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 DCD \subset \mathbb{C} with boundary D\partial D and a continuous function g:DRg: \partial D \to \mathbb{R}, the Dirichlet problem is to find u:DRu: \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 u1u2u_1 - u_2 is harmonic with zero boundary values, so u1u20u_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)=12π02πR2r2R22Rrcos(θϕ)+r2g(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 limrRu(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)=12π0π1z2eiθz2dθu(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)=1πarctan1x22x0u(x) = \frac{1}{\pi}\arctan\frac{1-x^2}{2x\cdot 0}

which simplifies to u(x)=1πarg1x1+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:DD\varphi: D' \to D is holomorphic, then uφu \circ \varphi is harmonic on DD'. Therefore, the Dirichlet problem on any simply connected domain DD can be solved by:

  1. Finding the Riemann map φ:DD\varphi: D \to \mathbb{D}.
  2. Solving the Dirichlet problem on D\mathbb{D} via the Poisson integral.
  3. Composing: uD=uDφu_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)=yπg(t)(tx)2+y2dt.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[arctan1xyarctanxy]=1πarctanyx(x1)+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)=12πlnzw+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 zDz \in \partial D.
  3. G(z,w)>0G(z, w) > 0 for zDz \in D, zwz \neq w.

For the unit disk: G(z,w)=12πlnzw1wˉzG(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)Gn(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.