Past exam of the mathematics course of the University of Cambridge 2015 iii Paper 29 4 i Solution Created 2026-10-03 Updated 2026-10-06
A standard form of the Kakutani solution of the Dirichlet problem uses a bounded domain , continuous Dirichlet boundary data , and regularity of every boundary point for the Dirichlet problem. The boundedness of makes a compact set, so is a bounded function and a uniformly continuous function. A bounded domain with boundary is a sufficient geometric case; one must not omit boundary regularity for an arbitrary bounded domain.
One standard analytic characterization of a regular boundary point on a bounded domain is the existence of a positive harmonic barrier: for each there is a harmonic function with and for . This is the harmonic form of a barrier for the Dirichlet problem; the barrier characterization of regularity is a standard fact of potential theory.
Let be -dimensional Brownian motion started at and let be its Brownian exit time. Then the unique solution in isEquivalently, , where is harmonic measure, the exit probability distribution of Brownian motion. The harmonic function equation is , with the Laplace operator convention .
Potential theory 2026-10-06
Potential theory studies harmonic functions, subharmonic functions, and the Laplace operator, including harmonic measure, regular boundary points, and the Dirichlet problem. The Brownian representation of the Dirichlet problem connects these analytic objects with exit probability distributions.