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For prescribed boundary data $\phi$, the affine Sobolev spaceconsists of the $W^{1,p}$ functions whose trace equals the trace of $\phi$. It is the natural admissible set for a variational Dirichlet problem.

For boundary data $f(u)$ on the sphere $r=a$, with $u=\cos \theta$, define its Legendre polynomial coefficients by $f_{\ell }=(2\ell +1){\int }_{-1}^{1}f(u)P_{\ell }(u)du/2$. Separation of variables in the Laplace equation gives radial factors $r^{\ell }$ and $r^{-\ell -1}$. Regularity at the origin selects the first for the interior Dirichlet problem; decay at infinity selects the second for the exterior problem. Matching each boundary coefficient gives the displayed series. For continuous boundary data the resulting harmonic functions attain those data, with convergence interpreted through their harmonic extension rather than requiring uniform convergence of the unweighted boundary series. The maximum principle for harmonic functions proves uniqueness in the bounded interior and decaying exterior classes.

The diagrams solve an explicitly bounded Dirichlet problem in a uniform charge-free medium of constant permittivity. Take a width scale $W=1$ and terminal electric potential difference $V=1$. Two zero-thickness ideal plate segments occupy $|x|\le W/2$ at $y=\pm d/2$, with electric potentials $\pm V/2$. Fix $\varphi =0$ on the entire rectangle $x=\pm 2W$, $y=\pm 1.5W$. This boundary is an additional enclosing equipotential, rather than a condition at infinity. The model is invariant along the omitted third direction. The connection between the electric potential, its gradient, and the charge-free Laplace equation follows from electrostatics.^[ref]

On a square mesh of spacing $h=W/160$, the finite difference method imposesat free nodes, while plate and outer nodes retain their prescribed electric potentials. There are $641\times 481$ nodes. Each plotted gap aligns exactly with the mesh; the smallest gap has 16 mesh intervals. The generators solve the resulting linear system by the conjugate gradient method, stopping when the maximum dimensionless five-point residual is below $2\times 10^{-10}$, and use central finite differences to approximate $\mathbf{E}=-\nabla \varphi$ away from plate nodes.

The discrete maximum principle keeps the computed electric potential between $-V/2$ and $+V/2$. Reflection checks require evenness in $x$ and oddness in $y$; halving $h$ tests discretization effects, while enlarging the outer rectangle tests sensitivity to its artificial boundary conditions. These are different checks: a small residual only establishes that the discrete equations were solved. Differentiating near zero-thickness endpoints is especially sensitive to the mesh, so the plots do not report a converged edge peak. No total electric charge, exact open-domain three-dimensional capacitance, or measured material property is extracted from this model.

For a bounded numerical check, compare $h=W/80$ with the plotted $h=W/160$ at midplane positions $x/W=0,0.25,0.40,0.50,0.60,0.80$. At $d/W=0.10$, the largest change in $-E_{y}d/V$ is approximately $0.0265$, at $x/W=0.50$; the other five sampled changes are below $0.00472$. At $d/W=0.25$, moving the outer rectangle from $\pm 2W\times \pm 1.5W$ to $\pm 3W\times \pm 2W$ while retaining $h=W/80$ changes these samples by at most approximately $0.00622$. These calculated sensitivities support the qualitative comparison and expose its limits; they are not experimental uncertainties or evidence that the artificial boundary has converged to infinity.

If $u,v$ are harmonic functions on a bounded domain and continuous on its closure, their difference is a harmonic function. Its minimum is attained on the boundary by the maximum principle for harmonic functions applied to its negative. Nonnegative boundary difference therefore implies nonnegative interior difference. Applying the comparison in both directions proves uniqueness for the Dirichlet problem whenever a classical solution exists. This is an order statement and does not itself establish existence.

For a conformal map extending to the relevant boundary sets, compose the target harmonic measure with the map. The planar Laplacian transforms by the positive factor $|f^{\prime }{|}^2$, so the composition is a harmonic function with the correct boundary values. Uniqueness of the Dirichlet problem gives the displayed identity on regular domains, including the smooth-circle domains in the harmonic measure of an annulus.

