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........How to.....

USE POISSONS INTEGRAL FORMULAE FOR THE PLANE AND DISK


Both of Poissons formulae are consequences of Cauchys Integral Formula. They allow a
solution of the so-called Dirichlet problem for the upper half plane and a disk. A Dirichlet
problem asks you to find a harmonic function in a region given its values on the boundary of
that region. It is remarkable that it is enough to know just the boundary values and the fact of
harmonicity to determine the function throughout the region.
FORMULA FOR THE PLANE
Suppose a function fz is holomorphic and bounded in modulus in the upper half plane. So
all the bad behavior is in the lower half plane, otherwise by Liouvilles Theorem, fz would
have to be a constant. Consider the usual semicircular contour C R in the upper half plane of
radius R, returning along the real axis. Pick a point in the open upper half plane and by
fzdz
, since the contour surrounds
Cauchys Integral Theorem we may write f 1
z
2i
CR

the point . On the contrary, C R does not surround , which lies in the open lower half plane.
fzdz
Therefore 1
0. Now take the difference of the two integrals to get
2i
z
CR

1
2i

CR

fzdz
1
z
2i

CR

fzdz
1
2i
z

fz
CR

1 1
z
z

dz, which can be

simplified by cross-multiplying the square bracketed terms to

f 1 fz
dz. Now letting s it, we have
2i
z z
CR

1
2i

2it
dz
fz z z

t
dz, and simplifying the
fz z z

CR

CR

denominator of the integrand by expressing z x iy we get


1
f

CR

t
1
fz
dz
z z

t
dx
fx x x

fz

0
|z|R

t
dz
z z

Now the second integral here tends to 0 as R by an ML estimate, provided |fz| MR


for 1, so finally we have

1
f

t
dx
fx x x

fx

t
x s 2 t 2

dx. If we write

f us, t ivs, t, we can pull apart the integral into real and imaginary pieces and

1
conclude that us, t ivs, t

ux, 0 ivx, 0

t
x s 2 t 2

dx, so

ux, 0

1
us, t

t
2
t2

s
x

1
dx and vs, t

vx, 0

t
2
t2

s
x

dx. We

know that us, t and vs, t are conjugate harmonics that make up the analytic function f.
Note that s and t define the point in the upper half plane where you want to evaluate either
u or v, and all you need in either integral representation are the values of the harmonic function
along the real axis...the boundary of the upper half plane.
FORMULA FOR THE DISK
We saw in the case of the plane that the clever idea was to do two applications of Cauchys
Integral Formula along a contour which encircles a point at which we want the value of a
harmonic function and a point related to that one but guaranteed to be outside the contour, so
that the integral for that point is zero. In the case of the disk of radius R centered at the origin
R , if we pick a point in its interior and call it , we can force a related point outside the
2
boundary of the disk by defining the inverse of with respect to R as R . Clearly

| | R if || R, so there is no question that the inverse point is outside the disk. Unlike the
plane case, where we had to assume a bound for |fz| to allow the contour integral to vanish on
the arbitrarily large semicircle, we are operating now within a fixed disk and we assume only
analyticity on a domain containing the disk (so that the boundary has no singularities).
fzdz
Mimicking the plane case, f 1
and
2i
z
0 1
2i

1
2i

fzdz
1
z
2i

fzdz

fzdz
1
z
2i

. We can write

2
z R

fzdz

z R

after cross-multiplying we have f

1
2i

1
2i

fz

1
1
2
z
z R

2
R

dz, and

dz. Instead of a
2
R
z z

cartesian representation for , lets use the polar form, which fits better with the geometry of
the disk. So re i , and we already have z Re i ...remember we have two different
arguments here, one for the fixed point and one for the variable of integration around the disk.
Then
2
R2
2
i
R
re

re i
1 fz
dz 1 fRe i
iRe i
2
2i
2i
2
Re i re i Re i Ri
0
R
z z R
re

fz

After much algebra, we can reduce this to


2

fRe i

fre 1
2
i

R 2 r 2
R 2 2Rr cos r 2

d. The expression in square brackets is

called the Poisson kernel for the disk of radius R. You can see the parallel with the upper half
plane case. The boundary values are given by fRe i , the integration is done with respect to ,
which yields an expression in terms of r and , which characterize the point in the interior of
the disk where you want to have the value of fz. Writing fz fRe i uR, ivR,
and f fre i ur, ivr, , the split into real and imaginary parts gives
2

R 2 r 2
d and
R 2 2Rr cos r 2
0
R 2 r 2
vr, 1 vR,
d.
2
R 2 2Rr cos r 2
ur, 1
2

uR,

APPLICATION
The complex temperature is an analytic function that has as its real part the ordinary
physical temperature and as its imaginary part the heat flux associated with that temperature
distribution. Complex temerature is an artifical construct that makes temperature and heat
transfer problems in two dimensions amenable to our theory. This works because both
temperature and heat flux are harmonic functions and curves of constant temperature and
curves of constant heat flux are mutually orthogonal familes. We can write
z Tx, y iHx, y, where Tx, y gives the temperature at the point z x iy, and
Hx, y gives the magnitude of the heat flux.
Suppose the left half of the real axis is maintained at temperature T 1 and the right half at
T 2 . We would like to know the temperature at any point in the upper half plane. We know the
boundary temperatures and we know temperature is harmonic, so

1
Ts, t

ux, 0

t
x s 2 t 2

dx. Sorry about the notation, but we already committed

to integrating out x and I didnt want to have a sudden substitution appear that might be
confusing. So the point in the upper half plane when we are done integrating will be s, t and

1
the temperature there will be Ts, t

T1

T2

t
x s 2 t 2

dx

t
dx. This is now a calc 2 problem. Let
2
2

s
x
0

s
tdx
, then dx tdw.and
transforms to
w
t
x s 2 t 2
dx
tdw

dw 2 arctan w. Then
tdx
2
2
1w
x

s
x

s
x s 2 t 2
1
1
t
t
t
t
1

t
x s 2 t 2

Tx, 0

1
dx

T1

T 1

t
x s 2 t 2
arctan s
t
2

dx

T 1 arctan x s

T1 arctan st . Likewise for

T 2 arctan x s
t
dx

2
t
0

s
x
0
T 2 arctan s
T2 arctan s , so finally
2
t
t

s
1

T 1 arctan s
Ts, t T 2 arctan
t
t
2
2

T2

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