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The local Harnack inequality for harmonic functions states that if $u\ge 0$ is harmonic on a neighbourhood of $\overline{B_{4r}(a)}$, thenMore generally, for any compact $K$ in a connected open domain $\Omega$, there is $C=C(K,\Omega ,n)$ such that ${\sup }_{K}u\le C{\inf }_{K}u$ for every nonnegative harmonic $u$ on $\Omega$. Positivity is essential; the assertion is not for arbitrary sign-changing functions.

First prove the mean value property for harmonic functions. For a smooth harmonic function the spherical mean has derivativeso it equals $u(x)$; integration in the radius gives the ball mean property. The preceding Weyl lemma supplies smoothness if harmonicity was initially distributional.

For $x,z\in B_r(a)$ the inclusion $B_r(x)\subset B_{3r}(z)\subset B_{4r}(a)$ and nonnegativity giveTaking the supremum over $x$ and the infimum over $z$ proves the local estimate directly. To obtain the compact-set form, connect centres of a finite ball cover of $K$ to a fixed interior point by paths in $\Omega$. The compact union of those paths stays a positive distance from the complement of $\Omega$. Subdivide the paths into finitely many steps small enough that the local estimate applies at consecutive points. Multiply the finitely many comparison constants, first from one point of $K$ to the reference point and then to any other point of $K$. This gives a constant independent of $u$. In particular a nonnegative harmonic function is either everywhere positive or identically zero on each connected component.

Fix a compact $K\subset \Omega$ and choose $\delta >0$ such that a closed $3\delta$-neighbourhood of $K$ is compactly contained in $\Omega$. The hypothesis gives a common bound $M$ on that neighbourhood. Choose a smooth radial mollifier ${\rho }_{\delta }$ supported in $B_{\delta }(0)$ with integral one. The mean value property for harmonic functions, integrated against its radial weights, givesin a neighbourhood of $K$. Differentiating this fixed-radius convolution gives the uniform interior estimateThus the sequence is equicontinuous there; taking its pointwise limit gives the same local modulus of continuity for $u$. A finite small-ball cover of $K$ now proves uniform convergence directly: choose the cover so both $u_j$ and $u$ vary by less than $\epsilon$ inside each ball, then use convergence at its finitely many centres to make $|u_j-u|<\epsilon$ there. The triangle inequality gives ${\sup }_K|u_j-u|<3\epsilon$ for large $j$.

Finally, pass to the limit in the reproducing convolution identity on smaller compact sets. It yields $u=u\ast {\rho }_{\delta }$, so $u$ is smooth locally. Also, for each compactly supported smooth test function $\varphi$, uniform convergence on its support givesHence its smooth Laplacian is zero. We have proved $u_j\to u$ uniformly on every compact subset and $u$ is harmonic. Using the continuous representatives in the pointwise hypothesis makes this conclusion pointwise, rather than only almost everywhere. This is compact convergence of locally bounded harmonic functions.

The interior elliptic regularity assertion for the Laplace equation is that a harmonic function is smooth, in fact real analytic, throughout $U$. No boundary regularity of its unspecified boundary values is implied.

First let $u\in C^2(U)$ and $\Delta u=0$. On a ball compactly contained in $U$, differentiating its spherical average and applying the divergence theorem expresses that derivative as a constant factor times ${\int }_{B_r}\Delta u$, which is zero. The spherical average tends to $u$ at the center as $r\to 0$. This proves the mean value property for harmonic functions.

Choose a radially symmetric smooth mollifier ${\eta }_r$, supported in $B_r$, with integral one. By integrating the spherical mean value property,whenever $B_r(x)⋐U$. For fixed $r$ the right side is a smooth convolution, since all derivatives can be placed on ${\eta }_r$. Thus $u$ is smooth. The same argument proves the Weyl lemma for a distributionally harmonic $u\in L_{\mathrm{loc}}^1$: first mollify $u$, apply the fixed-radius identity, and let the mollification radius tend to zero in distributions to obtain the same smooth representative.

To prove real analytic regularity, differentiating the fixed-radius convolution gives the interior derivative estimate for a harmonic functionfor any harmonic $v$. All derivatives of $u$ are harmonic. On nested balls between $B_R(a)$ and $B_{R/2}(a)$, apply this estimate $k$ times, decreasing the radius by $R/(2k)$ each time. For $|\alpha |=k$,The inequality $k^k\le e^{k}k!$ follows by integrating $\log s$ below the sum defining $\log (k!)$. Apply the one-dimensional Taylor theorem along each segment, expanding directional derivatives by the multinomial formula. The remainder is bounded by $M(A{\sum }_j|h_j|{)}^k$, so it tends to zero for sufficiently small $h$. This gives a locally convergent multivariate Taylor series. A harmonic function is real analytic in the interior.

