Past exam of the mathematics course of the University of Cambridge / 2018 / iii / Paper 107 / 1

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.

Shift $u$ by a constant and, if necessary, change sign to obtain an entire nonnegative harmonic function $v$. The Harnack inequality for harmonic functions on arbitrarily large balls centred at $x_0$ gives $v(x)\le 3^{n}v(x_0)$ for every $x$. Thus $v$ is globally bounded. The interior derivative estimate for a harmonic function now gives $|Dv(x)|\le C\Vert v{\Vert }_{\infty }/R$ on balls of arbitrarily large radius $R$. Letting $R\to \infty$ proves $Dv=0$, hence $u$ is constant. This proves the one-sided harmonic Liouville theorem in every dimension.

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.