Poisson Kernel Derivation in Math 113 (Spring 2009), Study notes of Complex Numbers Theory

A detailed derivation of the poisson kernel using the argument function and plane euclidean geometry in the context of math 113 (spring 2009) by yum-tong siu. The concept of harmonic measure, the use of the argument function to obtain it, and the geometric description of the poisson kernel using plane euclidean geometry.

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Math 113 (Spring 2009) Yum-Tong Siu 1
Derivation of the Poisson Kernel
From the Use of the Argument Function
.
We are going to derive the Poisson kernel by using the argument function
and plane Euclidean geometry. We start out with the basic building block of
the Poisson kernel. It is the harmonic measure. Given two points e and e
on the unit circle, we have the harmonic measure associated to the arc which
goes from e to e in the counterclockwise sense. We denote it by ωα,β. The
harmonic measure ωα,β is a function on the unit disk which is characterized
by the following properties.
(i) ωα,β is harmonic on the open unit disk,
(ii) ωα,β assumes the value 1 on the arc in the counterclockwise sense be-
tween e and e, and
(iii) ωα,β assumes the value 0 on the arc in the counterclockwise sense be-
tween e and e.
The Poisson kernel is actually the harmonic measure for the case where α=θ
and β=θ+ or more precisely
lim
βα
ωα,β
βα¯¯¯¯α=θ
.
One way to get the harmonic measure ωα,β is to use the argument func-
tion. The idea is to use the function
arg µze
ze .
This is a branch of a holomorphic function and is defined as the difference
arg ¡ze¢arg (ze ) of the two branch functions arg¡ze¢and
arg (ze).
The branch arg ¡ze¢is defined by removing the cut ©re ¯¯r1ª
from C. We have to specify the range of the numerical value of arg ¡ze¢.
Let Abe the point e and Bbe the point e and Obe the origin. We draw a
tangent line to the unit circle {|z|= 1}at the point Band put a point TBon
it so that the direction from Bto TBrepresents the direction of the velocity
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Derivation of the Poisson Kernel

From the Use of the Argument Function

We are going to derive the Poisson kernel by using the argument function

and plane Euclidean geometry. We start out with the basic building block of

the Poisson kernel. It is the harmonic measure. Given two points e

iα and e

on the unit circle, we have the harmonic measure associated to the arc which

goes from e

to e

in the counterclockwise sense. We denote it by ω α,β

. The

harmonic measure ω α,β

is a function on the unit disk which is characterized

by the following properties.

(i) ω α,β

is harmonic on the open unit disk,

(ii) ωα,β assumes the value 1 on the arc in the counterclockwise sense be-

tween e

iα and e

iβ , and

(iii) ω α,β

assumes the value 0 on the arc in the counterclockwise sense be-

tween e

and e

.

The Poisson kernel is actually the harmonic measure for the case where α = θ

and β = θ + dθ or more precisely

lim

β→α

ω α,β

β − α

α=θ

One way to get the harmonic measure ω α,β

is to use the argument func-

tion. The idea is to use the function

arg

z − e

z − e

This is a branch of a holomorphic function and is defined as the difference

arg

z − e

− arg (z − e

) of the two branch functions arg

z − e

and

arg (z − e

iα ).

The branch arg

z − e

is defined by removing the cut

re

r ≥ 1

from C. We have to specify the range of the numerical value of arg

z − e

Let A be the point e

and B be the point e

and O be the origin. We draw a

tangent line to the unit circle {|z| = 1} at the point B and put a point T B

on

it so that the direction from B to T B

represents the direction of the velocity

vector at B for a point moving in counterclockwise sense along the unit circle

{|z| = 1}. We use the interval (0, π) as the range for arg

z − e

− arg

BT

B

for a point in {|z| = 1} different from B (that is, measuring from the direction

BT

B

). We can choose the value

π

2

+β for arg

BT

B

, because we can choose the

value β for arg

OB and the vector direction arg

BT

B

is obtained by turning

the vector direction

OB one right angle in the counterclockwise sense. So

we can use the range β +

π

2

≤ arg

z − e

≤ β +

3 π

2

to define the branch

arg

z − e

, because β +

3 π

2

β +

π

2

  • π.

Similarly, The branch arg (z − e

iα ) is defined by removing from C the cut

{

re

r ≥ 1

and use the range α +

π

2

≤ arg (z − e

iα ) ≤ α +

3 π

2

. Strictly

speaking, we should also specify how to choose the value β for e

iβ and how to

choose the value α for e

. It matters when we are allowed to let α and β go

through a range whose length is at least 2π. However, we are only interested

in finding the Poisson integral kernel which, as we saw earlier, involves only

the case of α = θ and β = θ + dθ. So the length of the range for the values

of α and β under consideration is limited to an extremely small number and

certainly will be less than 2π. It is immaterial how we choose the value β for

e

iβ and how we choose the value α for e

iα .

