For the exterior of the unit disc in two dimensions, with the sign convention , this is the Dirichlet Green function that vanishes on the circle and is bounded at infinity. The method of images places an opposite logarithmic source at the inverse point . The constant enforces the zero boundary value. The inversion in a circle identity for verifies that condition directly.
The outward normal of the exterior domain is on the unit circle. Its normal derivative gives the positive exterior Poisson kernel
For bounded harmonic functions this kernel integrates boundary data to the interior value. Boundedness at infinity is essential to uniqueness: without it, a multiple of can be added without changing the circle's Dirichlet boundary condition.
Brownian motion conditioned to exit at a boundary point Created 2026-10-07 Updated 2026-10-14
Killed planar Brownian motion conditioned to exit at a smooth boundary point is the Doob h-transform by its positive Poisson kernel, normalized at the starting point. Its generator is . Conditioning on shrinking boundary arcs yields the same localized laws and specifies a canonical version of an otherwise probability-zero conditioning event.
With the convention , the displayed Dirichlet Green function vanishes on the unit circle. Indeed when . For , the second logarithm corresponds to an opposite image source at , outside the unit disc; it is a harmonic function throughout the interior. At the formula becomes . Its outward normal derivative in the boundary variable is , the Poisson kernel divided by . Green's second identity therefore gives the Poisson integral on the unit disk.
Dirichlet Poisson integral in a quadrant Created 2026-10-06 Updated 2026-10-18
The conformal map sends to the complex upper half-plane. For bounded continuous boundary values on the horizontal axis and on the vertical axis with equal corner values, set for and for . The bounded harmonic function with those Dirichlet boundary conditions is
Equivalently, if with , this is . The Poisson kernel is a positive approximate identity, so the prescribed edge values are attained. Boundedness is essential for uniqueness on this unbounded domain.
For bounded piecewise continuous Dirichlet boundary data on a circle of radius , write its Fourier series as . The displayed series gives the bounded exterior harmonic extension for . The radial inversion in a circle converts it into the ordinary interior Poisson kernel solution. Values at discontinuities are understood through the usual boundary trace, with midpoint radial limits at jumps; changing the assigned values at finitely many boundary points does not change the extension.
The limit at infinity is forced to equal the angular mean . Indeed the angular mean of any exterior harmonic function solves , and boundedness excludes its logarithmic term. Equivalently, inversion makes infinity an isolated removable singularity of a bounded planar harmonic function. Uniqueness follows from interior uniqueness after inversion, including the logarithmic cutoff proof of harmonic uniqueness with finitely many boundary exceptions when needed.
Harmonic extension 2026-10-18
A harmonic extension of boundary data is a harmonic function satisfying those Dirichlet boundary data in a specified solution class. Existence and uniqueness depend on the domain, the regularity of the data and, on unbounded domains, growth conditions. A Poisson kernel constructs such an extension on standard domains.
For a nonnegative harmonic function on the unit disc, the displayed inequalities are sharp. Apply the Poisson integral on the unit disk on radius , bound its positive kernel between and its reciprocal, and use the mean value property for harmonic functions. Letting proves the assertion. Positive Poisson kernels with one boundary pole give equality in the appropriate radial directions.
Let be a nonzero meromorphic function in a neighborhood of the closed disk , with no boundary zero or pole. List its interior zeros with multiplicities and its interior poles with orders . Define the disk Green function and Poisson kernel by
At every interior point that is neither a zero nor a pole, the Poisson-Jensen formula is
In particular, at when is finite and nonzero, this becomes Jensen's formula, with each zero contributing and each pole contributing .
Here is a proof that also explains the signs. The disk Blaschke factors
have a simple zero at , no poles in the disk and boundary modulus one. Therefore
extends to a zero-free holomorphic function throughout the disk. Its logarithmic modulus is a harmonic function and agrees with on the boundary. The Poisson integral represents by that boundary data. Since , substitution gives the displayed Poisson-Jensen formula. Boundary zeros or poles can be handled by taking limiting radii: their logarithmic singularities are integrable. When zero is itself a zero or pole, factor out its signed power of before evaluating Jensen's formula there.
