ProofComplete

Laplace's Equation - Key Proof

We prove the mean value property, which characterizes harmonic functions and provides the foundation for many other results including the maximum principle.

ProofMean Value Property for Harmonic Functions

Let uu be harmonic in Ω\Omega, and let BR(x0)ΩB_R(x_0) \subset \Omega be a ball of radius RR centered at x0x_0.

Claim: u(x0)=1BRBRu(y)dSyu(x_0) = \frac{1}{|\partial B_R|}\int_{\partial B_R} u(y)\,dS_y

Step 1: Define the Average Function

Define: ϕ(r)=1BrBr(x0)u(y)dSy\phi(r) = \frac{1}{|\partial B_r|}\int_{\partial B_r(x_0)} u(y)\,dS_y for 0<rR0 < r \leq R.

We will show that ϕ\phi is constant, which implies ϕ(r)=limr0+ϕ(r)=u(x0)\phi(r) = \lim_{r \to 0^+} \phi(r) = u(x_0).

Step 2: Compute the Derivative

In spherical coordinates centered at x0x_0, using dS=rn1ωn1dωdS = r^{n-1}\omega_{n-1}d\omega where ω\omega represents angular variables: ϕ(r)=1ωn1rn1Bru(x0+rω)rn1dω=1ωn1Sn1u(x0+rω)dω\phi(r) = \frac{1}{\omega_{n-1}r^{n-1}}\int_{\partial B_r} u(x_0 + r\omega)\,r^{n-1}d\omega = \frac{1}{\omega_{n-1}}\int_{S^{n-1}} u(x_0 + r\omega)\,d\omega

Taking the derivative: ϕ(r)=1ωn1Sn1u(x0+rω)ωdω\phi'(r) = \frac{1}{\omega_{n-1}}\int_{S^{n-1}} \nabla u(x_0 + r\omega) \cdot \omega\,d\omega

Step 3: Apply Divergence Theorem

By the divergence theorem applied to the region between spheres of radius ϵ\epsilon and rr: BrundS=BrBϵ2udx+BϵundS\int_{\partial B_r} \frac{\partial u}{\partial n}\,dS = \int_{B_r \setminus B_\epsilon} \nabla^2 u\,dx + \int_{\partial B_\epsilon} \frac{\partial u}{\partial n}\,dS

Since 2u=0\nabla^2 u = 0 in BrB_r: BrundS=BϵundS\int_{\partial B_r} \frac{\partial u}{\partial n}\,dS = \int_{\partial B_\epsilon} \frac{\partial u}{\partial n}\,dS

As ϵ0\epsilon \to 0, the right side vanishes (assuming uu is C1C^1), so: BrundS=0\int_{\partial B_r} \frac{\partial u}{\partial n}\,dS = 0

Step 4: Relate to ϕ(r)\phi'(r)

Note that un=uxx0xx0=1ruω\frac{\partial u}{\partial n} = \nabla u \cdot \frac{x - x_0}{|x - x_0|} = \frac{1}{r}\nabla u \cdot \omega on Br\partial B_r.

Therefore: 0=BrundS=Br1ruωrn1dω=rn2Sn1uωdω0 = \int_{\partial B_r} \frac{\partial u}{\partial n}\,dS = \int_{\partial B_r} \frac{1}{r}\nabla u \cdot \omega\,r^{n-1}d\omega = r^{n-2}\int_{S^{n-1}} \nabla u \cdot \omega\,d\omega

This gives: ϕ(r)=1ωn1Sn1uωdω=0\phi'(r) = \frac{1}{\omega_{n-1}}\int_{S^{n-1}} \nabla u \cdot \omega\,d\omega = 0

Step 5: Conclude

Since ϕ(r)=0\phi'(r) = 0 for all 0<rR0 < r \leq R, the function ϕ(r)\phi(r) is constant. By continuity: u(x0)=limr0+ϕ(r)=ϕ(R)=1BRBRu(y)dSyu(x_0) = \lim_{r \to 0^+} \phi(r) = \phi(R) = \frac{1}{|\partial B_R|}\int_{\partial B_R} u(y)\,dS_y

This completes the proof of the spherical mean value property.

Remark

The volume mean value property u(x0)=1BRBRudxu(x_0) = \frac{1}{|B_R|}\int_{B_R} u\,dx follows from the spherical property by integration. Conversely, any continuous function satisfying the mean value property must be harmonic (and therefore CC^\infty), showing that the mean value property completely characterizes harmonic functions.