Math 2.0

Potential theory Subharmonic functions Proposition

Sub-mean value property

Builds on Subharmonic functionSemicontinuityPoisson integral formulaMaximum principle for subharmonic functionsMean value property

Statement

Let n≥2n \ge 2, let Ω⊆ℝn\Omega \subseteq \R^n be open, and let u ⁣:Ω→[−∞,∞)u \colon \Omega \to [-\infty, \infty) be upper semicontinuous. For a∈ℝna \in \R^n and r>0r > 0 let σa,r\sigma_{a,r} be the normalised surface measure on the sphere S(a,r)S(a, r), and let λ\lambda be Lebesgue measure. Assume that each a∈Ωa \in \Omega has some ρ(a)>0\rho(a) > 0 such that u(a)≤∫u dσa,ru(a) \le \int u \, d\sigma_{a,r} for all 0<r<ρ(a)0 < r < \rho(a), that is, uu is subharmonic in the local sense. Then for every a∈Ωa \in \Omega and every r>0r > 0 with B(a,r)‾⊆Ω\overline{B(a, r)} \subseteq \Omega:

  1. u(a)≤∫S(a,r)u dσa,ru(a) \le \displaystyle\int_{S(a, r)} u \, d\sigma_{a,r};
  2. u(a)≤1λ(B(a,r))∫B(a,r)u dλu(a) \le \dfrac{1}{\lambda(B(a, r))} \displaystyle\int_{B(a, r)} u \, d\lambda.

Remarks

Proof idea: since uu is upper semicontinuous, there are continuous functions φk\varphi_k on S(a,r)S(a, r) that decrease to uu there. Let hkh_k be the harmonic function in B(a,r)B(a, r) with boundary values φk\varphi_k, given by the Poisson integral formula. The function u−hku - h_k again satisfies the local sub-mean inequality, so the maximum principle for subharmonic functions gives u≤hku \le h_k in the ball. Hence u(a)≤hk(a)=∫φk dσa,ru(a) \le h_k(a) = \int \varphi_k \, d\sigma_{a,r}, and monotone convergence gives part 1. Part 2 follows by integrating part 1 over the radii from 00 to rr.

So a locally defined subharmonic function satisfies the inequality on every ball whose closure lies in Ω\Omega, not only on small ones. Example: u(x)=∣x∣2u(x) = \abs{x}^2 on ℝn\R^n has sphere mean ∣a∣2+r2\abs{a}^2 + r^2 and ball mean ∣a∣2+nn+2r2\abs{a}^2 + \frac{n}{n+2} r^2, both at least ∣a∣2\abs{a}^2. For a harmonic function both inequalities become equalities, which is the mean value property. The ball B(a,r)‾\overline{B(a, r)} must lie in Ω\Omega: for u(x)=−log⁡∣x∣u(x) = -\log\abs{x} on ℝ2∖{0}\R^2 \setminus \set{0}, which is harmonic there, the circle mean about a=(1,0)a = (1, 0) with r=2r = 2 is −log⁡2<0=u(a)-\log 2 < 0 = u(a).

Going deeper

For a student

The global inequality is what makes subharmonic functions useful: it gives the maximum principle, local integrability, and comparison with harmonic functions on balls. The averages over spheres of radius rr are increasing in rr and tend to u(a)u(a) as r→0r \to 0. For C2C^2 functions the condition is equivalent to Δu≥0\Delta u \ge 0.

Reading path

To understand this page from the ground up, read these 66 pages in order. The foundations come first.

  1. Boundary concept
  2. Complex numbers object
  3. Continuous function concept
  4. Domain in the complex plane concept
  5. Euclidean space object
  6. Function concept
  7. Infimum concept
  8. Limit superior concept
  9. Open ball concept
  10. Open set concept
  11. Poisson kernel concept
  12. Real numbers object
  13. Semicontinuity concept
  14. Set bounded above definition
  15. Subharmonic function concept
  16. Supremum concept
  17. Complex exponential definition
  18. Contour integral definition
  19. Power series in the complex plane definition
  20. Real and imaginary parts definition
  21. Fréchet derivative definition
  22. Total derivative concept
  23. Function of several variables concept
  24. Vector-valued function concept
  25. Jordan measure definition
  26. Supremum definition
  27. Circle integral definition
  28. Disc of convergence definition
  29. Limit of a function of several variables concept
  30. Differentiable function of several variables concept
  31. Vector field concept
  32. Partial derivative concept
  33. Completeness axiom statement
  34. Continuity in R^n definition
  35. Differentiable function of several variables definition
  36. Gradient concept
  37. Partial derivative definition
  38. Divergence concept
  39. Existence of square roots of nonnegative reals statement
  40. Differentiable on an open set definition
  41. Double integral definition
  42. Higher partial derivatives definition
  43. Laplacian concept
  44. Gradient definition
  45. Square root definition
  46. Iterated derivative definition
  47. Harmonic function concept
  48. Modulus of a complex number definition
  49. C^k function characterised by continuous derivatives statement
  50. Complex differentiability definition
  51. Dirichlet problem problem
  52. Holomorphic function definition
  53. Cauchy–Riemann equations statement
  54. Parametrised curve definition
  55. Maximum principle for subharmonic functions statement
  56. Cauchy's integral formula statement
  57. Power series are holomorphic in the disc of convergence statement
  58. Parametrised surface definition
  59. Holomorphic functions are analytic statement
  60. Tangent plane and normal vector of a surface definition
  61. Holomorphic functions are infinitely differentiable statement
  62. Surface area definition
  63. The real part of a holomorphic function is harmonic statement
  64. Poisson integral formula statement
  65. Mean value property statement
  66. Sub-mean value property statement

Where this leads

1 page builds on this one.

Further reading

  1. Web https://en.wikipedia.org/wiki/Subharmonic_function
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UsesSubharmonic function, Semicontinuity, Poisson integral formula, Maximum principle for subharmonic functions, Mean value property

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