ConceptComplete

The Dirichlet Problem

The Dirichlet problem asks for a harmonic function on a domain with prescribed boundary values. Conformal mapping and the Poisson integral provide powerful tools for its solution.


Statement of the Dirichlet Problem

Definition8.2Dirichlet problem

Given a bounded domain D⊂CD \subset \mathbb{C} with boundary ∂D\partial D and a continuous function g:∂D→Rg: \partial D \to \mathbb{R}, the Dirichlet problem is to find u:D‾→Ru: \overline{D} \to \mathbb{R} such that:

  1. uu is harmonic on DD (Δu=0\Delta u = 0).
  2. uu is continuous on D‾\overline{D}.
  3. u=gu = g on ∂D\partial D.
Theorem8.5Uniqueness of the Dirichlet problem

If the Dirichlet problem has a solution, it is unique. This follows from the maximum principle: if u1,u2u_1, u_2 are two solutions, then u1−u2u_1 - u_2 is harmonic with zero boundary values, so u1−u2≡0u_1 - u_2 \equiv 0.


Solution on the Disk

Theorem8.6Poisson integral solution

The Dirichlet problem on the disk D(0,R)D(0, R) is solved by the Poisson integral:

u(reiϕ)=12π∫02πR2−r2R2−2Rrcos⁡(θ−ϕ)+r2 g(Reiθ) dθu(re^{i\phi}) = \frac{1}{2\pi}\int_0^{2\pi} \frac{R^2 - r^2}{R^2 - 2Rr\cos(\theta - \phi) + r^2}\,g(Re^{i\theta})\,d\theta

for r<Rr < R. This function is harmonic in D(0,R)D(0,R), and lim⁡r→R−u(reiϕ)=g(Reiϕ)\lim_{r \to R^-} u(re^{i\phi}) = g(Re^{i\phi}) at every point of continuity of gg.

ExampleDirichlet problem with piecewise constant data

Find uu harmonic on ∣z∣<1|z| < 1 with u(eiθ)=1u(e^{i\theta}) = 1 for 0<θ<π0 < \theta < \pi and u(eiθ)=0u(e^{i\theta}) = 0 for π<θ<2π\pi < \theta < 2\pi.

By the Poisson integral: u(z)=12π∫0π1−∣z∣2∣eiθ−z∣2 dθu(z) = \frac{1}{2\pi}\int_0^{\pi}\frac{1-|z|^2}{|e^{i\theta}-z|^2}\,d\theta.

At z=0z = 0: u(0)=1/2u(0) = 1/2 (the average of boundary values). Along the real axis for −1<x<1-1 < x < 1:

u(x)=1πarctan⁡1−x22x⋅0u(x) = \frac{1}{\pi}\arctan\frac{1-x^2}{2x\cdot 0}

which simplifies to u(x)=1πarg⁡1−x1+x+12u(x) = \frac{1}{\pi}\arg\frac{1-x}{1+x} + \frac{1}{2} (expressible in terms of the argument function).


Solution via Conformal Mapping

Theorem8.7Conformal invariance of harmonicity

If uu is harmonic on a domain DD and φ:D′→D\varphi: D' \to D is holomorphic, then u∘φu \circ \varphi is harmonic on D′D'. Therefore, the Dirichlet problem on any simply connected domain DD can be solved by:

  1. Finding the Riemann map φ:D→D\varphi: D \to \mathbb{D}.
  2. Solving the Dirichlet problem on D\mathbb{D} via the Poisson integral.
  3. Composing: uD=uD∘φu_D = u_{\mathbb{D}} \circ \varphi.
ExampleDirichlet problem on the upper half-plane

The Poisson integral for the upper half-plane H={z:Im(z)>0}\mathbb{H} = \{z : \text{Im}(z) > 0\} is:

u(x,y)=yπ∫−∞∞g(t)(t−x)2+y2 dt.u(x, y) = \frac{y}{\pi}\int_{-\infty}^{\infty}\frac{g(t)}{(t-x)^2 + y^2}\,dt.

For g(t)=1g(t) = 1 on [0,1][0, 1] and 00 elsewhere:

u(x,y)=1π[arctan⁡1−xy−arctan⁡−xy]=1πarctan⁡yx(x−1)+y2.u(x,y) = \frac{1}{\pi}\left[\arctan\frac{1-x}{y} - \arctan\frac{-x}{y}\right] = \frac{1}{\pi}\arctan\frac{y}{x(x-1)+y^2}.


Green's Function

Definition8.3Green's function

The Green's function G(z,w)G(z, w) for a domain DD is the unique function satisfying:

  1. G(z,w)=−12πln⁡∣z−w∣+h(z,w)G(z, w) = -\frac{1}{2\pi}\ln|z - w| + h(z, w) where hh is harmonic in zz.
  2. G(z,w)=0G(z, w) = 0 for z∈∂Dz \in \partial D.
  3. G(z,w)>0G(z, w) > 0 for z∈Dz \in D, z≠wz \neq w.

For the unit disk: G(z,w)=−12πln⁡∣z−w1−wˉz∣G(z, w) = -\frac{1}{2\pi}\ln\left|\frac{z - w}{1 - \bar{w}z}\right|.

RemarkDirichlet problem via Green's function

The solution to the Dirichlet problem can be expressed as u(w)=−∮∂Dg(z)∂G∂n(z,w) ds(z)u(w) = -\oint_{\partial D} g(z)\frac{\partial G}{\partial n}(z,w)\,ds(z) where ∂/∂n\partial/\partial n is the outward normal derivative. For the disk, −∂G/∂n-\partial G/\partial n reduces to the Poisson kernel.