Mathematics 2nd Edition The Cauchy Transform, Potential Theory The Cauchy Transform, T h and Conformal Mapping e C Potential Theory a u 2nd Edition c h y T and Conformal r a The Cauchy Transform, Potential Theory and Conformal Mapping n s explores the most central result in all of classical function theory, the f o Mapping r Cauchy integral formula, in a new and novel way based on an advance m made by Kerzman and Stein in 1976. , P o The book provides a fast track to understanding the Riemann Mapping te n Theorem. The Dirichlet and Neumann problems for the Laplace opera- t 2nd Edition i a tor are solved, the Poisson kernel is constructed, and the inhomog- l T enous Cauchy-Reimann equations are solved concretely and efficiently h e using formulas stemming from the Kerzman-Stein result. o r y These explicit formulas yield new numerical methods for computing the a n Steven R. Bell classical objects of potential theory and conformal mapping, and the d book provides succinct, complete explanations of these methods. C o n Four new chapters have been added to this second edition: two on f o quadrature domains and another two on complexity of the objects of r m complex analysis and improved Riemann mapping theorems. a l M The book is suitable for pure and applied math students taking a begin- a ning graduate-level topics course on aspects of complex analysis as p p well as physicists and engineers interested in a clear exposition on a in g fundamental topic of complex analysis, methods, and their application. B e l l K25868 www.crcpress.com K25868_cover.indd 1 10/9/15 11:27 AM The Cauchy Transform, Potential Theory and Conformal Mapping 2nd Edition The Cauchy Transform, Potential Theory and Conformal Mapping 2nd Edition Steven R. Bell Purdue University West Lafayette, Indiana, USA CRC Press Taylor & Francis Group 6000 Broken Sound Parkway NW, Suite 300 Boca Raton, FL 33487-2742 © 2016 by Taylor & Francis Group, LLC CRC Press is an imprint of Taylor & Francis Group, an Informa business No claim to original U.S. Government works Version Date: 20150930 International Standard Book Number-13: 978-1-4987-2721-1 (eBook - PDF) This book contains information obtained from authentic and highly regarded sources. Reasonable efforts have been made to publish reliable data and information, but the author and publisher cannot assume responsibility for the validity of all materials or the consequences of their use. The authors and publishers have attempted to trace the copyright holders of all material reproduced in this publication and apologize to copyright holders if permission to publish in this form has not been obtained. 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Visit the Taylor & Francis Web site at http://www.taylorandfrancis.com and the CRC Press Web site at http://www.crcpress.com Contents Preface vii Table of symbols xi 1 Introduction 1 2 The improved Cauchy integral formula 3 3 The Cauchy transform 9 4 The Hardy space, Szego˝ projection, and Kerzman-Stein formula 13 5 The Kerzman-Stein operator and kernel 17 6 The classical definition of the Hardy space 21 7 The Szego˝ kernel function 27 8 The Riemann mapping function 33 9 A density lemma and consequences 35 10 Solution of the Dirichlet problem in simply connected domains 43 11 The case of real analytic boundary 47 12 The transformation law for the Szego˝ kernel 51 13 The Ahlfors map of a multiply connected domain 59 14 The Dirichlet problem in multiply connected domains 65 15 The Bergman space 69 v vi Contents 16 Proper holomorphic mappings and the Bergman projection 77 17 The Solid Cauchy transform 87 18 The classical Neumann problem 93 19 Harmonic measure and the Szeg˝o kernel 97 20 The Neumann problem in multiply connected domains 107 21 The Dirichlet problem again 111 22 Area quadrature domains 113 23 Arc length quadrature domains 123 24 The Hilbert transform 131 25 The Bergman kernel and the Szeg˝o kernel 135 26 Pseudo-local property of the Cauchy transform 141 27 Zeroes of the Szeg˝o kernel 149 28 The Kerzman-Stein integral equation 153 29 Local boundary behavior of holomorphic mappings 159 30 The dual space of A∞(Ω) 165 31 The Green’s function and the Bergman kernel 177 32 Zeroes of the Bergman kernel 183 33 Complexity in complex analysis 187 34 Area quadrature domains and the double 191 A The Cauchy-Kovalevski theorem for the Cauchy-Riemann operator 197 Bibliographic Notes 199 Bibliography 203 Index 207 Preface The Cauchy integral formula is an old and beautiful result. Anybody with an undergraduate mathematics education knows something about this formula. Since the Cauchy integral has been studied for so long by so many people, it is tempting to believe that everything there