A nontangential limit at restricts approach to a fixed Stolz region , where . Radial approach is a special case. The Fatou theorem for bounded holomorphic functions says that every in H-infinity space has a finite boundary value for almost every , with convergence through every fixed Stolz region and almost everywhere.
Here is a proof outline. Write with bounded real harmonic functions . Take a sequence . The bounded functions have a subsequence converging in the weak-star topology of by the Banach-Alaoglu theorem and weak-star metrizability of the dual ball; its predual is separable. Denote the limit by . For , the Poisson integral on the unit disk gives
The Poisson kernels converge uniformly for this fixed interior point and the boundary functions stay uniformly bounded, so the weak-star topology permits passage to the limit:
Repeat for , obtaining . Thus is the Poisson integral of .
The Lebesgue differentiation theorem makes almost every boundary point a Lebesgue point of and . The lemma that a Poisson integral converges nontangentially at Lebesgue points then gives in every fixed Stolz region. To see why, put and let be the shorter angular distance. In the kernel satisfies
Split the circle into a central arc of radius comparable to and annuli with radii . For a Lebesgue point, averages of on sufficiently small arcs are arbitrarily small. The annular contributions are bounded by these averages times a summable geometric sequence . On the remaining fixed distant arc the kernel is , so its contribution vanishes. This proves the claimed nontangential limit. The same Lebesgue points work for every integer aperture , hence for all finite apertures.
These boundary values recover the interior by the Poisson integral, so they determine uniquely. They satisfy : one inequality follows by taking limits of the bounded interior values, and the other from positivity and unit integral of the Poisson kernel. The dominated convergence theorem also gives in every finite norm. Its negative Fourier coefficients vanish, because the Taylor series of has only nonnegative powers. This explains the boundary realization of analytic Hardy spaces.
The exceptional set cannot generally be removed. For example, is bounded and holomorphic on the unit disc, using the holomorphic logarithm on the right half-plane: lies between and . At the boundary point one its radial values oscillate without a limit. Nor does the theorem assert convergence along arbitrary tangential paths or a continuous boundary extension. Its strength is almost-everywhere control on every fixed approach cone.
The Fredholm index measures the finite-dimensional obstruction to inverting an operator. For a bounded operator between Hilbert spaces, the Fredholm conditions are that its range of a bounded linear operator is closed and its kernel and cokernel are finite-dimensional. The orthogonal complement of the range is , so
An invertible linear map has Fredholm index zero; the converse needs an additional finite-dimensional correction, since an operator can have equally large kernel and cokernel.
First construct an inverse up to finite-rank operators. On , the restriction of is a bounded bijection onto its closed range, with bounded inverse by the bounded inverse theorem. Extend that inverse by zero on , obtaining . Then
Conversely, suppose and are compact operators. On , the first identity expresses the identity as a compact operator, so this kernel is finite-dimensional. If were not bounded below on , there would be unit vectors in that complement with . Write . Compactness of gives a subsequence for which converges, hence converges to a unit vector in with , a contradiction. This lower bound makes the range closed. Applying the analogous argument to , using , proves that its kernel is finite-dimensional. This proves the Atkinson theorem: a bounded operator is Fredholm exactly when it has an inverse modulo compact operators. For operators on one Hilbert space this says that its image in the Calkin algebra is invertible.
