Potential theory concerns solutions of elliptic partial differential equations (especially Laplace's equation) that are represented by integration against a measure or a more general distribution.

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Potentials in Probability Theory

Could someone give an intuitive interpretation of potentials in the field of probability theory. How do they link to the theory of stochastic processes. And maybe link this with SEP. References are ...
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Uniqueness of harmonic function with Mixed Dirichlet Neumann condition

Let $u \colon \{\mbox{Im } z>0\}\subset\mathbb{C}\to \mathbb{R}$ be a positive harmonic function in the upper half plane, i.e $$ \Delta u=0,\,\, \mbox{for}\,\mbox{ Im } z>0. $$ Consider now the ...
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Maximum of a subharmonic function on it's boundary.

I am trying to solve below problem of the book Partial Differential Equations(Third edition) written by jurgen just, problem 3.9. Can any one give an idea? Thanks in advance. Let $\Bbb ...
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Can a complete pluripolar set be a single point?

Let $f:\mathbb{C}^n\rightarrow\mathbb{R}\cup\{-\infty\}$ be a plurisubharmonic function which is not identically $-\infty$.The set $\mathcal{P}:=\{z\in\mathbb{C}^n:f(z)=-\infty\}$ is called a complete ...
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Newtonian capacity: do we have $\operatorname{cap}(A\cup B)+\operatorname{cap}(A\cup C)-\operatorname{cap}(A)-\operatorname{cap}(A\cup B\cup C)>0$

$\newcommand{\Cap}{\operatorname{cap}}$ For compact disjoint sets A,B,D each with positive Newtonian capacity do we have $$\Cap(A\cup B)+\Cap(A\cup C)-\Cap(A)-\Cap(A\cup B\cup C)>0\text{ ?}$$ ...
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Volume potential (show continuity)

Consider $$ \Omega:=B_{R_2}(0)\setminus \overline{B_{R_1}}(0)\subset\mathbb{R}^3 $$ with $0<R_1<r_2<\infty$ (hollow ball) and $$ ...
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Show that requiring Electrostatic potential to be a stationary point of Electrostatic potential energy is equivalent to Laplace's equation.

Suppose we want to find the electrostatic potential $\phi$(r) inside of some volume $V$ with known boundary conditions. The physical field configuration should minimize the electrostatic potential ...
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Potential theory: discrete-time Markov processes

Recently I've found lecture notes on "Analysis on Graphs" where the potential theory methods were used to study discrete-time, time-reversible Markov chains (i.e. the state space is countable). ...
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Potential measure of the product of (independent $\alpha$-stable) subordinators

For a nondecreasing Levy process $\mathbf{X}$ with values in $[0,\infty)$ (i.e. a subordinator) Jean Bertoin defines the potential measure of $\mathbf{X}$ in his book "Levy processes" as follows (p. ...
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Hölder regularity of the simple layer heat potential (question on the proof)

Let $G(t,x)$ be the fundamental solution of the heat equation, with $t\in\mathbb{R},x\in\mathbb{R}^n$. In the book "Linear and Quasilinear Equations of Parabolic Type" by O.Ladyzhenskaya, ...
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Finding the Green Function of the upper half ball

Find the Green function of $\Omega:=\left\{x\in\mathbb{R}^n:\lVert x\rVert<R, x_n>0\right\}$ and show that the function you've found is indeed a Green function! You are allowed to use ...
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Harmonic measure or harmonic kernel

In the theory of discrete-time stochastic processes on a measurable space $(\mathscr X,\mathscr B(\mathscr X))$ one usually starts with a Markov kernel $$ P:\mathscr X\times \mathscr B(\mathscr ...
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Estimating/approximating a very high dimensional unbounded poisson's equation

Consider the poisson equation on an unbounded domain. Suppose that the solution is known to exist. $$ \Delta u=f $$ I would like to estimate the solution of the this equation at a given point $x_0$. ...
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Potential theory for LCA groups

