Hence, for any , ; which implies that , .
Theorem 7.4.2 (Solution to the Dirichlet Problem).
Let be a bounded open region such that for each point , there is a barrier . Then , harmonic in such that on .Proof.
Let
By the compactness of , let and . Then , meaning . Let be defined by
It will turn out to be the case that is the precise solution for which we are searching, it remains to verify its harmonicity and extension to .
Claim.
.Proof of the claim.
Let . Then for every ,
By Proposition 7.4.1, on . Taking the supremum over gives . Claim.
The function is harmonic in .Proof of the claim.
Let be arbitrary. Then for each , since , there is some sequence of functions such that .
For , define the function sequence of partial maximums
By Proposition 7.3.11, is a pointwise-increasing sequence of subharmonic functions on .
For each , the function is continuous on . Then by the Poisson Integral Formula ((3.6.5)), there is a continuous function on which is identical to on the boundary and harmonic on the interior. Now let
of which we aim to show subharmonicity (continuity follows since the pieces agree on the circle). By Theorem 7.3.5, it suffices to show the sub-mean-value property holds locally at each point.
- If , then by openness, there exists a disk . By the subharmonicity of , the local sub-mean-value property holds therein.
- If , then there is a disk centered at therein such that thereon. Then in this smaller disk the sub-mean-value property holds by harmonicity.
- Lastly, if , observe that by construction, . Moreover, by Proposition 7.3.3, for , . Moreover, for all , this inequality continues to hold. Let be arbitrary. Therefore by Theorem 7.3.5, satisfies the global sub-mean-value property, and
Then at , also satisfies the local sub-mean-value property.
By Theorem 7.3.5, is subharmonic. Moreover, by construction, both and are contained within (defined in (7.4.1)). Since , for , .
Moreover, in , , is harmonic (as it is equal to ) and is non-positive on the boundary. By the Maximum Principle (Theorem 3.4.5), it is non-positive everywhere in . Therefore,
throughout . Since for each ,
and , it follows that . We now aim to show that this limit holds not only at but also any arbitrary point .
Fix such and define similarly the sequence such that . Now for each , , define
Then is the maximum of finitely many subharmonic functions and hence subharmonic itself (Proposition 7.3.11). Moreover, ((7.4.1)) , is pointwise-increasing in , and for fixed and sufficiently large ,
Taking gives
meaning .
On , the Poisson Integral Formula gives a solution to the Dirichlet problem with such that is harmonic in . Then defining
is continuous and subsequently subharmonic by justification identical to that of (via the sub-mean-value property). Moreover, similar to the case of , we have and , and
By the Maximum Principle (Theorem 3.4.5, as with previously), is harmonic in and non-positive on the boundary and therefore non-positive throughout. Then is pointwise-increasing everywhere in .
Both and are harmonic in and by Harnack’s Principle (Theorem 7.2.3), and locally uniformly in this disk, where and are each either or harmonic in the disk (the former is an impossibility since ). Therefore the two sequences have harmonic limits in . By the discussion above, and .
For every , we have on . On , this gives
Since and are harmonic on , the Maximum Principle (Theorem 3.4.5) gives
throughout . Moreover, , so for every ; hence . Therefore, on . Then throughout and
meaning . By the Maximum Principle once more, in . Then since and was arbitrary, throughout . Therefore, is harmonic on . Since was arbitrary, is harmonic in .
Claim.
The function extends continuously to : for each , .Proof of the claim.
Fix and , and let be a barrier at .
By continuity of , choose a relatively open neighborhood of in such that
for every and is nonempty. Since on the compact set , let . Thus for every . Set
Then, for every , if ,
and if , we must have , implying
Similarly, one derives .
Let be arbitrary. The function is subharmonic. For ,
For , we instead have
Hence, by the Boundary Maximum Principle (Proposition 7.4.1), throughout . Taking the supremum over ,
for every . As within , , so
as . Notice that is subharmonic, and on , we have
while on , we have . Thus , and hence
Letting within gives
as . Therefore,
Since was arbitrary, extends continuously to by setting on .