For the SLE angle process, the bounded Dirichlet problem on the unbounded surviving domain has data $\pi$ on the intrinsic boundary mapped to the left of the Loewner driving function and zero on the boundary mapped to its right. For a simple Loewner trace these are its left and right banks, with the negative and positive real rays respectively. The tip is a discontinuity point of the boundary data.

For a smooth heat equation solution $w_t=\Delta w$ with $w_t+\alpha {\partial }_{n}w=0$ on the boundary and nonnegative $\alpha$, Green's first identity gives the displayed dissipation identity for $E={\int }_V|\nabla w{|}^2$. The outward normal derivative is used. Writing the boundary loss as $\alpha ({\partial }_{n}w{)}^2$ avoids division by $\alpha$ and remains valid where $\alpha =0$. A stationary solution is harmonic with $\alpha {\partial }_{n}w=0$; it need not be a particular fixed-data Dirichlet problem solution.

Given a uniquely solvable Dirichlet problem, this map sends prescribed Dirichlet boundary data to the solution's outward normal derivative. It depends on the differential operator and domain. Spectral global relations offer one way to compute it numerically from boundary traces, while a finite collocation scheme still requires a rank and conditioning check.

An open set satisfies an exterior cone condition at $z$ if a solid cone with vertex $z$ lies outside the set in some neighbourhood of $z$. The stronger global version requires the closures of the cone and the set to meet only at $z$. In two dimensions, a power barrier for an exterior cone makes such a point a regular boundary point for the Dirichlet problem. Local cone conditions suffice for local boundary regularity; a global cone is an additional geometric assumption.

A single-valued harmonic function in a planar annulus has radial Fourier modes $1,\log r$ and $r^n,r^{-n}$ multiplying $\cos (n\theta ),\sin (n\theta )$ for integers $n\ge 1$. Substitute $R(r)\Theta (\theta )$ in Laplace's equation: periodicity gives ${\Theta }^{\prime \prime }+n^2\Theta =0$, while $r^2{R}^{\prime \prime }+r{R}^{\prime }-n^{2}R=0$. Regularity at the origin excludes $\log r,r^{-n}$; boundedness at infinity excludes $\log r,r^n$. Coefficients must give locally convergent series, with the boundary regularity required by the particular Dirichlet problem. Mere finiteness at each finite exterior point does not imply boundedness at infinity.

A harmonic function assigns a value to each state of a Markov chain such that one transition leaves its expected value unchanged. This turns a question about many possible future sample paths, such as which endpoint is reached first, into a local averaging rule. For a transition matrix $P$, a real-valued function $h$ is harmonic at state $i$ whenHere ${\mathbb{E}}_i$ means expected value conditional on starting at $X_0=i$; on a countable state space the sum must be absolutely convergent. If this holds at every state, write $Ph=h$. At an absorbing state the equation is automatic, so prescribed boundary conditions supply information that the averaging rule cannot.

For a finite Markov chain, choose a boundary set $B$ that can be reached from every state, and assign boundary values $b$. If $T_B$ is its first hitting time, the harmonic extension isChoosing $b$ to be the indicator function of one target within $B$ gives a hitting probability. This is a discrete Dirichlet problem: enforce the averaging rule outside $B$ and fix the values on $B$. See Hao Wu's MIT lecture 8, harmonic extension, slide 5. The construction extends the mean-value idea of a harmonic function; for a random walk on a graph it is a discrete harmonic function.

On $0<x<a$, $0<y<b$, the bounded harmonic function with value $F$ on the open upper edge and zero on the other three open edges has the sine-hyperbolic series in the title. Separation of variables gives the modes, and the Fourier sine series of a constant selects only odd $n$. The series converges exponentially on compact subsets of the interior, justifying its derivatives in Laplace's equation.

For $F\ne 0$, the upper corners have incompatible one-sided boundary limits, so the solution cannot extend continuously to them. Assigning isolated corner values does not alter the bounded interior Dirichlet problem. For numerical evaluation, the stable mode ratio isThis avoids overflow from separately evaluating large hyperbolic sines.

For $0<r<1$, the harmonic measure of the outer circle of $r<|z|<1$ is the title expression. The function $\log |z|$ is harmonic away from zero; the normalization gives boundary values zero on the inner circle and one on the outer circle. Uniqueness of the Dirichlet problem proves the formula. A conformal map to an annulus transports it to a doubly connected domain.

