Professional Documents
Culture Documents
by
SHUBHAM GIRDHAR
1311041
to the
Abstract
The Harmonic functions and Stokes Theorem on Rn are studied. The complex
analysis has been employed to study Harmonic functions on R2 . Greens identity has
been mainly used in the study of harmonic functions on Rn which gives the motivation
to study general Stokes Theorem on Rn .
Contents
1 Introduction
2 Harmonic functions in C
2.1 Basic Properties . . . . . .
2.2 Poissons Formula . . . . .
2.3 Functions with mean value
2.4 Harnacks Principle . . . .
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2
2
3
5
6
3 Stokes theorem on Rn
3.1 Algebraic preliminaries .
3.2 Fields and Forms . . . .
3.3 Geometric preliminaries
3.4 Stokes theorem on Rn .
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8
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16
18
4 Harmonic functions on Rn
4.1 Definitions and Basic Properties . .
4.2 Mean value property . . . . . . . .
4.3 Poisson kernel . . . . . . . . . . . .
4.4 Dirichlet problem . . . . . . . . . .
4.5 Functions with mean value property
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References
29
Appendix A
30
Chapter 1
Introduction
This report is concerned with the study of harmonic functions and Stokes theorem
on Rn . The approach taken for harmonic functions on R2 uses complex analysis.
To study harmonic functions on higher dimensions, Greens identities are required.
This gives the motivation to study Stokes theorem in great detail on Rn . All the
properties of harmonic functions are then generalised on Rn .
Harmonic functions are solutions to Laplaces equation and play an important role in
many areas of mathematics, physics, and engineering. Chapter 2 introduces the the
harmonic functions and explores their properties using techniques of complex analysis. This gives us an understanding of what to expect in higher dimensions and make
the learning more focussed.
Chapter 3 discusses the Stokes theorem on Rn in every detail. The proof of the theorem involves many prerequisites like differential forms, chains, and so on and even
the statement of the theorem cannot be understood without all the definitions in this
chapter.
Chapter 4 is devoted to study of the properties of harmonic functions on higher dimensions, generalizing the properties that were introduced in Chapter 2. This is
necessary as harmonic functions on R2 are always real part of some holomorphic
functions on a convex set which is not the case in higher dimensions.
Chapter 2
Harmonic functions in C
2.1
Basic Properties
Definition 1 A real-valued function u(z) or u(x, y), defined and single valued in a
region , is said to be harmonic in , if it is continuous together with its partial
derivatives of first two orders and satisfies Laplaces equation
0 = 4u =
2u 2u
+
.
x2 y 2
The sum of two harmonic functions and a constant multiple of a harmonic function
is again a harmonic due to the linear character of Laplace equation.
Theorem 1 Let u be a real-valued harmonic function in the convex open subset G of
C. Then there is a holomorphic function g in G such that u = Re g. The function g
is unique to within addition of an imaginary constant.
Proof: Consider the function f =
u
x
i u
, which is holomorphic in G (by Cauchyy
u1
v1
v1
u1
+i
=
i
,
x
y
x
y
and also
g0 = f =
u
u
i .
x
y
2 Harmonic functions in C
Hence,
u
x
u1
x
and
u
y
u1
.
y
(2.1)
2.2
Poissons Formula
2 Harmonic functions in C
z = S() =
R(za)
,
R2 az
Z
u(S())d arg.
=1
we compute
d
d arg = i = i
1
a
+ 2
z a R az
dz =
z
az
+ 2
z a R az
d
Z
|z|=R
R2 |a|2
u(z)d
|z a|2
(2.2)
of Poissons formula.
Remark: In the derivation we have assumed u(z) is harmonic in the closed disk.
However, the result remains true under the weaker condition that u(z) is harmonic
in the open disk and continuous in the closed disk. Indeed, if 0 < r < 1, then u(rz)
2 Harmonic functions in C
Z
|z|=R
R2 |a|2
u(rz)d.
|z a|2
Now let r tend to 1, because u(z) is uniformly continuous on |z| R it is true that
u(rz) u(z) uniformly for |z| = R, and conclude that equation 2.2 remains valid.
