Harmonic function
In mathematics, mathematical physics and the theory of stochastic processes, a harmonic function is a twice continuously differentiable function f : U → R (where U is an open subset of R^{n}) which satisfies Laplace's equation, i.e.
everywhere on U. This is usually written as
or
Contents
Examples
Examples of harmonic functions of two variables are:
 The real or imaginary part of any holomorphic function
 The function ; this is a special case of the example above, as , and is a holomorphic function.
 The function

 defined on (e.g. the electric potential due to a line charge, and the gravity potential due to a long cylindrical mass)
Examples of harmonic functions of three variables are given in the table below with :

Function Singularity Unit point charge at origin xdirected dipole at origin Line of unit charge density on entire zaxis Line of unit charge density on negative zaxis Line of xdirected dipoles on entire z axis Line of xdirected dipoles on negative z axis
Harmonic functions that arise in physics are determined by their singularities and boundary conditions (such as Dirichlet boundary conditions or Neumann boundary conditions). On regions without boundaries, adding the real or imaginary part of any entire function will produce a harmonic function with the same singularity, so in this case the harmonic function is not determined by its singularities; however, we can make the solution unique in physical situations by requiring that the solution goes to 0 as you go to infinity. In this case, uniqueness follows by Liouville's theorem.
The singular points of the harmonic functions above are expressed as "charges" and "charge densities" using the terminology of electrostatics, and so the corresponding harmonic function will be proportional to the electrostatic potential due to these charge distributions. Each function above will yield another harmonic function when multiplied by a constant, rotated, and/or has a constant added. The inversion of each function will yield another harmonic function which has singularities which are the images of the original singularities in a spherical "mirror". Also, the sum of any two harmonic functions will yield another harmonic function.
Finally, examples of harmonic functions of n variables are:
 The constant, linear and affine functions on all of R^{n} (for example, the electric potential between the plates of a capacitor, and the gravity potential of a slab)
 The function on 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. The Laplace operator Δ and the partial derivative operator will commute on this class of functions.
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.
The uniform limit of a convergent sequence of harmonic functions is still harmonic. This is true because every continuous function satisfying the mean value property is harmonic. Consider the sequence on (−∞, 0) × R defined by . This sequence is harmonic and converges uniformly to the zero function; however note that the partial derivatives are not uniformly convergent to the zero function (the derivative of the zero function). This example shows the importance of relying on the mean value property and continuity to argue that the limit is harmonic.
Connections with complex function theory
The real and imaginary part of any holomorphic function yield harmonic functions on R^{2} (these are said to be a pair of harmonic conjugate functions). Conversely, any harmonic function u on an open subset Ω of R^{2} is locally the real part of a holomorphic function. This is immediately seen observing that, writing z = x + iy, the complex function g(z) := u_{x} − i u_{y} is holomorphic in Ω because it satisfies the Cauchy–Riemann equations. Therefore, g has locally a primitive f, and u is the real part of f up to a constant, as u_{x} is the real part of .
Although the above correspondence with holomorphic functions only holds for functions of two real variables, harmonic functions in n variables still enjoy a number of properties typical of holomorphic functions. They are (real) analytic; they have a maximum principle and a meanvalue principle; a theorem of removal of singularities as well as a Liouville theorem holds for them in analogy to the corresponding theorems in complex functions theory.
Properties of harmonic functions
Some important properties of harmonic functions can be deduced from Laplace's equation.
Regularity theorem for harmonic functions
Harmonic functions are infinitely differentiable. In fact, harmonic functions are real analytic.
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. If U is connected, this means that f cannot have local maxima or minima, other than the exceptional case where f is constant. Similar properties can be shown for subharmonic functions.
The mean value property
If B(x, r) is a ball with center x and radius r which is completely contained in the open set Ω ⊂ R^{n}, then the value u(x) of a harmonic function u: Ω → R at the center of the ball is given by the average value of u on the surface of the ball; this average value is also equal to the average value of u in the interior of the ball. In other words
where ω_{n} is the area of the unit sphere in n dimensions and σ is the n1 dimensional surface measure .
Conversely, all locally integrable functions satisfying the (volume) meanvalue property are both infinitely differentiable and harmonic.
In terms of convolutions, if
denotes the characteristic function of the ball with radius r about the origin, normalized so that , the function u is harmonic on Ω if and only if
as soon as B(x, r) ⊂ Ω.
Sketch of the proof. The proof of the meanvalue property of the harmonic functions and its converse follows immediately observing that the nonhomogeneous equation, for any 0 < s < r
admits an easy explicit solution w_{r,s} of class C^{1,1} with compact support in B(0, r). Thus, if u is harmonic in Ω
holds in the set Ω_{r} of all points x in with .
Since u is continuous in Ω, u*χ_{r} converges to u as s → 0 showing the mean value property for u in Ω. Conversely, if u is any function satisfying the meanvalue property in Ω, that is,
holds in Ω_{r} for all 0 < s < r then, iterating m times the convolution with χ_{r} one has:
so that u is because the mfold iterated convolution of χ_{r} is of class with support B(0, mr). Since r and m are arbitrary, u is too. Moreover
for all 0 < s < r so that Δu = 0 in Ω by the fundamental theorem of the calculus of variations, proving the equivalence between harmonicity and meanvalue property.
This statement of the mean value property can be generalized as follows: If h is any spherically symmetric function supported in B(x,r) such that ∫h = 1, then u(x) = h * u(x). In other words, we can take the weighted average of u about a point and recover u(x). In particular, by taking h to be a C^{∞} function, we can recover the value of u at any point even if we only know how u acts as a distribution. See Weyl's lemma.