To solve a linear Dirichlet problem with boundary value $g$, choose a sufficiently regular extension $G$ whose trace is $g$ and write $v=w+G$. Then $w$ has zero trace, while moving the known term $LG$ to the right-hand side turns the equation $Lv=f$ into the homogeneous-boundary problem $Lw=f-LG$.

Unbounded-domain Dirichlet problems can need a condition at infinity. On all of ${\mathbb{R}}^n$, constant functions have identical empty boundary data and are distinct finite-energy stationary points of $\frac{1}{2}\int |Du{|}^2$. With nonempty boundary, on the exterior of the unit ball in dimension at least three, $1-|x{|}^{2-n}$ is a nonzero harmonic function vanishing on the sphere, with finite Dirichlet energy and a nonzero limit at infinity. It is stationary for compactly supported variations. The permitted class of variations and the behaviour at infinity must be specified for a global variational uniqueness claim.

For an azimuth-independent product $u=R(r)\Theta (\theta )$, multiply Laplace's equation by $r^2/(R\Theta )$ where the factors are nonzero. The radial and angular expressions must equal opposite constants:The resulting differential identities extend across isolated zeros by continuity. Put $\rho =\cos \theta$. Then ${\Theta }^{\prime }=-\sin \theta P^{\prime }$ andThis gives $((1-{\rho }^2)P^{\prime }{)}^{\prime }+\lambda P=0$ on $(-1,1)$.

A nonzero angular factor must be regular at both poles: it must be bounded as $\rho \to \pm 1$ and extend smoothly as an axisymmetric function on the sphere. Equivalently one may use the regular endpoint solution at each end; the logarithmic endpoint solutions are excluded. These two endpoint conditions select $\boxed{\lambda =n(n+1),n=0,1,2,\dots }$ and the multiples of $P_n$. It is not sufficient to impose no condition at the endpoints, since local solutions exist for arbitrary $\lambda$. One way to see the quantization is the regular Legendre series about one endpoint: unless it terminates at $\lambda =n(n+1)$, continuation to the other endpoint has a logarithmic singularity.

Direct differentiation verifiesIndeed $R=r^m$ gives $m(m+1)=\lambda$, so the two powers for degree $n$ are $r^n$ and $r^{-n-1}$.

For the shell assume $a>1$. The outer datum decomposes as ${\rho }^2=\frac{1}{3}{P}_0(\rho )+\frac{2}{3}{P}_2(\rho )$. Normalize each radial solution to vanish at $1$ and equal $1$ at $a$; superposition givesEvery term is harmonic in the shell and regular at the angular poles; substitution at each boundary gives precisely the two prescribed data. For uniqueness among functions harmonic in the shell and continuous on its closure, subtract any two solutions. Their difference is harmonic, zero on both boundary spheres, and by the maximum principle is both at most zero and at least zero on the bounded shell. It vanishes identically. Thus the classical Dirichlet solution is unique. The usual continuity at the boundary is the interpretation of the stated boundary conditions; allowing singular boundary behavior would remove that hypothesis.

The radial harmonic function with value zero at $|z|=r$ and one at $|z|=1$ isIndeed $\log |z|$ is harmonic away from zero, and the displayed expression has the required boundary values. Uniqueness of the Dirichlet problem identifies it as the harmonic measure of an annulus.

For $|z|<r$, the Schwarz integral on the unit disk, rescaled to radius $r$, isOn each smaller closed disk $|z|\le s<r$, its kernel and all its derivatives in $z$ are uniformly bounded. Since the boundary values of the real harmonic function $u$ are continuous on this circle, differentiation under the integral sign proves that $g$ is holomorphic. Taking the real part gives the Poisson integral of those boundary values. It agrees with $u$ by uniqueness of the Dirichlet problem on the radius-$r$ disk. Hence $g$ is holomorphic and $\mathrm{Re}g=u$ on $|z|<r$. Its imaginary part is the harmonic conjugate normalized by $\mathrm{Im}g(0)=0$.