Formulating the result as a theorem:
Theorem 5 Suppose that u(z) is harmonic for |z| < R, continuous for |z| R.
Then
1
u(a) =
2
Z
|z|=R
R2 |a|2
u(z)d
|z a|2
2.3
Let u(z) be a real valued continuous function in a region . We say that u satisfies
the mean-value property if
1
u(z0 ) =
2
u(z0 + rei )d
(2.3)
when the disk |zz0 | r is contained . It is already shown that mean value property
implies the maximum principle. It is already shown that every harmonic functions
satisfies the mean value condition, the following theorem proves that converse is also
true.
Theorem 6 A continuous function u(z) which satisfies mean value condition 2.3 is
necessarily harmonic.
Proof: The condition need to be satisfied only for a sufficiently small r. If u satisfies
2.3, so does the difference between u and any harmonic function. Suppose that the
5
2 Harmonic functions in C
2.4
Harnacks Principle
Let u be a harmonic function in |z| and it can be expressed through its values
on the the circle using Poissons formula as
1
u(z) =
2
Z
0
2 r 2
u(ei )d
|ei z|2
(2.4)
i
2
+r
|e z|
r
(2.5)
|u(ei |d
If it is known that u(ei ) 0 we can use the first inequality 2.5 as well, and obtain
a double estimate
1 r
2 + r
Z
0
1 +r
ud u(z)
2 r
ud
0
but the arithmetic mean of u(ei ) equals u(0), and end up with the following upper
and lower bounds:
r
+r
u(0) u(z)
u(0)
+r
r
6
(2.6)
2 Harmonic functions in C
This is Harnacks inequality and is valid only for positive harmonic functions. The
inequality 2.6 when applied to increasing sequences of harmonic functions leads to a
powerful, yet simple theorem known as Harnacks principle.
From left hand inequality it follows that if {un (z)} is a sequence of positive harmonic
functions on the disk |z z0 | < R such that un (z0 ) +, then un (z) + for
any subdisk |z z0 | < , < R. From right hand inequality it follows that if {un (z)}
is bounded, then un (z) is uniformly bounded on any subdisk |z z0 | < , < R.
Theorem 7 Let {un (z)} be an increasing sequence of harmonic functions on a domain . Then {un (z)} converges uniformly on compact subsets of , either to harmonic function or to +.
proof: Let U be the set of z such that un (z) +. The remarks preceding
the theorem applied to vn = un u1 show that both U and \ U are open. Since
is domain and hence connected implies U = or U is empty. If U = , then u is
identically infinite and uniformity follows by usual compactness argument.
In other case the limit function u(z) is finite everywhere. Then un+p (z) un (z)
3(un+p (z0 ) un (z0 )) for |z z0 | R/2 and n + p n 1. Hence, convergence at
z0 implies uniform convergence in a neighbourhood of z0 , therefore, convergence is
uniform on every compact set. The harmonicity of the limit function can be inferred
from the fact that u(z) can be represented by Poissons formula.
Chapter 3
Stokes theorem on Rn
3.1
Algebraic preliminaries
3 Stokes theorem on Rn
2. S (T1 + T2 ) = S T1 + s t2 ,
3. (aS) T = S (aT ) = a(S T ),
4. (S T ) U = S (T U ) = S T U.
The proof is by simple expansion and equating. The higher-order products T1 Tr
are defined similarly.
Remark: Notice that J1 (V ) is just dual space V . The operation allows us to
express other vector spaces Jk (V ) in terms of J1 (V ).
Theorem 8 Let v1 , ..., vn be the basis for V , and let 1 , ..., n be the dual basis,
i (vj ) = ij . Then the set of all k-fold tensor products
i1 ik 1 i1 , ...ik n
is the basis for Jk (V ), which therefore has dimension nk .
