Differentiate the Cauchy-Riemann equations and use equality of mixed partial derivatives, which holds because holomorphic functions are smooth:Thus both parts are harmonic functions.
For a harmonic function, put and . Since , its Hessian matrix isA nonzero determinant is therefore negative, and the two real Hessian eigenvalues are . At a stationary point the quadratic term of the Taylor expansion has both signs. Consequently every such nondegenerate stationary point is a saddle point. This is the nondegenerate stationary points of a planar harmonic function criterion. The same argument applies to , whose stationary points coincide with those of . A zero Hessian determinant is outside this second-order classification.
Assume the image of the domain of lies in the domain where is holomorphic. The complex chain rule givesso the composition is holomorphic, including at points where . Its real part is therefore a harmonic function.
A direct verification uses the composition of harmonic conjugate pairs. The multivariable chain rule givesThe Cauchy-Riemann equations imply ; parts (i) and (ii) remove the last three terms. Since is harmonic in its own variables,
Use separation of variables, , in the Laplace equation in polar coordinates. Dividing by givesSingle-valued -periodic angular factors have integer . For , they are , and the radial equation has solutions . The zero angular mode gives . These separated products give the requested solutions; arbitrary sums may use independent coefficients for each radial-angular combination.
Boundedness at the origin removes the logarithm and all negative radial powers. The boundary function is even, so its sine Fourier coefficients vanish. With the convention , its Fourier coefficients areThus the bounded interior harmonic extension isFor the series and its derivatives converge locally uniformly, so it is harmonic. It is a rotated and scaled instance of the harmonic measure of a semicircle in a disk. For example, summing the power series for the complex arctangent, or differentiating the following expression, gives the equivalent real formThis also proves boundedness directly.
At the two jumps, the boundary interpretation matters. At every continuity point the radial limit equals the prescribed value. At , the radial limit is , the midpoint of the two one-sided values. Consequently for there is no harmonic solution continuous on the closed disk with exactly the printed boundary values. The standard bounded Dirichlet problem imposes the trace away from the jumps, or almost everywhere; assigning zero separately at those two boundary points does not alter the interior solution.
For uniqueness let . Formally the divergence theorem applied to givesFor continuous zero boundary data, this immediately forces . With the actual discontinuous data, one should justify the two exceptional points rather than assume finite Dirichlet energy there. Let and choose a cutoff which is zero within of those points, one beyond , and linear in logarithmic distance between. Its gradient satisfies . Applying the divergence theorem to givesThe resulting energy tends to zero. Hence on every compact subset and is constant; its zero boundary trace on the open arcs makes it zero. This is the logarithmic cutoff proof of harmonic uniqueness with finitely many boundary exceptions.
For the exterior harmonic extension of disk boundary data, boundedness instead excludes and the logarithm. The same boundary coefficients giveThis is , using inversion in a circle. Its limit at infinity is . To see why that value is forced independently of this construction, average any bounded exterior harmonic function over a circle. The mean satisfies , hence is . Boundedness forces , and the boundary mean fixes . A constant limit at infinity must therefore be .
Finally suppose two bounded exterior solutions have this limit. Their difference tends to zero. Under planar inversion in a circle, it is bounded and harmonic near the origin, so the isolated point there is removable. Its local expansion gives , in the original exterior. Apply the preceding divergence theorem energy argument on , with logarithmic cutoffs at the two boundary jumps. After removing those cutoffs, the inner boundary term vanishes; the outer one is . Letting forces , and the zero limit gives . Thus the bounded exterior solution is unique as well.
The Cauchy-Riemann equations are and . A holomorphic function is smooth, so equality of mixed partial derivatives givesThus its real and imaginary parts are harmonic functions.
An entire function is holomorphic at every finite point of the complex plane. The globally convergent power series for the exponential implies that and are entire. Their difference therefore givesat every complex , proving that the hyperbolic sine is entire. For powers, the base case has derivative one everywhere. If is entire with derivative , the product rule gives everywhere. Induction proves that every positive integer power is entire.
A function has a pole of order at when it is holomorphic in a punctured neighbourhood and extends holomorphically to with . An isolated essential singularity is neither a removable singularity nor a pole; equivalently its Laurent series has infinitely many nonzero negative-power terms. In particularhas an essential singularity at zero.
For , the Laurent series about infinity isTo classify the point correctly, use . Then , and is holomorphic with value one at zero. ThereforeThe pole at infinity is compatible with an essential singularity at the finite point zero. Negative powers of are regular powers of the local coordinate near infinity, so they do not make that point essential.