is to know about the integral is known. Such beliefs are always wrong. In 1978, Norberto Kerzman and Elias M. Stein [K-S] discovered a very basic, yet previously unknown, property of the Cauchy integral. They discoveredthattheCauchyintegralisnearly self adjoint. Thisdiscovery constituted a shift in the bedrock of complex analysis. The vibrations were felt immediately in the areasof boundary behavior ofholomorphic functions, Hardy spaces, and mapping problems. I hope this book will help dissipate the shock wave through some areas that were thought to be peacefully settled forever. Students encountering complex analysis for the first time are de- lighted to see how many of the basic theorems follow directly from the Cauchy integral formula. In the first course on complex variables, the Cauchy integral is applied only to holomorphic functions. This book is intended to be part of a second course on complex variables. In it, the Cauchy integral will be applied to nonholomorphic functions. Since the Cauchy integral of a nonholomorphic function does not reproduce that function, this process gives rise to a transform. The Cauchy transform maps functions defined on the boundary of a domain to holomorphic functions on the domain. The Kerzman-Stein breakthrough allows many of the basic objects of a second course in complex analysis to be described in terms of the Cauchy transform. More theorems than ever before can be seen to be directcorollariesofsimplefactsabouttheCauchyintegral.Inthisbook, wewilldeducetheRiemannmappingtheorem,wewillsolvetheDirichlet and Neumann problems for the Laplace operator, we will construct the Poisson kernel, and we will solve the inhomogeneous Cauchy-Riemann equations. We will do all this in a very constructive way using formulas stemming from the Kerzman-Stein theorem. Kerzman and Stein made their discovery while studying the Szego˝ kernel in several complex variables. Discussion of the Szego˝ projection andkernelhavealwaysbeenconsideredtobetooadvancedtoincludein vii viii Preface a second course in complex analysis.However,because of the Kerzman- Stein result, we will be able to discuss these objects in very simple and concreteterms.WewillalsobeabletostudytheBergmankernel.These classicalobjects are veryuseful inthe study ofconformalmappings and we explore many of their applications. Another motivation for writing this book has been that the new for- mulas expressingthe classicalobjects ofpotential theory and conformal mapping in terms of Cauchy transforms and Szego˝ projections have led to new numerical methods for computing these objects. In the past, it has been difficult for nonspecialists to find accessible descriptions of the background material needed to understand the new formulas. A reader who is interested only in understanding the Kerzman-Stein numerical methodforcomputingconformalmappingsmayreadChapters1–8,then skip to Chapter 28. Many classicalproblems in conformal mapping and potential theory on finitely connected domains in the plane can be reduced by means of the Riemann mapping theorem to problems on domains whose bound- ariesconsistoffinitely manyrealanalyticcurves.Inthisbook,westudy manyproblemsforwhichthisstandardreductionisapplicable,however, the fullforceofthe realanalyticityofthe boundarycurvesisonlyrarely needed. In most situations we will encounter, it will suffice to study problems on a domain whose boundary curves are merely C∞ smooth. ThisiswhywefixateonproblemsofC∞ behaviorofobjectsondomains withC∞smoothboundaries.Althoughmanycomplexanalystsmaylook uponsuchafixationasbeingunwholesome,Ibelieveitisjustifiedinthe context of this book. I should also mention that many results that we prove in the C∞ category can be quite routinely generalized to apply undermildersmoothnesshypotheses.Ididnotfeelcompelledtoexplain thesemoregeneralresultsbecausetheyareirrelevanttothemaintheme of the book. I have written this book thinking that my readers have completed a one-semester course on complex analysis and that they know some rudimentary facts about realanalysisand Hilbert space. The facts from Hilbert space and measure theory are so few and so basic that they could easily be learned along the way. I also assume that my reader knowsaboutC∞ partitionsofunityandalittleaboutdifferentialforms, enoughtounderstandGreen’sTheoreminplanardomains.Anyvoidsin the reader’s backgroundcan be filled by consulting Ahlfors [Ah], Rudin [Ru1, Ru2], and Spivak [Sp]. I wrote the first edition of this book thinking of it as a tour of a beautifulregionofclassicalanalysisviewedthroughthenewlensesofthe Kerzman-Stein theorem.Writing the first edition propelled me to study quadraturedomains,complexityincomplexanalysis,andimprovements