Proof: Note that
i1 ik (vj1 , ..., vjk ) = i1 ,j1 . . . ik ,jk
If w1 , ..., wk are k vectors with wi =
T (w1 , ..., wk ) =
n
X
Pn
j=1
j1 ,...,jk =1
Thus T =
Pn
i1 ,...,ik =1
n
X
i1 ,...,ik =1
span Jk (V ). Suppose now that there are numbers ai1 ,...,ik such that
n
X
ai1 ,...,ik i1 ik = 0.
i1 ,...,ik =1
Applying both sides of this equation to (vj1 , ..., vjk ) yields ai1 ,...,ik = 0. Thus the
i1 ik are linearly independent.
9
3 Stokes theorem on Rn
One example of tensor products is inner product h, i J2 (Rn ). Therefore, we generalise inner product on V by defining it to be a 2-tensor T such that T is symmetric,
that is T (v, w) = T (w, v) for v, w V and such that T is positive definite, that is
T (v, v) > 0 if v 6= 0.
Another familiar tensor is det Jk (Rn ). To generalize it, we first recall that interchanging any two rows of a matrix changes the sign of its determinant. This suggests
the following definition.
Definition 3 A k-tensor Jk (V ) is called alternating if
(v1 , ..., vi , ..., vj , ..., vk ) = (v1 , ..., vj , ..., vi , ..., vk )
for all v1 , ..., vk V .
The set of all alternating k-tensors is clearly a subspace k (V ) of Jk (V ). Recall that
sign of a permutation , denoted sgn , is +1 if is even and -1 if is odd. If
T Jk (V ), we define Alt(T ) by
Alt(T )(v1 , ..., vk ) =
1 X
sgn T (v(1) , ..., v(k) ),
k! S
k
(k + l)!
Alt( ).
k!l!
3 Stokes theorem on Rn
3. a = a = a( ),
4. = (1)kl ,
Theorem 9
(k + l + m)!
Alt( ) = .
k!l!m!
(k + l + m)! (k + l)!
(k + l + m)!
Alt(( ) ) =
Alt( ).
k!l!m!
k!l!m!
k!l!
1 i1 < < ik n
ai1 ,...,ik i1 ik .
i1 ,...,ik
11
3 Stokes theorem on Rn
Thus
= Alt() =
i1 ,...,ik
Pn
j=1
aij vj
a1j vj , ...,
anj vj ).
Clearly n (Rn ) so = det for some R and = (e1 , ..., en ) = (v1 , ..., vn ).
Theorem 11 shows that a non zero n (V ) splits the bases of V into two disjoint
groups, those with (v1 , ..., vn ) > 0 and those for which (v1 , ..., vn ) < 0. If (v1 , ..., vn )
Pn
and (w1 , ..., wn ) are two bases and A = (aij ) is defined by wi =
j=1 aij vj , then
v1 , ..., vn and w1 , ..., wn are in the same group if and only if det A > 0. This criterion
is independent of . Either of these two groups is called orientation for V .
3.2
If p Rn , set of all pairs (p, v), v Rn is denoted by Rnp is called the tangent space
of Rn at p. This set is made into a vector space by defining
(p, v) + (p, w) = (p, v + w)
12
3 Stokes theorem on Rn
i1 <<ik
for certain functions i1 ,...,ik ; the form is called continuous, differentiable, etc.,
if these functions are. From now on, we shall assume that differentiable means
C , this allow us to eliminate the need for for counting how many times a function
is differentiable in a proof. The sum + , product f , and wedge product are
in obvious way. A function f is considered to be a 0-form and f is also written as
f .
Let f : Rn R is differentiable, then Df (p) 1 (Rn ). By a minor modification we
can obtain a 1-form df by
df (p)(vp ) = Df (p)(v).