The Fredholm index is stable. Decompose the domain as , where , and the target as , where and . A sufficiently small norm perturbation has block matrix
Multiplying by invertible triangular block matrices reduces this matrix to the direct sum of and the Schur complement . The latter's kernel dimension minus cokernel dimension is , whatever its rank. Therefore the Fredholm set is open and the index is locally constant. If is compact, the same parametrix works modulo compact operators for every , . Local constancy along this path gives
For Fredholm operators and , multiplication of parametrices shows that is Fredholm. Its index is additive. Here is a direct proof, rather than an assertion of additivity. There is an exact sequence of finite-dimensional spaces
The map from takes a vector to its class modulo ; the next takes the class of to that of ; the last is the quotient map. For example, a class lies in the kernel of the middle map exactly when for some , so . This verifies the only less immediate exactness assertion; the others follow directly from their definitions. Alternating the dimensions gives
Also , and indices add under direct sums. For with compact, the index is zero, so injectivity is equivalent to surjectivity. More generally is solvable exactly when is orthogonal to : these are the finitely many compatibility conditions in the Fredholm alternative.
Toeplitz operators exhibit how this analytic index detects a topological winding. Let be the Hardy space of the circle, spanned by , and let be its orthogonal projection. For a continuous symbol , define , where is multiplication by . Then . The product defect is
For trigonometric polynomials the crossing of negative and nonnegative Fourier modes has finite rank. Uniform approximation of continuous symbols by trigonometric polynomials, together with the displayed norm estimate, therefore makes this defect a compact operator for all continuous . If is nowhere zero, is continuous and is a two-sided parametrix modulo compact operators. Thus is Fredholm.
The converse is instructive. If at , consider the normalized Hardy kernels
Their norms are one, their individual Fourier coefficients tend to zero as , and hence they converge weakly to zero. Their squared moduli are the Poisson kernel, so continuity of gives
A Fredholm operator is bounded below off its finite-dimensional kernel. The projection of these weakly vanishing vectors onto that kernel tends to zero, contradicting this lower bound. Thus a continuous-symbol Toeplitz operator is Fredholm exactly when its symbol never vanishes. Applying the same argument to gives its essential spectrum as , with essential spectrum defined by failure of the Fredholm property.
For nonvanishing , let . Lifting a continuous argument of on gives an argument change . After division by , its argument has matching endpoints, so there is a continuous function with . The nonvanishing-symbol homotopy reduces the index to that of . For this is the th power of the unilateral shift operator, whose kernel is zero and whose range has codimension . For it is the th power of the adjoint shift, whose kernel has dimension and whose range is all of . Consequently
The minus sign comes from counting missing nonnegative Fourier modes. This is a concrete bridge between the Fredholm index, stability under compact perturbations, and the winding number of a loop.
Let be the unit disc and normalize its positive Poisson kernel at the boundary point by
It is harmonic in . Let be the killed Brownian transition density, for planar Brownian motion with generator . The Doob h-transform has sub-Markov transition density
Its missing mass represents paths already absorbed at the distinguished boundary point. Equivalently, for a stopping time before exit from a compact subdomain, its law is weighted relative to ordinary killed Brownian motion by . These stopped laws are consistent and define a diffusion up to its lifetime. Its generator is
This is a rigorous Brownian motion conditioned to exit at a boundary point, not conditioning on an event of positive probability. Exhaustion of shows that its terminal boundary limit is ; its lifetime is finite. For example its expected lifetime from is , which is finite: the Green function vanishes linearly near the smooth boundary and cancels the Poisson-kernel singularity there, while its logarithmic singularity at is integrable.
One can also condition ordinary Brownian motion on exiting through an arc about , and then let its length decrease to zero. The conditional harmonic functions converge locally uniformly to . Thus their stopped conditional laws converge to this same diffusion. Both constructions specify the conditioning unambiguously.
One precise relation is to radial SLE with parameter . Its orientation is from the boundary point to the interior target . With conformal-radius time it is defined by
There is a coupling of the conditioned Brownian path with this simple radial curve such that, for each initial curve segment, the first point at which encounters it is its tip. More precisely, if , then . Reversing the Brownian path turns these first-hit times into the last-visit times that characterize loop-erasure of planar Brownian motion. Thus
This is an existence statement for a coupling, not a pointwise equality of the two processes or a claim that a naive finite-loop deletion algorithm applies to Brownian motion.