When z = e

is on the arc between e

and e

in the counterclockwise

sense so that β < θ < 2 π + α, we have

arg

z − e

z − e

(β − α)

for the following reason. Take e

iθ very close to e

iβ but is just after e

in the counterclockwise sense along the unit circle {|z| = 1}. The value

arg

e

iθ − e

is very close to that of arg

BT

B

. On the other hand, the

value arg

e

iθ − e

is very close to that of arg

AB. Let

A be a point on the

line AB which is not on the same side of B as A so that when we go from A

to B to

A we are along the direction of the vector

AB. Then the constant

value of

arg

z − e

z − e

should be equal to the angle ∠

ABT

B

which can be computed as follows. The

angle ∠AOB is equal to β − α. The triangle ∆AOB is an isosceles triangle

and the sum of its three angle ∠AOB, ∠OBA, ∠OAB is π. Since the two

angles ∠OBA and ∠OAB are equal, each one is equal to

π

2

1

2

(β − α). Let

be the intersection of the line joining B and P with the unit circle. We are

going to express ω α,β

in terms of the arc-length

_

A

′ B

′ from A

′ to B

′ around the

unit circle. Since the exterior angle of a triangle equals the sum of the two

non-adjacent interior angles, it follows that (when we consider the triangle

∆B

P A

and the exterior angle ∠B

P A

at the vertex P )

arg

z − e

z − e

= ∠B

′ P A

′ = ∠P B

′ A + ∠P AB

_

AB +

_

A

′ B

Thus

ω α,β

π

arg

z − e

z − e

(β − α)

π

_

AB +

_

A

B

(β − α)

_

A

′ B

2 π

because

_

AB= β − α. Dividing this by β − α and taking limit, we get

() lim

β→α

ω α,β

β − α

2 π

lim

β→α

_

A

B

β − α

We now derive the formula for the computation of

_

A

B

which would give us

the Poisson integral formula. We denote the point A on the unit circle by ζ.

Let P be a point z in the open unit disk and let w be the point A

′ which is

the intersection of the line joining A and P with the unit circle. Since w, z,

and ζ are collinear, there exists λ ∈ R such that w − z = λ (ζ − z). We have

w = λ (ζ − z) + z. Since |w|

2

= 1, it follows that

(λ (ζ − z) + z) (λ (ζ − z) + z) = 1,

which can be expanded into

λ

2

|ζ − z|

2

  • λ (ζ − z) ¯z + zλ

ζ − ¯z

  • |z|

2

= 1

or

(∗) λ

2 |ζ − z|

2

  • λ

ζ z¯ + z

ζ − 2 r

2

  • r

2 = 1.

From

|ζ − z|

2

= (ζ − z) (ζ − z) = |ζ|

2

− ζ z¯ −

ζz + |z|

2

it follows that

ζ ¯z +

ζz = − |ζ − z|

2

  • |ζ|

2

  • |z|

2

= 1 + r

2

− |ζ − z|

2

,

which we put into (∗) and get

(†) λ

2

|ζ − z|

2

  • λ

1 − r

2

− |ζ − z|

2

  • r

2

= 1.

Rewrite (†) as

λ

2

  • λ

1 − r

2

|ζ − z|

2

1 − r

2

|ζ − z|

2

which we can factor into

(

λ +

1 − r

2

|ζ − z|

2

(λ − 1) = 0.

We have two solutions

λ = −

1 − r

2

|ζ − z|

2

and λ = 1. The solution λ = 1 just gives us back the intersection point A

between the unit circle and the straight line joining A and P. Thus

|w − z|

|ζ − z|

= |λ| =

1 − r

2

|ζ − z|

2

From the similar triangles ∆A

P B

and ∆BP A, we conclude that

A

′ B

BA

A

′ P

BP

and

lim

B→A

_

A

′ B

_

AB

= lim

B→A

A

′ B

BA

= lim

B→A

A

′ P

BP

which gives (due to () and

_

AB= β − α) the formula

lim

β→α

ω α,β

β − α

2 π

lim

β→α

_

A

′ B

β − α

2 π

lim

B→A

_

A

′ B

_

AB

2 π

lim

B→A

A

′ P

BP

2 π

A

′ P

AP

2 π

1 − r

2

|ζ − z|

2

This finishes the derivation of the Poisson integral formula

u(z) =

2 π

|ζ|=

1 − |z|

2

|ζ − z|

2

u(ζ) d (arg ζ).