Let us consider in particular the 1-forms dxi . Since dxi (p)(vp ) = Dxi (p)(v) = v i ,
which implies that dx1 (p), ..., dxn (p) is just the dual basis to (e1 )p , . . . , (en )p . Thus
13
3 Stokes theorem on Rn
i1 <<ik
+
dx .
x1
xn
P
P
Proof: df (p)(vp ) = Df (p)(v) = ni=1 v i Di f (p) = ni=1 dxi (p)(vp ) Di f (p).
df =
i1 <<ik
i1
ik
di1 ,...,ik dx dx =
i1 <<ik =1
i1 <<ik
Theorem 13
n
X X
1. d( + ) = d + d
3 Stokes theorem on Rn
since all the terms vanish. The is easily checked when is a 0-form. The general
formula may be derived from above part and these two observations.
Since
n
X X
d =
i1 <<ik =1
we have
n X
n
X X
d(d) =
i1 <<ik =1 =1
d
f (tx)dt =
dt
Z
0
n
X
Di f (tx) x dt =
0
i=1
n
X
i (tx) xi dt.
i=1
This suggests that in order to find f , given , we have to consider the function I,
defined by
Z
I(x) =
0
n
X
i (tx) xi dt
i=1
3 Stokes theorem on Rn
Theorem 14 (Poincare Lemma). If A Rn is an open set star-shaped with respect
to 0, then every closed form on A is exact.
Proof: We will define a function I from k-forms to (k-1)-forms (for each k), such
that I(0) = 0 and = I(d) + d(I) for any form . It follows that = d(I) if
d = 0. Let
X
i1 <<ik
1
l1
i1 ,...,il (tx)dt xxi dxi1 ((dxi )) dxil .
The symbol ((.)) on dxi indicates that it is omitted. The proof that = I(d) +
d(I) is an elaborate computation which we skip here.
3.3
Geometric preliminaries
3 Stokes theorem on Rn
and denoted by c. The boundary of I 2 may be defined as the sum of four singular
1-cubes arranges in counter-clockwise direction around boundary of [0, 1]2 .
n
n
,
and I(i,1)
Now, for each i with 1 i n, we define two singular (n-1)-cubes I(i,0)
n
(x) = I n (x1 , . . . , xi1 , 1, xi , ..., xn1 ) = (x1 , . . . , xi1 , 1, xi , ..., xn1 )
I(i,1)
I =
n X
X
n
(1)i+ I(i,)
.
i=1 =0,1
n X
X
(1)i+ c(i,)
i=1 =0,1
Boundary of a n-chain
ai ci is defined as:
X
X
(
ai c i ) =
ai (ci ).
n1
n
n
(I(i,)
)(j,) = I(i,)
(I(j,)
(x)) = I n (x1 , ..., xi1 , , xi , ..., xj1 , , xj , ..., xn2 )
17
3 Stokes theorem on Rn
Similarly,
n
(I(j+1,)
)(i,) = I n (x1 , ..., xi1 , , xi , ..., xj1 , , xj , ..., xn2 )
n
n
Thus, (I(i,)
)(j,) =(I(j+1,)
)(i,) i j. It follows that (c(i,) )(j,) = (c(j+1,) )(i,) i j.
Now,
(c) = (
n X
X
(1) c(i,) ) =
i=1 =0,1
n X X
n1 X
X
In this sum, (c(i,) )(j,) and (c(j+1,) )(i,) occur with opposite signs. Therefore, all the
terms cancel in pairs. Since, theorem is true for any singular n-cube, it is also true
for singular n-chains.
3.4
Stokes theorem on Rn
The fact that d2 = 0 and 2 = 0, suggest some connection between chains and forms.
This connection is established by integrating forms over chains. Henceforth, only
differentiable singular n-cubes will be considered.