Harnack's inequality
Let u be a nonnegative harmonic function in a bounded domain Ω. Then for every connected set
holds for some constant C that depends only on V and Ω.
Removal of singularities
The following principle of removal of singularities holds for harmonic functions. If f is a harmonic function defined on a dotted open subset of R^{n} , which is less singular at x_{0} than the fundamental solution, that is
then f extends to a harmonic function on Ω (compare Riemann's theorem for functions of a complex variable).
Liouville's theorem
If f is a harmonic function defined on all of R^{n} which is bounded above or bounded below, then f is constant (compare Liouville's theorem for functions of a complex variable).
Edward Nelson gave a particularly short proof ^{[1]} of this theorem, using the mean value property mentioned above:
Given two points, choose two balls with the given points as centers and of equal radius. If the radius is large enough, the two balls will coincide except for an arbitrarily small proportion of their volume. Since f is bounded, the averages of it over the two balls are arbitrarily close, and so f assumes the same value at any two points.
Generalizations
Weakly harmonic function
A function (or, more generally, a distribution) is weakly harmonic if it satisfies Laplace's equation
in a weak sense (or, equivalently, in the sense of distributions). A weakly harmonic function coincides almost everywhere with a strongly harmonic function, and is in particular smooth. A weakly harmonic distribution is precisely the distribution associated to a strongly harmonic function, and so also is smooth. This is Weyl's lemma.
There are other weak formulations of Laplace's equation that are often useful. One of which is Dirichlet's principle, representing harmonic functions in the Sobolev space H^{1}(Ω) as the minimizers of the Dirichlet energy integral
with respect to local variations, that is, all functions such that J(u) ≤ J(u + v) holds for all or equivalently, for all
Harmonic functions on manifolds
Harmonic functions can be defined on an arbitrary Riemannian manifold, using the Laplace–Beltrami operator Δ. In this context, a function is called harmonic if
Many of the properties of harmonic functions on domains in Euclidean space carry over to this more general setting, including the mean value theorem (over geodesic balls), the maximum principle, and the Harnack inequality. With the exception of the mean value theorem, these are easy consequences of the corresponding results for general linear elliptic partial differential equations of the second order.
Subharmonic functions
A C^{2} function that satisfies Δf ≥ 0 is called subharmonic. This condition guarantees that the maximum principle will hold, although other properties of harmonic functions may fail. More generally, a function is subharmonic if and only if, in the interior of any ball in its domain, its graph lies below that of the harmonic function interpolating its boundary values on the ball.
Harmonic forms
One generalization of the study of harmonic functions is the study of harmonic forms on Riemannian manifolds, and it is related to the study of cohomology. Also, it is possible to define harmonic vectorvalued functions, or harmonic maps of two Riemannian manifolds, which are critical points of a generalized Dirichlet energy functional (this includes harmonic functions as a special case, a result known as Dirichlet principle). This kind of harmonic maps appear in the theory of minimal surfaces. For example, a curve, that is, a map from an interval in R to a Riemannian manifold, is a harmonic map if and only if it is a geodesic.
Harmonic maps between manifolds
If M and N are two Riemannian manifolds, then a harmonic map u : M → N is defined to be a critical point of the Dirichlet energy
in which du : TM → TN is the differential of u, and the norm is that induced by the metric on M and that on N on the tensor product bundle T*M ⊗ u^{−1} TN.
Important special cases of harmonic maps between manifolds include minimal surfaces, which are precisely the harmonic immersions of a surface into threedimensional Euclidean space. More generally, minimal submanifolds are harmonic immersions of one manifold in another. Harmonic coordinates are a harmonic diffeomorphism from a manifold to an open subset of a Euclidean space of the same dimension.
See also
 Dirichlet problem
 Dirichlet principle
 Dirichlet energy
 Heat equation
 Laplace's equation
 Poisson's equation
 Quadrature domains
 Subharmonic function
 Harmonic map
 Harmonic morphism
 Balayage
References
 ↑ Edward Nelson, A proof of Liouville's theorem. Proceedings of the AMS, 1961. pdf at JSTOR
 Evans, Lawrence C. (1998), Partial Differential Equations, American Mathematical Society<templatestyles src="Module:Citation/CS1/styles.css"></templatestyles>.
 Gilbarg, David; Trudinger, Neil, Elliptic Partial Differential Equations of Second Order, ISBN 3540411607<templatestyles src="Module:Citation/CS1/styles.css"></templatestyles>.
 Jost, Jürgen (2005), Riemannian Geometry and Geometric Analysis (4th ed.), Berlin, New York: SpringerVerlag, ISBN 9783540259077<templatestyles src="Module:Citation/CS1/styles.css"></templatestyles>.
 Han, Q.; Lin, F. (2000), Elliptic Partial Differential Equations, American Mathematical Society<templatestyles src="Module:Citation/CS1/styles.css"></templatestyles>.
External links
 Hazewinkel, Michiel, ed. (2001), "Harmonic function", Encyclopedia of Mathematics, Springer, ISBN 9781556080104<templatestyles src="Module:Citation/CS1/styles.css"></templatestyles>
 Weisstein, Eric W., "Harmonic Function", MathWorld.
 Harmonic Functions Module by John H. Mathews
 Harmonic Function Theory by S.Axler, Paul Bourdon, and Wade Ramey