I was wondering if there is a potential theory for locally compact abelian groups.
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Holder regularity for the heat potentials

First I apologize for my bad English and for any error: this is my first question. I need some regularity results for the simple and double layer heat potentials. If $\Gamma(t,x)$ is the fundamental ...
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Bounds on solutions of elliptic pde's in the whole plane

My question is rather simple. Given $f$ a $L^2(\mathbb{R}^2)$ function with zero mean but supported in the whole plane, is there a bound of the form $$ \|\nabla(\Delta)^{-1} ...
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The second derivative of simple layer potential

A simple-layer potential is defined as $$\Psi(M)=\iint_{S}\dfrac{\sigma(N)}{R(M,N)}dS(N)$$ where $S$ denotes a flat region in the plane $z=0$; the coordinates of $M$ and $N$ are $(\rho,\phi,z)$ and ...
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A finely open set, not open up to polar set?

Is there a (simple) example of a finely open set (i.e. w.r.t. the fine topology in potential theory) $O$ in $\mathbb R^n$, which is not open up to a polar set (i.e. zero capacity), i.e., there does ...
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How does one find the coefficients in the solution to the Laplace equation?

I'm reading this. Equation (522) gives the general solution to the Laplace equation. What I'm stuck about, is how to determine the coefficients $a_m$, $\beta_m$, and $\theta_m$ for non-trivial ...
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Electrostatic capacity of two spheres with changing radii

Although I have read a lot of questions and answers here, this is my first time actually posting. Feel free to suggest needed edits. My question is the following (in a simplified setting). All this ...
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Harmonic functions in the upper half plane

It is a cautionary remark that is often made that solutions to the Dirichlet problem (with continuous boundary conditions) are not unique when the domain in question is the upper half plane. Yes, you ...
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Newtonian potential for ellipsoid

Is there an explicit expression of the Newtonian potential for ellipsoid? As the expression for ball is clear by its symmetry. Definition of Newtonian potential of ellipsoid $\Omega$ at x is defined ...
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Interpretation of potential kernels for Markov processes

One can associate a strongly continuous contraction semi group (SCCSG) to a Markov process with state space $S$ through its transition function, say $P_t$. Now one can interpret $P_t$ as a linear ...
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Solving Dirichlet problem by means of potential theory

Let $\Omega\subset\mathbb{R}^N$ be a bounded smooth domain and consider the Dirichlet problem with $f\in H^{-1}(\Omega)$ $$\tag{1}-\Delta u=f$$ Is there a way to solve this problem by using ...
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discrete harmonic extension (an exercise of Grimmett's “probability on graphs”)

I'm struggling with exercise 1.3 in Grimmett's book "probability on graphs". Take $G = (V,E)$ a finite connected graph with given positive conductances $(w_e)_{e \in E}$, and let $(x_v)_{v \in V}$ be ...
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Tight bounds for harmonic measure

I recently came across a question concerning harmonic measure here, and was wondering if there is a good reference summarizing different methods of estimating harmonic measure? Specifically, I would ...
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proof of Wiener’s criterion

I'm in my first course of PDE and I need to investigate the proof of Wiener's Criterion for Laplace Equation which says, if $\Omega \subset \mathbb{R}^n$$(n>2)$ is a bounded domain and $\partial ...
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Potentials and Markov Processes

Given a resistive electrical circuit $G$, i.e. a graph with nonzero weights attached to each edge whose reciprocal we call the "resistance," we can define a reversible markov chain on the graph, ...
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Newtonian potential of torus

Is there an explicit expression of the Newtonian potential for torus? As the expression for ball is clear by calculation. Definition of Newtonian potential of domain $\Omega$ at x is defined to be ...
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Reference: Computing Martin Capacity

