Past exam of the mathematics course of the year 2 of the natural sciences course of the University of Cambridge / 2010 / Paper 2 / 2

Use separation of variables, $\Phi =F(r)H(\theta )$, in the Laplace equation in polar coordinates. Dividing by $FH/r^2$ givesSingle-valued $2\pi$-periodic angular factors have integer $n\ge 0$. For $n\ge 1$, they are $\cos n\theta ,\sin n\theta$, and the radial equation $r^2{F}^{\prime \prime }+r{F}^{\prime }-n^{2}F=0$ has solutions $r^n,r^{-n}$. The zero angular mode gives $F=a_0+b_0\log r$. 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 $f(\theta )=a_0+{\sum }_{n\ge 1}{a}_n\cos n\theta$, its Fourier coefficients areThus the bounded interior harmonic extension isFor $r<R$ 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 $\theta =\pm \pi /2$, the radial limit is $C/2$, the midpoint of the two one-sided values. Consequently for $C\ne 0$ 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 $w=\tilde{\Phi }-\Phi$. Formally the divergence theorem applied to $w\nabla w$ givesFor continuous zero boundary data, this immediately forces $w=0$. With the actual discontinuous data, one should justify the two exceptional points rather than assume finite Dirichlet energy there. Let $|w|\le M$ and choose a cutoff ${\eta }_{ϵ}$ which is zero within ${ϵ}^2$ of those points, one beyond $ϵ$, and linear in logarithmic distance between. Its gradient satisfies $\int |\nabla {\eta }_{ϵ}{|}^2=O(1/|\log ϵ|)$. Applying the divergence theorem to ${\eta }_{ϵ}^{2}w\nabla w$ givesThe resulting energy tends to zero. Hence $\nabla w=0$ on every compact subset and $w$ 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 $r^n$ and the logarithm. The same boundary coefficients giveThis is ${\Phi }_{\mathrm{in}}(R^2/r,\theta )$, using inversion in a circle. Its limit at infinity is $C/2$. To see why that value is forced independently of this construction, average any bounded exterior harmonic function over a circle. The mean satisfies $(r{\overline{\Phi }}^{\prime }{)}^{\prime }=0$, hence is $A+B\log r$. Boundedness forces $B=0$, and the boundary mean fixes $A=C/2$. A constant limit at infinity must therefore be $C/2$.

Finally suppose two bounded exterior solutions have this limit. Their difference $w$ 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 $w=O(r^{-1})$, ${\partial }_{r}w=O(r^{-2})$ in the original exterior. Apply the preceding divergence theorem energy argument on $R<r<L$, with logarithmic cutoffs at the two boundary jumps. After removing those cutoffs, the inner boundary term vanishes; the outer one is ${\int }_{r=L}w{\partial }_{r}wds=O(L^{-2})$. Letting $L\to \infty$ forces $\nabla w=0$, and the zero limit gives $w=0$. Thus the bounded exterior solution is unique as well.