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For a bounded domain whose boundary points are all regular boundary points, continuous Dirichlet boundary data $f$ have a unique solutionHere ${\tau }_D$ is the Brownian exit time. The Strong Markov property gives the mean value property for harmonic functions; a barrier for the Dirichlet problem gives continuity at the boundary. This is an existence theorem as well as the Brownian representation of the Dirichlet problem for an already known solution.

If $B(y,R)$ is an exterior ball tangent to a planar domain at $x_0$, thenis a harmonic function in the domain, vanishes at $x_0$, and is positive at every other point of its closure. It is therefore a barrier for the Dirichlet problem and proves that $x_0$ is a regular boundary point.

The construction is well defined. Since $D$ is contained in a ball, its Brownian exit time is finite almost surely: at successive integer times there is a fixed positive probability that the next independent unit-time Brownian motion increment has length greater than the ball's diameter, forcing an exit. The survival probability is therefore bounded by a geometric sequence. Path continuity gives $B_{{\tau }_D}\in \partial D$. Thus the bounded Dirichlet boundary data give a bounded Borel function $u$ on $D$.

For interior harmonicity, fix a ball with closure in $D$, centred at $x$, and let $\sigma$ be its Brownian exit time. The Strong Markov property, followed by the tower property of conditional expectation, givesThe orthogonal invariance of Brownian motion makes $B_{\sigma }$ uniform on the boundary sphere. Hence $u$ has the spherical mean value property for harmonic functions for every such ball. A locally bounded Borel function with this property is smooth and harmonic: integrating the spherical averages against any smooth radial mollifier gives $u=u\ast \rho$ locally, which first proves smoothness; the mean value property for harmonic functions then implies $\Delta u=0$.

For the boundary limit at $\xi$, choose the harmonic barrier for the Dirichlet problem $h_{\xi }$ from (i). The Itô formula, localized inside $D$, makes $h_{\xi }(B_{t\wedge {\tau }_D})$ a bounded martingale. Compact localization and the bounded convergence theorem, first to the exit and then as $t\to \infty$, yieldFor $\epsilon >0$, if $\partial D\setminus B(\xi ,\epsilon )$ is nonempty, compactness and barrier positivity giveIf that boundary subset is empty, the probability is already zero. ThereforeFirst let $x\to \xi$ and then $\epsilon \downarrow 0$. The continuity of the Dirichlet boundary data proves $u(x)\to f(\xi )$.

Finally, the difference of two continuous solutions is a harmonic function vanishing on the boundary. The maximum principle for harmonic functions on the bounded domain gives that it is zero. Thus the Kakutani solution of the Dirichlet problem exists, attains every prescribed boundary value, and is unique.

A standard form of the Kakutani solution of the Dirichlet problem uses a bounded domain $D\subset {\mathbb{R}}^d$, continuous Dirichlet boundary data $f\in C(\partial D)$, and regularity of every boundary point for the Dirichlet problem. The boundedness of $D$ makes $\partial D$ a compact set, so $f$ is a bounded function and a uniformly continuous function. A bounded domain with $C^2$ boundary is a sufficient geometric case; one must not omit boundary regularity for an arbitrary bounded domain.

One standard analytic characterization of a regular boundary point on a bounded domain is the existence of a positive harmonic barrier: for each $\xi \in \partial D$ there is a harmonic function $h_{\xi }\in C(\overline{D})$ with $h_{\xi }(\xi )=0$ and $h_{\xi }(x)>0$ for $x\in \overline{D}\setminus \{\xi \}$. This is the harmonic form of a barrier for the Dirichlet problem; the barrier characterization of regularity is a standard fact of potential theory.

Let $B$ be $d$-dimensional Brownian motion started at $x\in D$ and let ${\tau }_D=\inf \{t\ge 0:B_t\notin D\}$ be its Brownian exit time. Then the unique solution in $C(\overline{D})\cap C^2(D)$ isEquivalently, $u(x)={\int }_{\partial D}f(\xi ){\omega }_D(x,d\xi )$, where ${\omega }_D$ is harmonic measure, the exit probability distribution of Brownian motion. The harmonic function equation is $\Delta u=0$, with the Laplace operator convention $\Delta ={\sum }_j{\partial }_j^2$.

The Hopf boundary point lemma requires an interior sphere condition, strictness of the boundary maximum, and quantitative control of the uniformly elliptic operator near the contact point. Assume that $y\in \partial \Omega$, that $B_R(z)\subset \Omega$ and $\overline{B_R(z)}\setminus \{y\}\subset \Omega$, and that $|y-z|=R$. After shrinking the tangent open ball, we may suppose that the coefficients are bounded there and that, for constants $0<\lambda \le \Lambda$ and $B<\infty$,The coefficient matrix may be replaced by its symmetric matrix part because the Hessian matrix is symmetric. Assume also that $u(x)<u(y)$ throughout the tangent open ball. In the usual statement, one assumes $u(x)<u(y)$ throughout $\Omega$; when $\Omega$ is connected, the strong maximum principle for elliptic operators supplies this strictness from a nonconstant solution attaining its global maximum at $y$.

Put $\mathbf{n}=(y-z)/R$, the outward unit normal of the tangent open ball. With only the given continuity at $y$, the precise conclusion isIf the outward normal derivative exists, it is strictly positive. In particular, if $u$ is continuously differentiable up to $y$ and the domain has this outward unit normal, then ${\partial }_{\mathbf{n}}u(y)>0$. The stated $C^0$ boundary regularity alone does not assert existence of a normal derivative.