The usual inhomogeneous elliptic regularity statement also follows: if $\Delta u=f$ and $f$ is smooth, take a cutoff $\chi$ equal to one near a given point and set $w=\Phi \ast (\chi f)$, where $\Phi$ is a fundamental solution of the Laplace equation with $\Delta \Phi =\delta$. Moving every derivative to the compactly supported smooth function $\chi f$ shows $w$ is smooth. Locally $u-w$ is harmonic, so $u$ is smooth there too.

Put $\mathbf{x}=r\mathbf{\omega }$, with $|\mathbf{\omega }|=1$. The Jacobian determinant in spherical coordinates gives $dS=r^{2}d\omega =r^2\sin \theta d\theta d\phi$, soDifferentiation under this fixed-domain integral yieldsThe last step is the divergence theorem and the Laplace equation. Hence $f$ is constant on radii for which the closed ball lies inside $V$. Continuity at the origin gives ${\lim }_{r\to 0}f(r)=\varphi (0)$, proving the mean value property for harmonic functions:

The continuous harmonic function has $m\le \varphi (\mathbf{x})\le M$ on the compact sphere. Integrate these inequalities over its area $4\pi r^2$ and use the mean value property for harmonic functions:The centre value is an average with positive weights, so it lies between the smallest and largest boundary-sphere values.

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.

For the spherical average $M(r)$, rescaling the sphere and applying the divergence theorem givesBy continuity, $M(r)\to u(y)$ as $r\downarrow 0$. Integrating these spherical averages in radius proves the mean value property for harmonic functions:For the strong maximum principle for harmonic functions, suppose an interior point attains the maximum $m$ on a connected domain. The continuous nonnegative function $m-u$ has zero average on each sufficiently small ball around that point, so it vanishes there. The maximum set is therefore open as well as closed, and connectedness makes it the entire domain. Apply the same argument to $-u$ for a minimum.

For $x,z\in B_{\rho }(y)$, the open balls satisfy $B_{\rho }(x)\subset B_{3\rho }(z)\subset B_{4\rho }(y)$. Nonnegativity and the mean value property for harmonic functions giveTaking the supremum over $x$ and the infimum over $z$ proves the Harnack inequality for harmonic functions:This includes a zero infimum, which forces $u=0$ on the smaller ball.

The conclusion holds in dimension two. Shift and change sign to obtain a nonnegative harmonic function $v$. Its circular mean satisfiesHere the angular second derivative in the polar-coordinate Laplacian integrates to zero. Thus $m(r)=a\log r+b$; nonnegativity for every $r>0$ forces $a=0$. For $|x|=r$, the mean value property for harmonic functions and nonnegativity giveThe removable singularity for a bounded harmonic function fills in the origin, and the harmonic Liouville theorem makes the extension constant.

The conclusion fails for $n\ge 3$: $\boxed{u(x)=|x{|}^{2-n}}$ is positive and nonconstant, and its radial Laplacian $u^{\prime \prime }+(n-1)u^{\prime }/r$ vanishes away from zero. For $n=1$, $\boxed{u(x)=|x|}$ is a nonconstant function bounded below whose second derivative vanishes on both components of the punctured line.

Set $F(w)=(\varphi (w)-\varphi (0))/w$ for $w\ne 0$. The singularity is removable, with $F(0)={\varphi }^{\prime }(0)$. Injectivity of the conformal map makes $F(w)\ne 0$ away from zero, and conformality makes $F(0)\ne 0$ as well. Since the disc is simply connected, $F$ has a holomorphic logarithm. Therefore $\psi =\log |F|$ is a harmonic function, including at zero, and $\psi (0)=\log |{\varphi }^{\prime }(0)|$.

The mean value property for harmonic functions gives, for every $0<r<1$,For general $D$, boundary values mean radial limits, rather than a continuous extension of $\varphi$ to every point of the circle. The boundary logarithmic mean of a univalent function justifies taking $r\uparrow 1$: the Koebe distortion theorem bounds $|F|$ below by $|{\varphi }^{\prime }(0)|/4$, while the standard integral-mean bound for a univalent function, ${\sup }_{r<1}\int |\varphi (r{e}^{i\theta }){|}^{p}d\theta <\infty$ for $0<p<1/2$, gives uniform integrability of its positive logarithm. Radial limits exist almost everywhere, and passage to the integral follows. Thus, writing $dw=d\theta$ for arc length on the unit circle,The expression on the left is the logarithm of the conformal radius of $D$ at $z=\varphi (0)$.

Fix $B=B(x_0,r)⋐\Omega$. Solvability of the Dirichlet problem on a ball gives a unique harmonic function $h\in C^2(B)\cap C^0(\overline{B})$ with $h=u$ on $\partial B$. Both $u$ and $h$ have the mean value property for harmonic functions, so $v=u-h$ has it as well and vanishes on $\partial B$.