Here is the martingale mechanism behind the coupling. Put and
This is the positive slit-domain Poisson kernel at the tip, normalized by . Writing , the radial equation gives
The drift of is , so is a local martingale at .
Start independent stopped and radial SLE2, and weight their joint laws, before meeting, by
For fixed this is an SLE local martingale. For fixed it is a Brownian-transform local martingale, because . Since , localized two-parameter weighting preserves both original marginals. For a fixed slit, the changed Brownian law is the transform by , so it hits that slit at the pole, its tip. Compatible stopped couplings, followed by exhaustion, give the first-hit-at-tip property. This completion is the substantive continuum coupling step. Discrete loop-erased random walks and their radial-SLE2 limit give a parallel approximation picture.
For example, in this coupling avoidance by implies avoidance by , since the radial curve is contained in the Brownian trace. The probability from part (b) therefore supplies a lower bound . The two avoidance laws are not identical: unweighted simple radial does not have the Brownian radial-restriction property. This is a way to transfer path-containment information while retaining the distinct geometry and orientation of the two random curves.
The capacity in this question is harmonic capacity from infinity in the upper half-plane, which has units of length; it is distinct from half-plane capacity, which has units of length squared.
Here is a proof of existence that also works with irregular real attachments. The function
is bounded and harmonic on , by the Strong Markov property and the mean-value characterization of harmonic functions. Therefore is a bounded harmonic function on the complex upper half-plane, with a Poisson kernel representation
The boundary function vanishes outside a bounded interval. Indeed, far enough along either real ray the original domain contains a half-disc neighbourhood, and extends there; the probability of hitting the bounded hull before the real boundary tends to zero as the starting point approaches that ray. Applying the same dominated-limit calculation as in part (i) yields
When the intrinsic boundary pieces landing on the hull are identified, is their indicator almost everywhere and this is the length of their image under . For ordinary finite slit hulls this is exactly the image of , since real attachment endpoints have zero harmonic measure. The Poisson representation avoids requiring that boundary identification in the general existence argument.
If , couple the two exit events using the same planar Brownian motion, stopped at its first hit of the real axis. Any path that hits before the real axis also hits before the real axis. Consequently
and taking the limits proves monotonicity of this capacity.
For a half-disc of radius centred at , the mapping-out function is
Its semicircular boundary maps onto , of length . Hence its harmonic capacity from infinity in the upper half-plane is . With
enclose in such a half-disc and use monotonicity. Letting the enclosing radius decrease to the infimum proves
The same conclusion holds if radius is instead measured about a specified real centre.
Use the open strip ; the printed closed strip denotes the region together with its exit boundary. Starting at , the conformal bijection sends onto the complex upper half-plane and the bottom edge onto . The upper edge maps to the negative half-axis. The transformed initial point is .
By conformal invariance of planar Brownian motion, transform the given Poisson kernel for the upper half-plane and include the Jacobian determinant . The bottom-boundary harmonic measure of a strip is
This is the unconditional exit density on the bottom edge, not the density conditional on using that edge. Its total mass is
Indeed substitution gives the positive-half-axis mass of the Poisson kernel, equal to for . To obtain the conditional bottom-edge density, divide by . The top-edge density is and has mass , a useful normalization check.
Interpret the malformed printed domain inequality as the first quadrant , as indicated by the two axis boundary conditions. There is also a genuine missing hypothesis: decay of the boundary data does not require the harmonic function itself to be bounded. For zero data, both and satisfy the Laplace equation and both edge values, but the Wirtinger derivative of the latter is
Thus the data do not determine an arbitrary solution's derivative without a growth restriction. We derive the integral representation for the bounded solution, which is also the standard decaying solution when the continuous edge data decay. Any other admissible unbounded solution can differ by a zero-boundary harmonic function.
