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§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 𝑈⊂ℂ be a bounded region and ℎ:𝑈→ℝ be subharmonic. Suppose that there is some 𝐴∈ℝ such that

lim sup𝑧→𝑞𝑧∈𝑈ℎ(𝑧)≤𝐴
for every 𝑞∈𝜕𝑈. Then ℎ≤𝐴 throughout 𝑈.
Proof.

For each 𝜀>0, define

𝐸𝜀={𝑧∈𝑈:ℎ(𝑧)≥𝐴+𝜀}⊆𝑈.

We aim to show that 𝐸𝜀=⌀, thus for contradiction, first assume otherwise.

Let 𝑧∈ℂ∖𝐸𝜀. If we are able to show that a neighborhood of 𝑧 lies in ℂ∖𝐸𝜀, then ℂ∖𝐸𝜀 is open and 𝐸𝜀 is then closed.

  1. If 𝑧∈ℂ∖𝑈‾, such a neighborhood holds trivially, in particular ∃𝑉∋𝑧 open such that 𝑉⊆ℂ∖𝑈‾⊆ℂ∖𝐸𝜀.
  2. If 𝑧∈𝜕𝑈, then ∃𝛿>0 such that ∀𝜁∈𝑈 with |𝑧−𝜁|<𝛿,

    ℎ(𝜁)<lim sup𝜁→𝑧𝜁∈𝑈ℎ(𝜁)+𝜀≤𝐴+𝜀
    by the definition of lim sup, meaning that 𝑈∩𝐷(𝑧,𝛿)⊆ℂ∖𝐸𝜀. Moreover, 𝐷(𝑧,𝛿)∖𝑈⊆ℂ∖𝐸𝜀 as well since 𝐸𝜀⊆𝑈. Therefore, 𝐷(𝑧,𝛿)⊆ℂ∖𝐸𝜀.
  3. If 𝑧∈𝑈∖𝐸𝜀, then ℎ(𝑧)<𝐴+𝜀. By continuity, there exists a neighborhood 𝑉∋𝑧 on which ℎ<𝐴+𝜀 holds.

Therefore, ℂ∖𝐸𝜀 is open; then 𝐸𝜀 is closed in ℂ. Since 𝑈 is bounded, 𝐸𝜀 is compact. Then ℎ attains a finite maximum 𝐴′ within 𝐸𝜀 by continuity (by the Extreme Value Theorem, Theorem 1.2.23Theorem 1.2.23Theorem 1.2.23) at some point 𝑧.

By definition of 𝐸𝜀, 𝐴′≥ℎ(𝑧)≥𝐴+𝜀 for 𝑧∈𝐸𝜀. Outside of 𝐸𝜀, 𝐴′≥ℎ continues to hold as ℎ<𝐴+𝜀. Therefore 𝐴′ is an absolute maximum of ℎ on all of 𝑈. By the Maximum Principle for subharmonic functions (Theorem 7.3.10Theorem 7.3.10Theorem 7.3.10), ℎ≡𝐴′≥𝐴+𝜀 must be constant on 𝑈.

Therefore ∀𝑞∈𝜕𝑈, lim sup𝜁→𝑞𝜁∈𝑈ℎ(𝜁)=𝐴′>𝐴, which contradicts the hypothesis. Therefore, 𝐸𝜀 must be the empty set.

Hence, for any 𝜀>0, 𝐸𝜀=⌀; which implies that ∀𝑧∈𝑈, ℎ(𝑧)≤𝐴. ⁠□

Theorem 7.4.2 (Solution to the Dirichlet Problem).

Let 𝑈 be a bounded open region such that for each point 𝑝∈𝜕𝑈, there is a barrier 𝑏𝑝:𝑈‾→ℝ. Then ∀𝑓∈𝐶(𝜕𝑈,ℝ), ∃!𝑢∈𝐶(𝑈‾,ℝ) harmonic in 𝑈 such that 𝑢≡𝑓 on 𝜕𝑈.
Proof.