If $v$ were not zero, compactness of $\overline{B}$ would give either a positive maximum or a negative minimum in the interior. Part 1(i) would make $v$ constant, contradicting its zero boundary values. Hence $u=h$ on $B$. Every point lies in such a ball, so

Let $M={\sup }_{\Omega }u$ and suppose $u(y)=M$. The set ${\Omega }_M=\{x\in \Omega :u(x)=M\}$ is closed in $\Omega$ by continuity. If $x\in {\Omega }_M$, choose a ball $B(x,r)⋐\Omega$. The mean value property for harmonic functions assumed in the question givesThe nonnegative continuous function $M-u$ consequently has integral zero and therefore vanishes throughout the ball. Thus ${\Omega }_M$ is also open. Since $\Omega$ is connected and ${\Omega }_M$ is nonempty, ${\Omega }_M=\Omega$, so $u$ is constant. Applying the same argument to $-u$ proves the assertion for an attained infimum.

For each $0<r<1$, the spherical mean value property for harmonic functions givesInsert this into part 1(iii). The normalization of the radial mollifier is $d{\omega }_d{\int }_0^1\varphi (r)r^{d-1}dr=1$, henceA convolution with a smooth function of compact support is smooth wherever it is defined. Every point admits such an $\epsilon$, so $u\in C^{\infty }(\Omega )$.

Take a nonnegative radial mollifier ${\eta }_{\epsilon }$ supported in $B_{\epsilon }(0)$, with $\epsilon <\mathrm{dist}(x,\partial \Omega )$. Writing the convolution in polar coordinates and applying the spherical mean value property for harmonic functions at every radius shows directly thatThe convolution is smooth, so $u$ agrees locally with a smooth function. Since $x$ was arbitrary, $u\in C^{\infty }(\Omega )$.

Fix $x\in \Omega$ and $R<\mathrm{dist}(x,\partial \Omega )$. The mean value property for harmonic functions isTo prove the spherical identity, translate $x$ to the origin and put $F(r)=|S^{n-1}{|}^{-1}{\int }_{S^{n-1}}u(r\theta )d{S}_{\theta }$. The divergence theorem givesHence $F(r)={\lim }_{s\downarrow 0}F(s)=u(0)$. Integrating the spherical identity in polar coordinates gives the ball identity.

Take $U=B(0,e^{-t})$ in the Domain Markov property of the Gaussian free field. The field $h^{\mathbb{D}\setminus U}$ is a harmonic function throughout $U$. If $s>t$, the circle $\partial B(0,e^{-s})$ lies inside $U$, so the mean value property for harmonic functions gives

For a harmonic function $u$, letThe divergence theorem givesSince $M(r)\to u(x)$ as $r\downarrow 0$, $M(r)=u(x)$. Integrating the spherical averages in the radial variable gives the corresponding ball average, proving the mean value property for harmonic functions. If $u$ attains its maximum at an interior point, the average of the nonnegative function $\max u-u$ on every sufficiently small centred sphere is zero. Continuity makes $u$ constant on those spheres, and connectedness propagates that value through the domain. Thus the weak maximum principle for elliptic operators gives

For the derivative estimate, choose $r>0$ smaller than half the distance from ${\Omega }^{\prime }$ to $\partial \Omega$, and let ${\rho }_r$ be a smooth radial mollifier supported in $B_r(0)$. Writing its convolution in polar coordinates and using the spherical mean value property shows that $u\ast {\rho }_r=u$ on ${\Omega }^{\prime }$. Hence, for every multi-index $\alpha$,so Holder inequality gives

Fix a closed ball $\overline{B_R(a)}\subset \Omega$, and let $v$ solve the Dirichlet problem for the Laplace equation in this ball with boundary data $u$. Put $w=u-v$. The function $w$ is continuous, vanishes on the boundary, and inherits the restricted spherical mean identity because $v$ has the full mean value property for harmonic functions.

Suppose $M={\max }_{\overline{B_R(a)}}w>0$. Its maximum set $E$ is a nonempty compact subset of the open ball. Choose $x\in E$ maximizing $|x-a|$. For every sufficiently small radius in the sequence attached to $x$,Equality of the average with the maximum and continuity imply that the whole sphere belongs to $E$. Its point in the direction from $a$ through $x$ lies farther from $a$ than $x$ does; if $x=a$, any point on the sphere does. Both cases contradict the choice of $x$. Hence $w\le 0$, and applying the same argument to $-w$ gives $w=0$.

The mean value property for harmonic functions says that whenever $\overline{B_r(x_0)}\subset \Omega$,If $u$ attains its maximum $M$ at an interior point, the average of the nonnegative function $M-u$ over every sufficiently small centred ball is zero. Continuity makes $u=M$ on each such ball, and connectedness propagates this equality throughout the domain. Applying the same argument to $-u$ proves the strong maximum principle for harmonic functions.