The conformal map sends the quadrant bijectively to the complex upper half-plane: the positive real axis maps to , and the positive imaginary axis maps to . Define its real-axis boundary function by
The compatibility at the corner makes continuous there. The Dirichlet Poisson integral in a quadrant follows from the upper-half-plane Poisson kernel:
It is bounded by the supremum of the bounded edge data, and the kernel's approximate identity property supplies both Dirichlet boundary conditions. More explicitly, for , where and , this integral is
It displays directly which part of the real-line boundary corresponds to each original axis.
To obtain its derivative, first take real data and use the Schwarz integral formula. A holomorphic function whose real part is the Poisson solution in the -plane is
The regularizing subtraction is independent of and affects only the imaginary normalization; it permits bounded data without an artificial integrability assumption. Then . By the chain rule and the Wirtinger derivative,
The factor is , not : taking the real part contributes the factor in the complex derivative. Differentiation under the integral sign is justified uniformly on compact interior subsets because the denominator stays away from the real boundary and decays quadratically at infinity. Splitting the real integral at zero and substituting or gives the holomorphic derivative of a quadrant Dirichlet solution:
This converges for bounded data, and in particular for the stated sufficiently decaying data. No interior pole is encountered since . For complex-valued data the same formula holds by applying the real-data construction separately to their real and imaginary parts and using linearity.
An equivalent form, often convenient when the data's derivatives decay, comes from integration by parts. Since
the two endpoint terms are and . They cancel by the specified compatibility, leaving
This is the harmonic quadrant solution from tangential boundary derivatives applied to the actual derivatives ; the supplied in this question are boundary values, not derivatives. Omitting those primes would solve a different boundary problem.
For completeness, bounded Dirichlet uniqueness in a quadrant selects the solution just constructed. The difference of two bounded solutions is zero on both axes. Odd reflection across each axis gives a bounded harmonic extension to the punctured plane; the removable singularity for a bounded harmonic function fills the corner. The harmonic Liouville theorem makes the extension constant, and oddness makes it zero. Decaying data give a decaying Poisson extension: split the real-axis integral into a fixed compact interval and a tail with arbitrarily small data; the compact contribution tends to zero as , while the tail is bounded by that small supremum.
As literally printed without boundedness or a growth condition, the most one can assert is
The zero-boundary harmonic growth in a quadrant includes and more generally . This is an actual nonuniqueness of the printed problem, not a defect in the integral for the normalized bounded solution.
Remove a small disc about and apply Green second identity to and . Since and , the shrinking inner boundary contributes and gives
For the unit disc, the method of images gives the Dirichlet Green function
which vanishes on the boundary by the hinted identity. The boundary representation with evaluates the normal derivative of at , giving the Poisson kernel
Extend the boundary data oddly to the whole real axis. The extended function is precisely the function from part (a). Taking the Fourier transform in , the Laplace equation becomes
Decay as selects
Part (b), together with the convolution theorem, says that the inverse transform is convolution with the Poisson kernel
For this gives
The odd extension enforces , while the Poisson integral takes the prescribed boundary values at every continuity point and decays at infinity.
By conformal invariance, after its quadratic-variation time-change is Brownian motion in , started at
Since and , the boundary correspondence is regular there, and the exit event maps to . The Poisson kernel of therefore gives
For bounded subsets, multiplication by makes the integrand converge uniformly to . Approximation by increasing bounded subsets and monotone convergence then gives
with both sides allowed to be infinite.
Fix the observation point and apply Green's second identity in the source variable . Since , and on the boundary, it gives
The identity can be justified by deleting a small circle about and letting its radius tend to zero; the logarithmic flux contributes .
Set and , and write . The symmetric expression for the Green's function is
At the boundary, the outward normal derivative is at , and hence
Since on the unit circle, the Poisson integral on the unit disk follows, with Poisson kernel