Let

𝑆={𝜓:𝜓is subharmonic on𝑈and∀𝑝∈𝜕𝑈,lim sup𝑧→𝑝𝑧∈𝑈𝜓(𝑧)≤𝑓(𝑝)}(7.4.1)

By the compactness of 𝜕𝑈, let 𝑚=min𝑧∈𝜕𝑈𝑓(𝑧) and 𝑀=max𝑧∈𝜕𝑈𝑓(𝑧). Then (𝑧↦𝑚)∈𝑆, meaning 𝑆≠⌀. Let 𝑢:𝑈→ℝ be defined by

𝑢(𝑧)=sup𝜓∈𝑆𝜓(𝑧).

It will turn out to be the case that 𝑢 is the precise solution for which we are searching, it remains to verify its harmonicity and extension to 𝑓.

Claim.

sup𝑧∈𝑈𝑢(𝑧)≤𝑀.
Proof of the claim.

Let 𝜓∈𝑆. Then for every 𝑞∈𝜕𝑈,

lim sup𝑧→𝑞𝑧∈𝑈𝜓(𝑧)≤𝑓(𝑞)≤𝑀.
By Proposition 7.4.1Proposition 7.4.1Proposition 7.4.1, 𝜓≤𝑀 on 𝑈. Taking the supremum over 𝜓∈𝑆 gives 𝑢≤𝑀. ⁠□

Claim.

The function 𝑢 is harmonic in 𝑈.
Proof of the claim.

Let 𝐷(𝑎,𝑟)‾⋐𝑈 be arbitrary. Then for each 𝑝∈𝐷(𝑎,𝑟), since 𝑢(𝑝)=sup𝜓∈𝑆𝜓(𝑝), there is some sequence of functions {𝜓𝑝,𝑛}𝑛 such that lim𝑛→∞𝜓𝑝,𝑛(𝑝)=𝑢(𝑝).

For 𝑧∈𝑈, define the function sequence {Ψ𝑝,𝑛}𝑛 of partial maximums

Ψ𝑝,𝑛(𝑧)=max𝑘=1𝑛𝜓𝑝,𝑘(𝑧).

By Proposition 7.3.11Proposition 7.3.11Proposition 7.3.11, {Ψ𝑝,𝑛}𝑛 is a pointwise-increasing sequence of subharmonic functions on 𝑈.

For each 𝑛, the function Ψ𝑝,𝑛 is continuous on 𝜕𝐷(𝑎,𝑟). Then by the Poisson Integral Formula ((3.6.5)(3.6.5)(3.6.5)), there is a continuous function 𝜑𝑝,𝑛 on 𝐷(𝑎,𝑟)‾ which is identical to Ψ𝑝,𝑛 on the boundary and harmonic on the interior. Now let

Φ𝑝,𝑛(𝑧)={Ψ𝑝,𝑛(𝑧)if𝑧∉𝐷(𝑎,𝑟)𝜑𝑝,𝑛(𝑧)if𝑧∈𝐷(𝑎,𝑟),

of which we aim to show subharmonicity (continuity follows since the pieces agree on the circle). By Theorem 7.3.5Theorem 7.3.5Theorem 7.3.5, it suffices to show the sub-mean-value property holds locally at each point.

  1. If 𝑧∈𝑈∖𝐷(𝑎,𝑟)‾, then by openness, there exists a disk 𝐷(𝑧,𝜀′)‾⋐𝑈∖𝐷(𝑎,𝑟)‾. By the subharmonicity of Ψ𝑝,𝑛≡Φ𝑝,𝑛, the local sub-mean-value property holds therein.
  2. If 𝑧∈𝐷(𝑎,𝑟), then there is a disk centered at 𝑧 therein such that Φ𝑝,𝑛≡𝜑𝑝,𝑛 thereon. Then in this smaller disk the sub-mean-value property holds by harmonicity.
  3. Lastly, if 𝑧∈𝜕𝐷(𝑎,𝑟), observe that by construction, Φ𝑝,𝑛(𝑧)=Ψ𝑝,𝑛(𝑧). Moreover, by Proposition 7.3.3Proposition 7.3.3Proposition 7.3.3, for 𝜁∈𝐷(𝑎,𝑟), Ψ𝑝,𝑛(𝜁)≤𝜑𝑝,𝑛(𝜁). Moreover, for all 𝜁∈𝑈, this inequality continues to hold. Let 𝐷(𝑧,𝜀)‾⋐𝑈 be arbitrary. Therefore by Theorem 7.3.5Theorem 7.3.5Theorem 7.3.5, Ψ𝑝,𝑛 satisfies the global sub-mean-value property, and
Φ𝑝,𝑛(𝑧)=Ψ𝑝,𝑛(𝑧)≤12π∫02πΨ𝑝,𝑛(𝑧+𝜀ei𝜃)d𝜃≤12π∫02πΦ𝑝,𝑛(𝑧+𝜀ei𝜃)d𝜃.

