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8
votes
1answer
240 views

Error on Wikipedia: Nelson's proof of Liouville's theorem works only for bounded modulus?

On Wikipedia, it is stated: If $f$ is a harmonic function defined on all of $\mathbb{R}^n$ which is bounded above or bounded below, then $f$ is constant...Edward Nelson gave a particularly ...
8
votes
1answer
63 views

Green's identity contradicts Helmholtz theorem

Let F be a vector field on a bounded domain $V \subset \mathbb{R}^3$, which is twice differentiable, let $S := \partial V$. According to the Helmholtz Theorem, F can be decomposed, such that: $$ ...
6
votes
1answer
285 views

Green's function in 2D

How does one compute the Green's function of the laplacian on $ \mathbb{R}^2 $? Can someone point me to a reference? In particular, the fourier transform: $$ \int_0^\infty \int_0^\infty \frac{e^{i m ...
5
votes
1answer
103 views

The second Friedrichs' inequalities?

In paper On the Validity of Friedrichs' Inequalities,$\Omega$ is a bounded convex domain of $\mathbb{R}^d$, $d=2,3$. Then $$ \tag{1}\qquad \|\mathbf{u}\|_{1,\Omega} \le ...
5
votes
0answers
222 views

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). ...
4
votes
1answer
407 views

Brownian motion on the circle

Let $\mathbb S^1$ be the unit circle and $\Delta$ be the Laplace-Beltrami operator on $\mathbb S^1$ which is an infinitesimal generator of the correspondent Markov semigroup $P_t$. Is the explicit ...
4
votes
1answer
215 views

Reference on Doob's h-transform

I am searching for a reference about conditioning a Markov process in the sense of Doob, i.e. using h-transforms. My particular concern is to condition a discrete-time Markov Process on a possibly ...
4
votes
0answers
64 views

Definition of logarithmic capacity

In the definition of logarithmic capacity of a compact set $E$ in the plane, the Robin constant is defined to be $V(E)=inf\int_E\int_E log\frac{1}{|z-w|} d\mu(z)d\mu(w)$ where $inf$ is taken over all ...
4
votes
0answers
107 views

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 ...
3
votes
1answer
55 views

$f\in L^2(\mathbb{R}^3)$ implies $v(x)=\int_{\mathbb{R}^3}\frac{f(y)}{|x-y|}dy\in W^{2,2}$?

Let $f\in L^2(\mathbb{R}^3)$ be a function with compact support and define $v:\mathbb{R}^3\to\mathbb{R}$ by $$v(x)=\int_{\mathbb{R}^3}\frac{f(y)}{|x-y|}dy$$ Is true that $v\in W^{2,2}(\mathbb{R}^3)$ ...
3
votes
1answer
36 views

Determining the effective coefficient in a boundary value problem.

I'm trying to understand the setup given in Multiscale analytical solutions and homogenization of n-dimensional generalized elliptic equations, pg 41: Given the boundary value problem: ...
3
votes
1answer
147 views

Poisson integral on $\mathbb{H}$ for boundary data which is orientation-preserving homeomorphism of $\mathbb{R}$

Let $f$ be a real-valued function (in my case, an orientation-preserving homeomorphims of $\mathbb{R}$) on the real line $\mathbb{R}$ which is not in any $L^p$ -space. Let us take the simplest example ...
3
votes
0answers
332 views

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 ...
3
votes
0answers
41 views

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} ...
3
votes
0answers
84 views

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 ...
3
votes
0answers
108 views

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 ...
3
votes
1answer
99 views

A reference to study p-admissible functions

I am studying p-admissible functions. I am using the book of heinonen (nonlinear potential theory of degenerate elliptic equations). I am searching for a good proof of the result: Suppose that w ...
2
votes
2answers
88 views

Assumption on $u$ harmonic in disc making $u$ unique with particular (discontinuous) boundary data