Let be a k-form on [0, 1]k then = f dx1 dxk for a unique function f . We
define:
Z
Z
=
(3.1)
[0,1]k
[0,1]k
[0,1]k
18
3 Stokes theorem on Rn
ai ci is defined to be
Z
ai
ci
n
X
i=1
where t0 , . . . , tn is a partition of [0,1]. The limit is taken over all partitions such that
max |ti ti1 | 0. The right hand side is generally taken to be the definition of
R
P dx + Qdy and it is also natural as ordinary integrals involves the sum and limit.
c
However, this definition is difficult to work with and is also not valid in general case.
The relation between d and is neatly summed up in Stokes theorem, sometimes
also called fundamental theorem of calculus in higher dimensions.
Theorem 16 (Stokes Theorem): If is a (k-1)-form on an open set A Rn and c
is a k-chain in A, then
Z
Z
d =
Proof: Suppose first that c = I k and is a (k-1)-form on [0, 1]k . Then is of the
type
f dx1 ((dxi )) dxk
(The symbol ((.)) around dxi indicates that it is omitted.) It is sufficient to prove
theorem for each of these. This simply involves a computation:
Note that
Z
[0,1]k1
k
I(j,)
(f dx1 ((dxi )) dxk ) =
Therefore
19
R
[0,1]k
3 Stokes theorem on Rn
I k
k X
X
j+
= (1)
k
I(j,)
(f dx1 ((dxi )) dxk )
(1)
[0,1]k1
j=1 =0,1
i+1
[0,1]k
[0,1]k
Z
d =
.
I k
Ik
Z
c .
=
I k
Therefore,
Z
Z
c (d) =
d =
Ik
Finally, if c is a k-chain
d(c ) =
Ik
c =
I k
d =
Z
ai
d =
ci
Z
ai
20
Z
=
ci
.
c
ai ci , we have
Z
c
.
c
Chapter 4
Harmonic functions on Rn
4.1
Harmonic functions considered will be on open subsets of real Euclidean spaces. Also,
n will denote a fixed positive integer greater than 1 and will denote open, non-empty
subset of Rn .
Definition 10 A twice continuously differentiable, complex valued function u defined
on is harmonic on if it follows Laplaces equation,
4u = 0
where 4 = D12 + + Dn2 and Dj2 denotes the second partial derivative with respect
to j th coordinate variable.
Let x = (x1 , ..., xn ) denote a typical point in Rn and let |x| = (x21 + + x2n )1/2 denote
the euclidean norm of x.
Example: The non-constant harmonic functions are coordinate functions, u(x) = x1 .
A slightly more complex example is the function on R3 defined by
u(x) = x21 + x22 2x23 + ix2 .
Also, the function u(x) = |x|2n is harmonic on Rn \ 0 for n > 2.
Because the Laplacian is linear on C 2 (), sums and scalar multiples of harmonic
functions are harmonic. For y Rn and u a function on , the y-translate of u is
the function on + y whose value at x is u(x y). Clearly, translations of harmonic
21
4 Harmonic functions on Rn
functions are harmonic. For a positive number r and u a function on , the r-dilate
of u, denoted by ur , is of the function
(ur )(x) = u(rx)
defined for x in (1/r) = {(1/r)w | w }. If u C2 (), then 4(ur ) = r2 (4ur )r
on (1/r). Hence, dilates of harmonic functions are harmonic.
4.2
The formal similarity between Laplacian 4 = D12 + + Dn2 and the function |x|2 =
x21 + + x2n , whose level sets are spheres centred at the origin. The connection
between harmonic functions and spheres is central to harmonic function theory. The
mean-value property, which we discuss in this section, best illustrates this connection.
Another connection involves linear transformations on Rn called orthogonal, that
preserve the unit sphere. A linear map T : Rn Rn is orthogonal if and only if
|T x| = |x| x Rn .
Theorem 17 If T is orthogonal and u C 2 (), then
4(u T ) = (4u) T
on T 1 ().