Then at 𝑧, Φ𝑝,𝑛 also satisfies the local sub-mean-value property.

By Theorem 7.3.5Theorem 7.3.5Theorem 7.3.5, Φ𝑝,𝑛 is subharmonic. Moreover, by construction, both Φ𝑝,𝑛 and Ψ𝑝,𝑛 are contained within 𝑆 (defined in (7.4.1)(7.4.1)(7.4.1)). Since Ψ𝑝,1≤Ψ𝑝,2≤⋯, for 𝑧∈𝑈∖𝐷(𝑎,𝑟), Φ𝑝,1(𝑧)≤Φ𝑝,2(𝑧)≤⋯.

Moreover, in 𝐷(𝑎,𝑟), ∀𝑛∈ℕ, Φ𝑝,𝑛−Φ𝑝,𝑛+1 is harmonic (as it is equal to 𝜑𝑝,𝑛−𝜑𝑝,𝑛+1) and is non-positive on the boundary. By the Maximum Principle (Theorem 3.4.5Theorem 3.4.5Theorem 3.4.5), it is non-positive everywhere in 𝐷(𝑎,𝑟)‾. Therefore,

Φ𝑝,1≤Φ𝑝,2≤Φ𝑝,3≤⋯

throughout 𝑈. Since for each 𝑛,

𝜓𝑝,𝑛(𝑝)≤Ψ𝑝,𝑛(𝑝)≤Φ𝑝,𝑛(𝑝)≤𝑢(𝑝)(sinceΦ𝑝,𝑛∈𝑆)

and lim𝑛→∞𝜓𝑝,𝑛(𝑝)=𝑢(𝑝), it follows that lim𝑛→∞Φ𝑝,𝑛(𝑝)=𝑢(𝑝). We now aim to show that this limit holds not only at 𝑝 but also any arbitrary point 𝑞∈𝐷(𝑎,𝑟).

Fix such 𝑞 and define similarly the sequence {𝜓𝑞,𝑛}⊆𝑆 such that lim𝑛→∞𝜓𝑞,𝑛(𝑞)=𝑢(𝑞). Now for each 𝑛, 𝑧∈𝑈, define

Λ𝑛(𝑧)=max({𝜓𝑞,𝑘(𝑧):𝑘∈ℕ≤𝑛}∪{𝜓𝑝,𝑘(𝑧):𝑘∈ℕ≤𝑛}).

Then Λ𝑛 is the maximum of finitely many subharmonic functions and hence subharmonic itself (Proposition 7.3.11Proposition 7.3.11Proposition 7.3.11). Moreover, ((7.4.1)(7.4.1)(7.4.1)) Λ𝑛∈𝑆, {Λ𝑛} is pointwise-increasing in 𝑈, and for fixed 𝜀 and sufficiently large 𝑛,

𝜓𝑞,𝑛(𝑞)≤Λ𝑛(𝑞)<𝑢(𝑞)+𝜀.

Taking 𝜀→0 gives

lim𝑛→∞𝜓𝑞,𝑛(𝑞)=𝑢(𝑞)≤lim𝑛→∞Λ𝑛(𝑞)≤𝑢(𝑞),

meaning lim𝑛→∞Λ𝑛(𝑞)=𝑢(𝑞).