From an old qualifier: Let $$J_1 = \{e^{i\theta}: 0 < \theta < \frac\pi2\}, \,\,J_2 = \{e^{i\theta}:\frac\pi2<\theta< \pi\},\,\, J_3 = \{e^{i\theta}:\pi<\theta < 2\pi\}$$ be ...
2
votes
1answer
42 views

Show $\int_{\mathbb{R}^n}\Delta_x \Phi(x-y)f(y)dy = \int_{\mathbb{R}^n}\Delta_y \Phi(x-y)f(y)dy.$

I read in an article about Laplace's equation that $$-\int_{\mathbb{R}^n}\Delta_x \Phi(x-y)f(y)dy = -\int_{\mathbb{R}^n}\Delta_y \Phi(x-y)f(y)dy.$$ Could someone explain to me why this is? I ...
2
votes
1answer
118 views

Find the Green function of the upper half ball by using the Green function of the whole ball

Find the Green function of the upper half ball $\Omega:=\left\{x\in\mathbb{R}^n|\lVert x\rVert<R, x_n>0\right\}$ (for the Dirichlet boundary value problem of the Laplace equation). Show ...
2
votes
1answer
35 views

References on estimating capacities (Newton, Martin etc) for sets & alternative formulations.

By G-capacity for capacitable set K I mean: $Cap(K)=[inf\{\int\int G(x,y)d\mu(y)d\mu(x):\mu$ probability measure on K$\}]^{-1}$. where G(x,y) is any kernel eg. the Green kernel. Q1:We've calculated ...
2
votes
1answer
54 views

$\nabla_y \left( \frac{1}{|x-y|} \right)= \frac{x-y}{|x-y|^3},$ right? Fundamental solution to Laplace in $\mathbb{R}^3$

OK, I can't figure out why I can't get this right: $$\nabla_y \left( \frac{1}{|x-y|} \right)= \frac{x-y}{|x-y|^3},$$ right? I've checked the calculation several times, although this student-written ...
2
votes
1answer
66 views

Irrotational fields and change of reference frame

Given a reference frame $(x_1,x_2,x_3)$ and a vector field $\overrightarrow{V}(x_1,x_2,x_3)$, in this frame, if $\overrightarrow{\nabla}\times\overrightarrow{ V}(x_1,x_2,x_3)=0$ the field is ...
2
votes
1answer
127 views

Removal of singularities for harmonic functions with finite energy

Denote by $B = B(0,1) \subset \mathbb{C}$ the open unit disc and by $B' = B \setminus \{ 0 \} \subset \mathbb{C}$ the punctured unit disc. Assume that $u : B' \rightarrow \mathbb{R}$ is a harmonic ...
2
votes
1answer
23 views

Taylor expansion of the electrostatic potential $1/\|\cdot \|$

I have stumbled over this problem several times in electrodynamics, and I just don't get the hang of it. The task is to do a Taylor expansion of $\,f(\vec{x},\,\vec{a}) = ...
2
votes
1answer
33 views

Computing Newtonian capacity of sets like intervals, discs?

For a metric space $(E,\rho)$ the $a$-capacity is defined as $$\mathrm{Cap}_{a}(E)=\left[\inf\left\{\int \int \frac{d\mu(x) \, d\mu(y)}{\rho(x,y)^{a}}:\mu\text{ probability measures on ...
2
votes
0answers
98 views

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 ...
2
votes
0answers
68 views

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 ...
2
votes
0answers
73 views

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 ...
2
votes
0answers
50 views

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 ...
1
vote
1answer
94 views

Does the Poisson kernel give a unique harmonic function with given boundary data?

In the answer to this question, a helpful Stack user said that the Poisson kernel does not necessarily give a unique harmonic function, given certain boundary data (in particular on the upper ...
1
vote
1answer
46 views

Prove that $u \circ f $ is plurisubharmonic on $\Omega_1$

I'm trying to show that the theorem in my book: Let $f: \Omega_1 \to \Omega_2$ be a holomorphic map between open sub - sets $\Omega_1, \Omega_2$ of $\Bbb C^n$. If $u$ is plurisubharmonic on ...
1
vote
2answers
86 views

Line integral over a vector field using a potential function.

