Harmonic function

In mathematics, mathematical physics and the theory of stochastic processes, a harmonic function is a twice continuously differentiable function f : UR (where U is an open subset of Rn) which satisfies Laplace's equation, i.e.

$\frac{\partial^2f}{\partial x_1^2} + \frac{\partial^2f}{\partial x_2^2} + \cdots + \frac{\partial^2f}{\partial x_n^2} = 0$

everywhere on U. This is also often written as

$\nabla^2 f = 0$ or Δf = 0.

There also exists a seemingly weaker definition that is equivalent. Indeed a function is harmonic if and only if it is weakly harmonic.

A function that satisfies $\Delta f \ge 0$ is said to be subharmonic.

Examples

Examples of harmonic functions of two variables are:

• the real and imaginary part of any holomorphic function
• the function
f(x1, x2) = ln(x12 + x22)
defined on R2 \ {0} (e.g. the electric potential due to a line charge, and the gravity potential due to a long cylindrical mass)
• the function f(x1, x2) = exp(x1)sin(x2).

Examples of harmonic functions of three variables are:

Examples of harmonic functions of n variables are:

• the constant, linear and affine functions on all of Rn (for example, the electric potential between the plates of a capacitor, and the gravity potential of a slab)
• the function f(x1,...,xn) = (x12 + ... + xn2)1 −n/2 on Rn \ {0} for n ≥ 2.

Remarks

The set of harmonic functions on a given open set U can be seen as the kernel of the Laplace operator Δ and is therefore a vector space over R: sums, differences and scalar multiples of harmonic functions are again harmonic.

If f is a harmonic function on U, then all partial derivatives of f are also harmonic functions on U.

In several ways, the harmonic functions are real analogues to holomorphic functions. All harmonic functions are analytic, i.e. they can be locally expressed as power series. This is a general fact about elliptic operators, of which the Laplacian is a major example.

Connections with complex function theory

The real and imaginary part of any holomorphic function yield harmonic functions on R2. Conversely there is an operator taking a harmonic function u on a region in R2 to its harmonic conjugate v, for which u+iv is a holomorphic function; here v is well-defined up to a real constant. This is well known in applications as (essentially) the Hilbert transform; it is also a basic example in mathematical analysis, in connection with singular integral operators. Geometrically u and v are related as having orthogonal trajectories, away from the zeroes of the underlying holomorphic function; the contours on which u and v are constant cross at right angles.

Properties of harmonic functions

Some important properties of harmonic functions can be deduced from Laplace's equation.

The maximum principle

Harmonic functions satisfy the following maximum principle: if K is any compact subset of U, then f, restricted to K, attains its maximum and minimum on the boundary of K. That is, f cannot have local maxima or minima, other than the exceptional case where f is constant.

The mean value property

If B(x,r) is a ball with center x and radius r which is completely contained in U, then the value f(x) of the harmonic function f at the center of the ball is given by the average value of f on the surface of the ball; this average value is also equal to the average value of f in the interior of the ball. In other words

$u(x) = \frac{1}{\omega_n r^{n-1}}\oint_{\partial B(x,r)} u \, dS = \frac{n}{\omega_n r^n}\int_{B (x,r)} u \, dV$

where ωn is the surface area of the unit sphere in n dimensions.

Liouville's theorem

If f is a harmonic function defined on all of Rn which is bounded above or bounded below, then f is constant (compare Liouville's theorem for functions of a complex variable).