The in-plane equilibrium equations are ${\tau }_{xx,x}+{\tau }_{xy,y}=0$ and ${\tau }_{xy,x}+{\tau }_{yy,y}=0$. On a simply connected patch, each divergence-free row has a streamfunction: write ${\tau }_{xx}={\varphi }_y$, ${\tau }_{xy}=-{\varphi }_x=-{\psi }_y$, ${\tau }_{yy}={\psi }_x$. Symmetry gives ${\varphi }_x={\psi }_y$, so another potential exists with $A_y=\varphi$, $A_x=\psi$. HenceIf two such Airy stress functions give the same stress, their difference has zero Hessian and is therefore an arbitrary affine function $a+bx+cy$ on a connected domain. This is the full nonuniqueness for a fixed stress. The existence argument is local, or global on a simply connected domain; domains that are multiply connected regions require the associated force and moment period conditions for a single-valued global potential. Equilibrium alone should not silently erase that topological qualification.

For plane strain put $s=e_{xx}+e_{yy}$. The constitutive equation gives ${\tau }_{xx}+{\tau }_{yy}=2(\lambda +\mu )s$. ConsequentlyThe displacement Saint-Venant compatibility equations $e_{xx,yy}+e_{yy,xx}-2e_{xy,xy}=0$ then becomesFor stable elastic moduli the coefficient is nonzero, so $\boxed{{\Delta }^{2}A=0}$. If $D$ is bounded and smooth and $A={\partial }_{n}A=0$ on its boundary, integrating twice by parts gives $0={\int }_{D}A{\Delta }^{2}AdV={\int }_D(\Delta A{)}^{2}dV$. Thus $A$ is harmonic with zero boundary value and $\boxed{A=0}$ by uniqueness of the Dirichlet problem. The normal-derivative condition is what removes the extra fourth-order boundary terms.

For the pressurized annulus, substituting the radial constitutive equations into equilibrium gives $u^{\prime \prime }+u^{\prime }/r-u/r^2=0$, so $u=Cr+D/r$. The stresses areUsing gauge stresses relative to ambient, the boundaries are ${\tau }_{rr}(a)=-P$, ${\tau }_{rr}(b)=0$. ThereforeandThe maximum occurs at the bore. Once the chosen yield criterion is reached, Hooke's law cannot describe the total strain alone: write total strain as elastic plus plastic strain and supplement the elastic stress law with a yield condition, a plastic flow rule and any required work hardening law. A plastic region starts near the bore and must be matched to the remaining elastic region. The exact conversion between a principal-stress difference and the quoted yield stress depends on whether the material criterion is Tresca or von Mises. This is the elastic stress concentration in a pressurized thick cylinder.

Assume sufficient smoothness and a regular boundary for the integrations below, with $n$ outward. Put $\delta =w-\varphi$, so $\delta =0$ on $S$. Expanding the Dirichlet energy givesBy Green's first identity, the middle integral isThus the Dirichlet principle follows with an explicit remainder:Equality means $w-\varphi$ is constant on each connected component; its zero boundary value forces that constant to be zero.

Now let $w$ solve the heat equation and set $E(t)={\int }_V|\nabla w{|}^{2}dV$. Differentiation followed by Green's first identity givesUnder time-independent Dirichlet boundary conditions, $w_t=0$ on $S$, while $w_t=\Delta w$ in $V$. ThereforeIf equality holds at a particular time, continuity makes $\Delta w=0$ throughout $V$ at that time. Its boundary values are still $f$, so uniqueness of the Dirichlet problem implies $w=\varphi$. Conversely $w=\varphi$ has $\Delta w=0$ and gives equality. This proves the full equality criterion for Dirichlet energy dissipation for the heat equation.

For the dynamic boundary condition for the heat equation, substitute $w_t=-\alpha {\partial }_{n}w$ directly into the boundary term. The interior equation is unchanged, soThis is Dirichlet energy dissipation with a dynamic heat boundary condition. It remains valid when $\alpha$ vanishes, because no division by $\alpha$ is used. The last part preserves energy monotonicity; its stationary states need not have the earlier prescribed Dirichlet data. For example, with strictly positive $\alpha$ on a connected boundary, a stationary harmonic state has zero outward normal derivative and is constant, as follows by applying Green's first identity to that state itself.