For the proof, use the annulus $A=\{R/2<|x-z|<R\}$ and the barrier for the Dirichlet problemWriting $q=x-z$, direct differentiation givesChoose $k>2(n\Lambda +BR)/(\lambda R^2)$, so that $Lv>0$ on $A$. On the inner sphere, compactness and the strict maximum give $m={\min }_{|x-z|=R/2}(u(y)-u(x))>0$. Choose $\epsilon >0$ with $\epsilon {\max }_{|x-z|=R/2}v\le m$. On the outer sphere $v=0$ and $u-u(y)\le 0$, including at $y$ by continuity. Consequently $w=u-u(y)+\epsilon v$ has $Lw\ge 0$ and nonpositive boundary values. The allowed comparison principle, or the weak maximum principle for elliptic operators, yields $w\le 0$ in $A$.

Along the inward radius this givesThis proves the Hopf boundary point lemma. There is no sign restriction on $u(y)$ here, because the operator has no zeroth-order term.

A bounded-domain hypothesis is needed for the requested global construction and uniqueness. The printed question does not include it. For example, the upper half-plane satisfies the stated exterior cone condition, but both $u=0$ and $u(x_1,x_2)=x_2$ are harmonic functions with zero Dirichlet boundary condition. Thus part (iv), in its printed unrestricted solution class, is false. In this question's solutions we add that $\Omega$ is bounded; the exterior cone condition and all other data remain as printed.

The half-plane also rules out the printed global separated barrier. In its angular interval $(0,\pi )$, varying $r$ on a fixed ray forces $\nu =2$ if $r^{\nu -2}(h^{\prime \prime }+{\nu }^{2}h)\ge \delta >0$ for every $r>0$. We would then have $h^{\prime \prime }+4h\ge \delta$ and $h<0$. Put $a=\pi /4$ and $b=3\pi /4$. Twice integration by parts givescontradicting the positive integrand. Thus a source qualification is necessary for part (i) as well as part (iv).

Fix $x_0$ and its exterior cone of half-angle $\alpha$. Choose $0<{\alpha }_0<\min (\alpha ,\pi /2)$ and setOn the complement of the cone, unwrap the angle in polar coordinates as $\vartheta \in (\alpha ,2\pi -\alpha )$, measured from the cone axis. Then $\psi =\vartheta -\pi$ is the angle from the opposite axis and $|\psi |\le \pi -\alpha$ on $\overline{\Omega }\setminus \{x_0\}$. Define the power barrier for an exterior cone byThis has the requested separated form $r^{\nu }h(\vartheta )$. In the printed signed-angle convention, the same function is $-r^{\nu }\cos (\beta (\pi -|\theta |))$ outside the cone. It is smooth across the negative axis: near that axis the angular expression is the even function $\cos (\beta \psi )$.

Since $\beta (\pi -\alpha )<\pi /2$, put $m=\cos (\beta (\pi -\alpha ))>0$. The cosine is at least $m$, so $g\le -m{r}^{\nu }<0$ away from $x_0$, and $g$ is continuous at $x_0$. The Laplacian in polar coordinates givesLet $D={\sup }_{x\in \Omega }|x-x_0|<\infty$. Since $\nu <2$, the barrier for the Dirichlet problem satisfiesBoth the uniform lower bound and the later global comparison use boundedness. In particular, $-g$ is positive at every other boundary point, and is bounded away from zero on boundary sets staying a positive distance from $x_0$.

Let the exterior ball be $B(y,R)$, tangent at $x_0$. Then $|x-y|\ge R$ on $\overline{\Omega }$, with equality only at $x_0$. Choose $\delta =R^{-1}$ and defineIn two dimensions, $\log |x-y|$ is a harmonic function away from $y$, so $\Delta w=0\le 0$ in $\Omega$. Moreover $w(x_0)=0$ and $w>0$ on $\overline{\Omega }\setminus \{x_0\}$. Thus $w$ is a barrier for the Dirichlet problem, and $\boxed{x_0\text{ is a regular boundary point}}$.

Fix $\epsilon >0$ and choose a boundary neighbourhood $U$ of $z$ on which $|\phi -\phi (z)|<\epsilon$. The positive continuous barrier $w$ has a positive minimum $m$ on the compact set $\partial \Omega \setminus U$. Choosing $A$ large enough makeson all of $\partial \Omega$. The left function is subharmonic and belongs to the Perron family; the right function is superharmonic and dominates every family member by part (ii). ThereforeAs $x\to z$, continuity gives $w(x)\to 0$. Letting $\epsilon \downarrow 0$ proves $\overline{u}(x)\to \phi (z)$. Such a $w$ is a barrier for the Dirichlet problem, and $z$ is a regular boundary point.

For a planar set outside a global solid cone of half-angle $\alpha$, choose $0<{\alpha }_0<\min (\alpha ,\pi /2)$, $\beta =\pi /[2(\pi -{\alpha }_0)]$, and $0<\nu <\beta$. If $\psi$ is the angle from the opposite axis, the Laplacian in polar coordinates givesThe cosine has a positive uniform lower bound outside the original cone. On a bounded set, $\Delta g$ therefore has a positive uniform lower bound as well. The positive function $-g$ is a barrier for the Dirichlet problem. An unbounded set does not receive the same global lower bound from this construction.