Let $X(t)=\left ( \pi\cos t, t, e^{\sin t} \right ), 0\leq t\leq \pi $. And let $\textbf{F}(x,y,z)=\left ( 2xy+\frac{-y}{x^2+y^2}, x^2+ze^{yz}+\frac x{x^2+y^2}, ye^{yz} \right )$ be a vector field. I ...
1
vote
1answer
39 views

How to show by example that existence of barrier function of any set $U\subset \mathbb{C}$ is dependent of its set?

How to show that there a set that has no barrier function? I mean that how to show by example that existence of barrier function of any set $U\subset \mathbb{C}$ is dependent of its set. Definition ...
1
vote
1answer
20 views

Showing there's no potential for a vector field on some region of the space?

Imagining we have a vector field $f$ for which $\operatorname{curl} f = (0,0,0)$, why can there be a potential to it on some region and not on some other. e.g. what kind of reasoning can prove that ...
1
vote
1answer
28 views

Harmonic inside with zero average

Assume $\Omega\in\mathbb{C}$ is a domain with nice enough boundary,say smooth boundary. What can be said about $f\in C(\bar\Omega)$, harmonic in $\Omega$ and $\int_{\partial\Omega}f(z)|dz|=0$, where ...
1
vote
1answer
90 views

Derive Poisson integral formula in a ball

Trying to derive by myself the Poisson integral formula in a unit ball. I should get $$\Delta u=0 \,\text{ in } B(0,1), \,\,\, u(x)=\varphi(x)\,\,\text{at } \partial B(0,1) \Longrightarrow \\$$$$u(x) ...
1
vote
1answer
86 views

Show that the Kelvin transformation is a diffeomorphism and find the inverse

Let $\Omega:=\mathbb{R}^n\setminus\overline{B}_R(0)$ with $R>0$ and $n>1$. We call $\phi\colon\Omega\to G:=B_R(0)\setminus\left\{0\right\}$ with $$ y=\phi(x):=\frac{R^2}{\lVert ...
1
vote
1answer
41 views

Show that $\widetilde{u} \in PSH(\Omega)$

EDITED I'm reading the book: (Oxford science publications._ London Mathematical Society monographs, new ser., no. 6) Maciej Klimek -Pluripotential theory -OUP (1992). I don't understand ...
1
vote
1answer
209 views

Discontinuity of double-layer potentials

I'm currently reading about solutions to boundary-value problems for Laplace's equation, and I'm a bit confused with regards to the discontinuity properties of double-layer potentials. So the text ...
1
vote
0answers
26 views

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 ...
1
vote
2answers
45 views

Laplace equation on semidisk

I am interested in the solution of the following boundary value problem on the semidisk $D=\{(r,\theta): 0<r<1, 0<\theta<\pi\}$: $$u_{xx}+u_{yy}=0 \mbox{ in } D, $$ $$u(1,\theta)=0 \mbox{ ...
1
vote
0answers
195 views

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 $x_0$, ...
1
vote
0answers
97 views

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 ...
1
vote
1answer
50 views

aproximation in Sobolev Spaces

consider $r>0 , p>1$ and $K \subset B(x_0 , 2r) \subset R^n$ . $K$ compact. Define the sets : $$A = \{ u \in C^{\infty}_{0} (B(x_0 , 2r)); \textit{ such that } \ u=1 \textit{ in a open ...
1
vote
1answer
82 views

Question which involves Riesz potential

Let $f :S^{n-1}\longrightarrow R_+$ , $P_{j,k}. j,k \in N$ be a spherical harmonics (http://en.wikipedia.org/wiki/Spherical_harmonics) and $\displaystyle{f\left(\frac{x}{|x|}\right)|x|^{1-\frac ...
1
vote
0answers
68 views

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 $\Delta u=f$). ...
1
vote
0answers
91 views

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 ...
1
vote
0answers
59 views

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 $p(z,t) = \frac{1}{2\pi}.\frac{1-|z|^2}{|z-t|^2}$ ...
1
vote
0answers
103 views

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.