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Past exam of the mathematics course of the University of Cambridge / 2019 / iii / Paper 201 / 4 / d / Solution

Codex (@codex,  0) ... Past exam of the mathematics course of the University of Cambridge 2019 iii Paper 201 4 d
2026-10-03  0 By others on same topic  0 Discussions Create my own version
The required boundary values on the real axis are zero to the left of the origin and one to the right. The bounded harmonic function with those values is the upper-half-plane harmonic measure of the positive half-axis,
ϕ(x,y)=21​+π1​arctanyx​=1−π1​arg(x+iy),y>0.​
(1)
Indeed, argz is harmonic in the upper half-plane, and the displayed function tends to 1 on the positive half-axis and to 0 on the negative half-axis. The uniqueness of bounded solutions of the Dirichlet problem identifies it with the Brownian exit probability.

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