For Borel set $A$ the Martin Capacity is defined as: $\mathrm{Cap}_{M}(A)=[\inf\{\int \int \frac{G(x,y)}{G(0,y)}d\mu(x)d\mu(y):\mu \mbox{ probability measure on }A \}]^{-1}$ and Green's function ...
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Proof of strong maximum principle for harmonic functions

Let $u\in\mathscr C^2(U)\cap\mathscr C(\bar U)$ be harmonic in the non-empty open and connected set $U\subset\mathbb R^n$. If there exists a Point $x_0\in U$, so that $u$ has a local Maximum at $x_0$, ...
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Green function of the first quadrant

Find the Green function of the first quadrant $x_1>0, x_2>0$. HINT: Use the Green function of the half space $\Omega:=\left\{x\in\mathbb{R}^n : x_n > 0\right\}$ which is given by ...
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Estimation (Newton potential)

Let $f$ be a $C^2$-function on $\mathbb{R}^n$ with compact support. Let $N$ be the Newtonpotential on $\mathbb{R}^n$ and $u:=N\star f$ (i.e. a solution of the potential equation $\Delta u=f$). ...
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Inequality for harmonic extension : Is $\int_{t\in S^1} |t-\zeta|^{\alpha}p(z,t) |dt| \leq K|z-\zeta|^{\alpha}, 0< \alpha < 1$ for uniform $K$?

Let $\zeta\in S^1$(unit circle in the complex plane) and $z\in \mathbb{D}$. Fix $0< \alpha < 1$. Then, is the following true ? (Question 1) Let $p(z,t) = \frac{1}{2\pi}.\frac{1-|z|^2}{|z-t|^2}$ ...
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Evaluate integral: $ \int_{-1}^{1} \frac{\log|z-x|}{\pi\sqrt{1-x^2}}dx$

Show that $$ \int_{-1}^{1} \frac{\log|z-x|}{\pi\sqrt{1-x^2}}dx = \log{\frac{|z+\sqrt{z^2-1}|}{2}},\quad z \in \mathbb{C} $$ How can I apply the Joukowski conformal map to this problem? Thanks.
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The boundary integral equation

in which case we use the single layer potential and the double layer potential for the Laplace equation ? \begin{eqnarray}\tag{1} \Delta u = 0 \; \mathbb{R}^2\backslash\omega\\ u \to 0 \; at \; ...
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What is the axiomatic definition of potential kernel?

In the enter link description here, a kernel V is a Markov potential kernel if the operator I+V is invertible and its inverse is of the form I􀀀-N with N a sub-Markov kernel.The definition of Markov ...
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the polar set $V^o$ is identified isometrically with $(V^\perp)^*$

Let $X$ and $M$ be two Hilbert spaces and let $B:X\mapsto M^*$ denotes a continuous linear operator. We consider the set $$V=\ker B=\{ v\in X :Bv=0\}$$ we define the polar set of $V$ as: ...
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How did Poisson discover his integral formula?

I am quite curious about the history behind it. His derivation should be different from those on today's textbooks.
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Reducing the Laplace equation with inhomogeneous BC's to the Poisson equation with homogeneous BC's

Given a domain $\Omega \subset \mathbb{R}^2$, one can reduce the Laplace equation $$\Delta u = 0, \qquad u = f \text{ on } \partial \Omega$$ to a Poisson equation $$\Delta v = g, \qquad v = 0 \text{ ...
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Energy functional of a uniform distribution of mass on a circle

Define $\nu$ as the measure in the Borel sets of $\mathbb{R}^{2}$obtained by uniformly distributing a unit mass on the circumference $\vert x \vert = 1$. Define its energy as $$I_{2}[\nu] = ...
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Two more little tasks concerning Dirichlet boundary value problem

Consider the Dirichlet boundary value problem for the Poisson-equation $$ -\Delta u=f\text{ in }B_R(0)\subset\mathbb{R}^3,~~~~~~~~~~u=0\text{ on }S_R(0) $$ with $f\in L^{\infty}(B_R(0))\cap ...