The Dirichlet uniqueness for the Poisson equation follows from a positive integral. Suppose satisfy the same data, and put . Then is a harmonic function in and vanishes on . Green's first identity, applied with both arguments , givesThus , and is constant on the connected body. Its zero boundary value makes that constant zero. This proves at most one temperature field; it does not require an independent existence construction. As usual, the argument assumes a bounded body and sufficient regularity for Green's first identity, or the corresponding finite-energy weak formulation.
For the composite body, let and be the differences in and . They are harmonic functions, have a common interface value , and obeyThe unit normal vector points out of ; the outward normal of on its inner boundary is . Keeping that sign in Green's first identity givesThe outer boundary term in is zero. Weight these equations by the positive coefficients that match the flux condition:Both Dirichlet energies must vanish. Hence both differences are constants; the outer data set the constant in to zero, and interface continuity sets the constant in to zero. This establishes uniqueness for a harmonic transmission problem. Physically and play the roles of the inner and outer thermal conductivities; continuity of temperature and normal heat flux is what cancels the interface contribution.
Write . A rotationally symmetric fundamental solution of the Laplace equation is harmonic for . The Laplace equation in polar coordinates reduces to , so . Integrate over a disk of radius around the source. The divergence theorem givesTaking therefore givesChanging the reference length inside the logarithm merely adds a constant. Notice the sign convention: the potential equation in this question is , whereas this Green function satisfies . Thus the point-source potential used below is .
For the two insulating walls, successive Euclidean reflections in and generate sources of strength at for every integer . Only lies inside the physical strip. This is the Neumann image lattice for a point source in a strip. SetThe raw sum of logarithmic potentials diverges by additive constants. A well-defined potential is obtained by pairing opposite images and subtracting their constant reference terms:Each paired summand is on compact subsets away from the source. The series therefore has local uniform convergence, as do the required derivative series. It givesIn the corresponding -derivative, the images pair as and at , and as and at . Their opposite horizontal separations make the derivatives cancel. Thus both homogeneous Neumann boundary conditions hold. The constructed solution is even in ; without a condition at infinity the side conditions alone would allow further homogeneous harmonic functions.
For fixed , uniform convergence on permits integration term by term. The th term has integralHere is the ordinary real inverse trigonometric function, taking values in . Summing from to makes a telescoping series:The source flux splits equally between the upper and lower parts of the strip. The next two parts give the single-wall constructions that underlie the image lattice.
Since , its divergence is the Laplacian of the velocity potential. Using the Cauchy-Riemann equations and equality of mixed partial derivatives givesThus this is an incompressible flow, and is a harmonic function.
Differentiate the Cauchy-Riemann equations and use equality of mixed partial derivatives:Thus the real part is a harmonic function. The same calculation gives . Every holomorphic function has the required smoothness.
On the specified ellipse, the semiaxes are and , so its elliptic coordinate is . Thus in the exterior,is a harmonic function with a homogeneous Dirichlet boundary condition on that ellipse. Choose the square root with at infinity. Although a global complex logarithm requires a cut, its real part is well defined throughout the exterior and gives the same .
For real-direction increments, complex differentiability gives . For imaginary-direction increments it gives . Equating these expressions gives the Cauchy-Riemann equationsA holomorphic function is smooth, so mixed partial derivatives commute. Differentiating these equations givesThus both real and imaginary parts are harmonic functions:
Put for separation of variables. Multiplication by givesSingle-valuedness requires a -periodic angular function. The nonzero possibilities are for integers . For , is a combination of and , while the radial Euler-Cauchy equation has solutions . At , periodicity excludes an angular term proportional to , and gives .
Superposing the separated harmonic functions yieldsTo obtain the general solution, expand any sufficiently regular harmonic function in a Fourier series on circles; each Fourier coefficient satisfies the corresponding radial equation. The coefficients must give the required convergence on compact annuli. Because no condition at zero or infinity is imposed in this part, neither radial branch is discarded.
For separation of variables, let . The Laplace equation givesA nonzero -periodic angular solution requires , . For , is a linear combination of and , while gives hyperbolic sine and cosine. For , periodicity makes constant, and . Negative separation constants would give nonperiodic real exponentials in .
Superposition yieldsCompleteness follows by expanding a harmonic function in a Fourier series in the periodic coordinate: its Fourier coefficients must satisfy exactly these radial equations. As usual, the coefficients are restricted by the convergence required of the series on compact subregions. The bipolar coordinates domain imposes no boundary condition at or , so both hyperbolic branches remain available.
