[Math] Mean Value Property of Harmonic Function on a Square

calculusharmonic functionsharmonic-analysispartial differential equations

A friend of mine presented me the following problem a couple days ago:

Let $S$ in $\mathbb{R}^2$ be a square and $u$ a continuous harmonic function on the closure of $S$. Show that the average of $u$ over the perimeter of $S$ is equal to the average of $u$ over the union of two diagonals.

I recall that the 'standard' mean value property of harmonic functions is proven over a sphere using greens identities. I've given this one some thought but I haven't come up with any ideas of how to proceed. It's driving me crazy! Maybe it has something to do with the triangles resulting from a diagonal? Any ideas?

Best Answer

This is a re-interpretation of Ray Yang's answer, which also shows how the result can be generalized to other polygons. Introduce the function $$v(x,y)=(1-\max(|x|,|y|))^+ ,\qquad (x,y)\in\mathbb R^2$$ This is a compactly supported Lipschitz function with support $Q=[-1,1]\times [-1,1]$. Its graph is a pyramid with $Q$ as the base.

If $u$ is harmonic in a neighborhood of $Q$, then integration by parts yields $$0=\int_{\mathbb R^2} v\,\Delta u = \int_{\mathbb R^2} u\,\Delta v \tag{1}$$ By considering $u(\alpha x,\alpha y)$ with $\alpha\to 1^-$, we extend (1) to functions continuous in $Q$ and harmonic in its interior.

It remains to observe that $\Delta v$ is the distribution composed of

  • the linear measure on $\partial Q$
  • $-\sqrt{2}$ times the linear measure on the diagonals of $Q$

This follows from considering the discontinuities of the normal derivative of $v$ across the aforementioned lines; elsewhere $v$ is harmonic. One can also save the trouble of calculating the factor of $-\sqrt{2}$ by using the fact that $\int_{\mathbb R^2}\Delta v=0$.


It should be clear that there is nothing special about the square and its diagonals: any piecewise linear compactly supported function gives rise to a similar identity. For example, one can build a pyramid on top of any regular polygon $P$ and conclude that the average of a harmonic function along $\partial P$ is equal to its average over the union of segments connecting the vertices of $P$ to its center. No computations of slopes are necessary: it's clear that $(\Delta v)^+$ and $(\Delta v)^-$ are constant multiples of linear measure, and the identity $\int_{\mathbb R^2}\Delta v=0$ gives all the information we need.

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