On 𝐷(𝑎,𝑟)‾, the Poisson Integral Formula gives a solution 𝜆𝑛∈𝐶(𝐷(𝑎,𝑟)‾) to the Dirichlet problem with Λ𝑛|𝜕𝐷(𝑎,𝑟) such that 𝜆𝑛 is harmonic in 𝐷(𝑎,𝑟). Then defining

Η𝑛(𝑧)={Λ𝑛(𝑧)if𝑧∉𝐷(𝑎,𝑟)𝜆𝑛(𝑧)if𝑧∈𝐷(𝑎,𝑟),

Η𝑛 is continuous and subsequently subharmonic by justification identical to that of Φ𝑝,𝑛 (via the sub-mean-value property). Moreover, similar to the case of Φ𝑝,𝑛, we have Η𝑛∈𝑆 and Η𝑛≤𝑢, and

𝑢(𝑞)=lim𝑛→∞𝜓𝑞,𝑛(𝑞)≤lim𝑛→∞Λ𝑛(𝑞)≤lim𝑛→∞Η𝑛(𝑞)≤𝑢(𝑞).

By the Maximum Principle (Theorem 3.4.5Theorem 3.4.5Theorem 3.4.5, as with previously), Η𝑛−Η𝑛+1 is harmonic in 𝐷(𝑎,𝑟) and non-positive on the boundary and therefore non-positive throughout. Then {Η𝑛}𝑛 is pointwise-increasing everywhere in 𝑈.

Both Η𝑛 and Φ𝑝,𝑛 are harmonic in 𝐷(𝑎,𝑟) and by Harnack’s Principle (Theorem 7.2.3Theorem 7.2.3Theorem 7.2.3), Φ𝑝,𝑛⇉Φ𝑝 and Η𝑛⇉Η locally uniformly in this disk, where Φ𝑝 and Η are each either ∞ or harmonic in the disk (the former is an impossibility since Φ𝑝,𝑛,Η𝑛≤𝑢≤𝑀). Therefore the two sequences have harmonic limits in 𝐷(𝑎,𝑟). By the discussion above, Η(𝑞)=𝑢(𝑞) and Φ𝑝(𝑝)=𝑢(𝑝).

For every 𝑛, we have Ψ𝑝,𝑛≤Λ𝑛 on 𝑈. On 𝜕𝐷(𝑎,𝑟), this gives

𝜑𝑝,𝑛=Ψ𝑝,𝑛≤Λ𝑛=𝜆𝑛.

Since 𝜑𝑝,𝑛 and 𝜆𝑛 are harmonic on 𝐷(𝑎,𝑟), the Maximum Principle (Theorem 3.4.5Theorem 3.4.5Theorem 3.4.5) gives

𝜑𝑝,𝑛≤𝜆𝑛⟹Φ𝑝,𝑛≤Η𝑛⟹Φ𝑝≤Η

throughout 𝐷(𝑎,𝑟). Moreover, Η𝑛∈𝑆, so Η𝑛≤𝑢 for every 𝑛; hence Η≤𝑢. Therefore, Φ𝑝≤Η≤𝑢 on 𝐷(𝑎,𝑟). Then Φ𝑝−Η≤0 throughout 𝐷(𝑎,𝑟) and

𝑢(𝑝)=Φ𝑝(𝑝)≤Η(𝑝)≤𝑢(𝑝)⟹Η(𝑝)=𝑢(𝑝),

meaning (Φ𝑝−Η)(𝑝)=0. By the Maximum Principle once more, Φ𝑝≡Η in 𝐷(𝑎,𝑟). Then since Φ𝑝(𝑞)=Η(𝑞)=𝑢(𝑞) and 𝑞 was arbitrary, Φ𝑝≡𝑢 throughout 𝐷(𝑎,𝑟). Therefore, 𝑢 is harmonic on 𝐷(𝑎,𝑟). Since 𝐷(𝑎,𝑟) was arbitrary, 𝑢 is harmonic in 𝑈. ⁠□

Claim.

The function 𝑢 extends continuously to 𝑓: for each 𝑝∈𝜕𝑈, lim𝑧→𝑝𝑧∈𝑈𝑢(𝑧)=𝑓(𝑝).
Proof of the claim.

Fix 𝑝∈𝜕𝑈 and 𝜀>0, and let 𝑏=𝑏𝑝 be a barrier at 𝑝.