The only nonzero angular Fourier mode is . Its radial equation is . A solution vanishing at is proportional to ; making its value one at fixes the constant. The Dirichlet problem between bipolar coordinate circles therefore givesIts second derivatives in and cancel, and the endpoint values are respectively zero and . The difference of any two solutions would be a harmonic function with zero Dirichlet boundary conditions, so the maximum principle proves uniqueness.
Geometric wording. In the printed bipolar coordinates, the circle radius decreases with . For , the circle is contained inside the circle. Thus the source’s “inner” and “outer” labels are interchanged geometrically. The solution above follows the explicit coordinate boundary values, which unambiguously specify the problem.
Define the candidate potential by convolving the decaying Green function with the source. Acting with the Laplacian in the observation variable gives, in the sense of distributions,The final equality is the sifting property of the Dirac delta. The kernel found in part (ii) is locally integrable, and its convolution with a sufficiently regular rapidly decaying source also vanishes at spatial infinity. Thus it satisfies the Poisson equation and the required condition at infinity.
The difference from any other regular decaying solution is a harmonic function on all of space vanishing at infinity, hence is zero by the maximum principle. ThereforeOne can also obtain this expression from Green's second identity on larger and larger balls, with the singularity of the kernel treated distributionally. The surface term at infinity vanishes for the usual potential decay and gradient decay.
Use separation of variables with . A nonzero product givesThe angular factor must be a periodic function of period . If , its exponential solutions cannot be periodic unless they vanish. If , forces , while . If , periodicity requires , giving angular factors and radial factors .
Superposing these separated harmonic functions yieldsTo see completeness, expand an arbitrary smooth harmonic function in a Fourier series in on each ellipse. Substitution into the equation forces every Fourier coefficient to obey the corresponding radial equation above. The series is interpreted with the convergence needed for a harmonic function, for example locally on compact subannuli. No boundedness condition at infinity or extension across has been imposed, so there is no reason to discard either radial branch in these elliptic coordinates.
This is the Dirichlet principle. Put , so vanishes on the boundary. For real, sufficiently regular functions of finite Dirichlet energy, Green's first identity givesThe surface term is zero because , and the volume term is zero because is a harmonic function. Expanding the square of now gives the stronger identityThus the harmonic function minimizes Dirichlet energy among functions with the same boundary values. Equality requires , hence is constant on each connected component; the zero boundary value makes that constant zero on every component having boundary. For an unbounded domain one additionally needs the boundary term at infinity to vanish; the usual bounded regular-domain setting needs no such extra condition.
The derivative of an analytic function must be independent of the direction of approach. Taking a real increment gives ; taking an imaginary increment givesEquality of real and imaginary parts proves the Cauchy-Riemann equations:A real harmonic function is a twice continuously differentiable function whose Laplacian vanishes. For the given logarithmic function and ,It is therefore harmonic everywhere on the punctured complex plane.
On any domain admitting a branch of the complex logarithm, chooseIts derivatives are and , as required. For example, the principal complex logarithm gives such a harmonic conjugate on the plane cut along the negative real axis.
There is no single-valued harmonic conjugate on the whole punctured plane. Indeed its putative differential would satisfywhereas a globally defined function has zero integral of its differential around a closed curve. This is the log modulus has no global harmonic conjugate on the punctured plane obstruction. Thus the conjugate requested in the question must be interpreted locally or on a cut plane.
For any interior point , choose a sufficiently small circle centred on and wholly inside the disk. Translating the origin does not change the Laplace equation, so part (b) givesSuppose a real harmonic function, continuous on the closed disk, attains its global maximum at an interior point. Every value on each such circle is at most , and their average is . By continuity, every value on the circle must therefore equal . Varying its radius shows that a neighbourhood of the point also has value .
Thus the set of points attaining is open in the disk, and it is closed by continuity. The disk is connected, so this set must be the whole disk. The function is constant and has the same maximum on the boundary. Otherwise the maximum cannot be interior. Compactness of the closed disk guarantees existence of a maximum, proving the maximum principle for harmonic functions:Continuity up to the boundary is the standard hypothesis for this attained-maximum formulation.
Use the convention . The Dirichlet Green function for this Poisson equation satisfies, for each source point ,It is a harmonic function away from its source, with a unit delta singularity there. Its boundary condition is homogeneous even when the original potential has nonzero boundary values; those values enter through the boundary integral. This sign convention is the one giving the plus signs in the formula requested in part (b).