Proof: Let [tjk ] denote the matrix of T relative to standard basis of Rn . then
Dm (u T ) =
n
X
tjm (Dj u) T
j=1
n X
n
X
m=1 j,k=1
22
4 Harmonic functions on Rn
n
X
n
X
j,k=1
m=1
n
X
!
tkm tjm (Dk Dj u) T
(Dj Dj u) T = (4u) T,
j=1
Z
(u 4 v v 4 u) dV =
(4.1)
(4.2)
(4.3)
23
4 Harmonic functions on Rn
Proof: Assume that n > 2. WLOG, we may assume that B(a, r) = B. Fix (0, 1).
Apply Greens identity (4.1) with = {x Rn | < x < 1} and v(x) = |x|2n to
obtain
Z
0 = (2 n)
u ds (2 n)
1n
Z
u ds
Dn u ds
S
2n
Z
Dn u ds.
S
1n
Z
u ds,
S
which is same as
Z
Z
u d =
u() d().
S
4 Harmonic functions on Rn
4.3
Poisson kernel
In this section we show that for every x B, u(x) is a weighted average of u over S.
More precisely, we show that there exists a function P on B S such that
Z
u()P (x, )d()
u(x) =
S
L(y) = |y x|
2n
, R(y) = |x|
2n
y x
,
|x|2
and choose small enough so that B(x, ) B. now, apply Greens identity (4.1) as
in proof of mean-value property, with = B \ B(x, ). We obtain
Z
Z
Z
0=
uDn v ds (2 n)s(S)u(x)
uDn R ds +
S
B(x,)
25
B(x,)
Dn u ds.
4 Harmonic functions on Rn
Because uDn R and RDn u are bounded on B, the last two terms approach 0 as 0.
Hence
1
u(x) =
2n
Z
uDn v d.
S
(4.4)
1 |x|2
.
|x |n
(4.5)
The function derived above is called the Poisson kernel for the ball.
4.4
Dirichlet problem
P [f ](x) if x B
f (x)
if x S
4 Harmonic functions on Rn
Lemma 2 Let S. Then P (, ) is harmonic on Rn \ {}.
Proof: Calculate the Laplacian using product rule.
Lemma 3 The Poisson kernel has the following properties:
1. P (x, ) > 0 for all x B and all S;
2.
R
S
P (x, ) d() = 1 x B;
Proof: Properties (1) and (2) follow immediately from the formula of Poisson kernel
(4.5). To prove (2), take u to be identically 1 in equation 4.4.
Proof of Theorem 20: To prove that u is continuous on B, fix S and > 0.
Choose > 0 such that |f () f ()| < whenever | | < . For x B, (1) and
(2) of Lemma 3 imply that
R
|u(x) u()| = | S (f () f ())P (x, )d()|
R
R
|| |f () f ()|P (x, )d() + ||> |f () f ()|P (x, )d()
R
+ 2kf k ||> P (x, )d(),
where kf k denote the supremum of |f | on S. The last term above is less than for
x sufficiently close to (by Lemma 3 (3)), proving that u is continuous at .
4.5
We have seen that every harmonic function has the mean-value property. In this
section, we use the solvability of the Dirichlet problem for the ball to prove that
harmonic functions are the only continuous functions having the mean-value property.
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4 Harmonic functions on Rn
u(x + rj )d()
S
(v u)(x + r0 ())d().
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References
[1] Ahlfors, L., Complex Analysis, 3 ed. (McGraw-Hill,New York, 1979).
[2] T. W. Gamelin, Complex Analysis, (Springer-Verlag, New York, 2001).
[3] M. Spivak, Calculus on Manifolds, (Addison-Wesley,New York, 1965).
[4] S. Axler, P. Bourden and W.Ramey, Harmonic Function Theory, 2 ed. (Springerverlag,New York, 2001).
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Appendix A
Theorem 22 (Fubinis Theorem) Let f be bounded on R = [a, b] [c, d] and assume
that set of discontinuities of f on R has zero area. If every line parallel to the axes
meet S in atmost finitely many points then
Z bZ
Z Z
f dA =
R
f (x, y)dx dy =
a
f (x, y)dy dx
c
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