By continuity of 𝑓, choose a relatively open neighborhood 𝑉 of 𝑝 in 𝜕𝑈 such that

|𝑓(𝑝)−𝑓(𝑞)|<𝜀

for every 𝑞∈𝑉 and 𝐾=𝜕𝑈∖𝑉 is nonempty. Since 𝑏<0 on the compact set 𝐾, let 𝜂=−max𝑞∈𝐾𝑏(𝑞)>0. Thus 𝑏(𝑞)≤−𝜂 for every 𝑞∈𝐾. Set

𝐶=max{1,𝑀−𝑓(𝑝)−𝜀𝜂}and𝐷=max{1,𝑓(𝑝)−𝜀−𝑚𝜂}.

Then, for every 𝑞∈𝐾, if 𝑀−𝑓(𝑝)−𝜀𝜂>1,

𝑀+𝐶𝑏(𝑞)≤𝑀−𝐶𝜂≤𝑓(𝑝)+𝜀,

and if 𝐶=1, we must have 𝑀−𝑓(𝑝)−𝜀𝜂≤1, implying

𝑀−𝑓(𝑝)−𝜀≤𝜂≤−𝑏(𝑞)⟹𝑀+𝐶𝑏(𝑞)=𝑀+𝑏(𝑞)≤𝑓(𝑝)+𝜀.

Similarly, one derives 𝑓(𝑝)−𝜀≤𝑚−𝐷𝑏(𝑞).

Let 𝜓∈𝑆 be arbitrary. The function 𝜓+𝐶𝑏 is subharmonic. For 𝑞∈𝑉,

lim sup𝜁→𝑞𝜁∈𝑈(𝜓(𝜁)+𝐶𝑏(𝜁))≤𝑓(𝑞)+𝐶𝑏(𝑞)≤𝑓(𝑞)<𝑓(𝑝)+𝜀.

For 𝑞∈𝐾, we instead have

lim sup𝜁→𝑞𝜁∈𝑈(𝜓(𝜁)+𝐶𝑏(𝜁))≤𝑓(𝑞)+𝐶𝑏(𝑞)≤𝑀+𝐶𝑏(𝑞)≤𝑓(𝑝)+𝜀.

Hence, by the Boundary Maximum Principle (Proposition 7.4.1Proposition 7.4.1Proposition 7.4.1), 𝜓+𝐶𝑏≤𝑓(𝑝)+𝜀 throughout 𝑈. Taking the supremum over 𝜓∈𝑆,

sup𝜓∈𝑆𝜓(𝑧)+𝐶𝑏≤𝑓(𝑝)+𝜀⟹𝑢(𝑧)≤𝑓(𝑝)+𝜀−𝐶𝑏(𝑧)

for every 𝑧∈𝑈. As 𝑧→𝑝 within 𝑈, 𝑏(𝑧)→𝑏(𝑝)=0, so

lim sup𝑧→𝑝𝑧∈𝑈𝑢(𝑧)≤𝑓(𝑝)+𝜀→𝑓(𝑝).

as 𝜀→0+. Notice that 𝑧↦𝑓(𝑝)−𝜀+𝐷𝑏(𝑧) is subharmonic, and on 𝑉, we have

𝑓(𝑝)−𝜀+𝐷𝑏(𝑞)≤𝑓(𝑝)−𝜀<𝑓(𝑞),

while on 𝐾, we have 𝑓(𝑝)−𝜀+𝐷𝑏(𝑞)≤𝑚≤𝑓(𝑞). Thus 𝑓(𝑝)−𝜀+𝐷𝑏∈𝑆, and hence

𝑢(𝑧)≥𝑓(𝑝)−𝜀+𝐷𝑏(𝑧)=𝑓(𝑝)−𝜀+𝐷𝑏(𝑧).

Letting 𝑧→𝑝 within 𝑈 gives

lim inf𝑧→𝑝𝑧∈𝑈𝑢(𝑧)≥𝑓(𝑝)−𝜀→𝑓(𝑝).

as 𝜀→0+. Therefore,

lim𝑧→𝑝𝑧∈𝑈𝑢(𝑧)=𝑓(𝑝).

Since 𝑝∈𝜕𝑈 was arbitrary, 𝑢 extends continuously to 𝑈‾ by setting 𝑢≡𝑓 on 𝜕𝑈. ⁠□

This completes the proof. ⁠□