Universitext Forothertitlesinthisseries,goto www.springer.com/series/223 This page intentionally left blank Lester L. Helms Potential Theory 123 LesterL.Helms UniversityofIllinois DepartmentofMathematics 1409W.GreenSt. UrbanaIL61801,USA [email protected] Editorialboard: SheldonAxler,SanFranciscoStateUniversity VincenzoCapasso,UniversitàdegliStudidiMilano CarlesCasacuberta,UniversitatdeBarcelona AngusMacIntyre,QueenMary,UniversityofLondon KennethRibert,UniversityofCalifornia,Berkeley ClaudeSabbah,CNRS,ÉcolePolytechnique EndreSüli,UniversityofOxford WojborWoyczyn´ski,CaseWesternReserveUniversity ISBN978-1-84882-318-1 e-ISBN978-1-84882-319-8 DOI10.1007/978-1-84882-319-8 SpringerDordrechtHeidelbergLondonNewYork BritishLibraryCataloguinginPublicationData AcataloguerecordforthisbookisavailablefromtheBritishLibrary LibraryofCongressControlNumber:2009926475 MathematicsSubjectClassification(2000):33E30,35C15,35J05,35J15,35J40,35J55,35J67 (cid:176)c Springer-VerlagLondonLimited2009 Apartfromanyfairdealingforthepurposesofresearchorprivatestudy,orcriticismorreview,as permittedundertheCopyright,DesignsandPatentsAct1988,thispublicationmayonlyberepro- duced,storedortransmitted,inanyformorbyanymeans,withthepriorpermissioninwritingofthe publishers,orinthecaseofreprographicreproductioninaccordancewiththetermsoflicensesissued bytheCopyrightLicensingAgency.Enquiriesconcerningreproductionoutsidethosetermsshouldbe senttothepublishers. Theuseofregisterednames,trademarks,etc.,inthispublicationdoesnotimply,evenintheabsenceof aspecificstatement,thatsuchnamesareexemptfromtherelevantlawsandregulationsandtherefore freeforgeneraluse. Thepublishermakesnorepresentation,expressorimplied,withregardtotheaccuracyoftheinfor- mationcontainedinthisbookandcannotacceptanylegalresponsibilityorliabilityforanyerrorsor omissionsthatmaybemade. Printedonacid-freepaper SpringerispartofSpringerScience+BusinessMedia(www.springer.com) Dedicated to my wife Dorothea Helms This page intentionally left blank Preface The first six chapters of this book are revised versions of the same chapters in the author’s 1969 book, Introduction to Potential Theory. At the time of thewritingofthatbook,Ihadaccesstoexcellentarticles,books,andlecture notes by M. Brelot. The clarity of these works made the task of collating them into a single body much easier. Unfortunately, there is not a similar collection relevant to more recent developments in potential theory. A new- comerto the subjectwill find the journalliteratureto be a maze ofexcellent papers and papers that never should have been published as presented. In the Opinion Column of the August, 2008, issue of the Notices of the Amer- ican Mathematical Society, M. Nathanson of Lehman College (CUNY) and (CUNY) Graduate Center said it best “...When I read a journal article, I often find mistakes. Whether I can fix them is irrelevant. The literature is unreliable.”Fromtime totime,someonemusttrytofind apaththroughthe maze. In planning this book, it became apparent that a deficiency in the 1969 book would have to be corrected to include a discussion of the Neumann problem, not only in preparation for a discussion of the oblique derivative boundary value problem but also to improve the basic part of the subject matter for the end users, engineers, physicists, etc. Generally speaking, the choice of topics was intended to make the book more pragmatic and less esoteric while exposing the reader to the major accomplishments by some of the most prominent mathematicians of the eighteenth through twentieth centuries. Most of these accomplishments had their origin in practical mat- ters as, for example, Green’s assumption that there is a function, which he called a potential function, which could be used to solve problems related to electromagnetic fields. This book is targetedprimarily at students with a backgroundin a senior or graduate level course in real analysis which includes basic material on topology, measure theory, and Banachspaces. I have tried to present a clear path from the calculus to classic potential theory and then to recent work vii viii Preface on elliptic partial differential equations using potential theory methods. The goalhasbeento movethe readerinto a fertile areaofmathematicalresearch as quickly as possible. The author is indebted to L. Ho¨rmander and K. Miller for their prompt responsestoqueriesaboutthedetailsofsomeoftheirproofs.Theauthoralso thanksKarenBorthwickofSpringer,UK,forguidingtheauthorthroughthe publication process. Urbana, Illinois Lester L. Helms September, 2008 Contents 0 Preliminaries ............................................. 1 0.1 Notation .............................................. 1 0.2 Useful Theorems ....................................... 4 1 Laplace’s Equation ....................................... 7 1.1 Introduction ........................................... 7 1.2 Green’s Theorem ....................................... 8 1.3 Fundamental Harmonic Function ......................... 9 1.4 The Mean Value Property ............................... 10 1.5 PoissonIntegral Formula ................................ 14 1.6 Gauss’ Averaging Principle .............................. 21 1.7 The Dirichlet Problem for a Ball ......................... 24 1.8 Kelvin Transformation .................................. 32 1.9 PoissonIntegral for Half-space ........................... 33 1.10 Neumann Problem for a Disk ............................ 39 1.11 Neumann Problem for the Ball........................... 42 1.12 Spherical Harmonics .................................... 49 2 The Dirichlet Problem.................................... 53 2.1 Introduction ........................................... 53 2.2 Sequences of Harmonic Functions......................... 54 2.3 Superharmonic Functions................................ 59 2.4 Properties of Superharmonic Functions.................... 65 2.5 Approximation of Superharmonic Functions................ 71 2.6 Perron-Wiener Method.................................. 75 2.7 The Radial Limit Theorem .............................. 88 2.8 Nontangential Boundary Limit Theorem................... 92 2.9 Harmonic Measure...................................... 100 ix