8.5 Practice Problems
Problem 8.5.1. Show that \(r^k\cos k\theta \) is harmonic, and write \(r^3\cos 3\theta \) as a polynomial in \(x\) and \(y\).
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Solution. \((r^k)'' + \frac 1r(r^k)' - \frac {k^2}{r^2}r^k = (k(k - 1) + k - k^2)r^{k - 2} = 0\). As the real part of \(z^3 = (x + iy)^3\), \(r^3\cos 3\theta = x^3 - 3xy^2\); check: \(\Delta (x^3 - 3xy^2) = 6x - 6x = 0\).
Problem 8.5.2. Solve \(\Delta u = 0\) in the unit disc with \(u = \cos ^2\theta \) on the boundary, and find the maximum of \(u\) on the circle \(r = \frac 12\).
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Solution. \(\cos ^2\theta = \frac 12 + \frac 12\cos 2\theta \), so \(u = \frac 12 + \frac 12r^2\cos 2\theta = \frac 12 + \frac 12(x^2 - y^2)\). On \(r = \frac 12\), \(u = \frac 12 + \frac 18\cos 2\theta \), with maximum \(\frac 58\), less than the boundary maximum \(1\), as the maximum principle requires.
Problem 8.5.3. Solve \(\Delta u = 0\) in the rectangle \(0 < x < \pi \), \(0 < y < 1\), with \(u(x, 1) = \sin x\) and \(u = 0\) on the other three sides.
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Solution. Separating, \(u = \sum b_k\sin kx\,\sinh ky\), and matching at \(y = 1\) gives only \(k = 1\): \(u = \sin x\,\sinh y/\sinh 1\).
Problem 8.5.4. Prove Liouville’s theorem: a bounded harmonic function on \(\mathbb R^n\) is constant.
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Solution. Let \(|u| \leq M\) and take points \(x\), \(y\). By the mean value property over balls of radius \(R\), \[ |u(x) - u(y)| = \frac 1{|B_R|}\Bigl |\int _{B_R(x)}u - \int _{B_R(y)}u\Bigr | \leq \frac {M\,|B_R(x)\,\triangle \,B_R(y)|}{|B_R|} , \] where \(\triangle \) is the symmetric difference. That set lies in the shell \(R - |x - y| \leq |z - x| \leq R + |x - y|\), whose volume divided by \(|B_R|\) is \(O(|x - y|/R)\). Letting \(R \to \infty \) gives \(u(x) = u(y)\).
Problem 8.5.5. A non-negative harmonic function in the unit disc has \(u(0) = 1\). Bound \(u\) on the circle \(r = \frac 12\), and show by an example that the bounds are attained in the limit.
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Solution. By Harnack, \(\frac {1 - 1/2}{1 + 1/2} = \frac 13 \leq u \leq 3\). The Poisson kernel itself, \(u = 2\pi P(r, \theta - \varphi _0)\), the solution with all the boundary heat concentrated at the point \(\varphi _0\), is non-negative with \(u(0) = 1\), and at \(r = \frac 12\) equals \(3\) at \(\theta = \varphi _0\) and \(\frac 13\) opposite. Smooth non-negative boundary data concentrating at \(\varphi _0\) approach these values.
Problem 8.5.6. Show that the Neumann problem \(\Delta u = 0\) in the unit disc, \(u_r = g(\theta )\) on \(r = 1\), is solvable only if \(\int _0^{2\pi }g\,d\theta = 0\), and then solve it for \(g = \cos \theta + \sin 2\theta \).
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Solution. From the series, \(u_r(1, \theta ) = \sum k(a_k\cos k\theta + b_k\sin k\theta )\) has no constant term, so \(g\) must have mean \(0\) (this is the compatibility condition \(\int _{\partial \Omega }\partial _\nu u = \int _\Omega \Delta u = 0\)). For \(g = \cos \theta + \sin 2\theta \): \(a_1 = 1\), \(2b_2 = 1\), so \(u = C + r\cos \theta + \frac 12r^2\sin 2\theta = C + x + xy\), with \(C\) arbitrary.
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