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TheoremProved

Mean value property of harmonic functions

Statement

Suppose uu is harmonic on an open set containing the closed disk Br(x0)‾\overline{B_r(x_0)} of radius rr centred at x0x_0. Then u(x0)u(x_0) equals the average of uu over the boundary circle: u(x0)=12π∫02πu(x0+rcos⁡θ,y0+rsin⁡θ) dθu(x_0) = \frac{1}{2\pi}\int_0^{2\pi} u(x_0 + r\cos\theta, y_0 + r\sin\theta)\, d\theta. The same value also equals the average of uu over the whole solid disk.

Why is it true?

A harmonic function cannot favour any direction: since it has zero net curvature at every point (the sum of its curvatures along the xx and yy axes cancels exactly), it cannot bulge upward on average as you walk around any circle centred at a point, nor dip downward — the only consistent value for the centre is the average of the circle.

Proof sketch

Without loss of generality centre the disk at the origin (x0=0x_0 = 0) and define ϕ(r)=12π∫02πu(rcos⁡θ,rsin⁡θ) dθ\phi(r) = \frac{1}{2\pi}\int_0^{2\pi} u(r\cos\theta, r\sin\theta)\, d\theta for 0≤r≤R0 \le r \le R, the average of uu over the circle of radius rr. We show ϕ\phi is constant by proving ϕ′(r)=0\phi'(r) = 0.

Differentiating under the integral sign, ϕ′(r)=12π∫02π∇u(rcos⁡θ,rsin⁡θ)⋅(cos⁡θ,sin⁡θ) dθ=12π∫02π∂u∂n dθ\phi'(r) = \frac{1}{2\pi}\int_0^{2\pi} \nabla u(r\cos\theta, r\sin\theta) \cdot (\cos\theta, \sin\theta)\, d\theta = \frac{1}{2\pi}\int_0^{2\pi} \frac{\partial u}{\partial n}\, d\theta, since (cos⁡θ,sin⁡θ)(\cos\theta,\sin\theta) is the outward unit normal on the circle of radius rr. Multiplying and dividing by rr turns this into a normalised boundary integral of the normal derivative over the circle ∂Br\partial B_r.

By the divergence theorem, ∫∂Br∂u∂n ds=∫Br∇2u dA=0\int_{\partial B_r} \frac{\partial u}{\partial n}\, ds = \int_{B_r} \nabla^2 u \, dA = 0 because uu is harmonic. Hence ϕ′(r)=0\phi'(r) = 0 for every rr in the domain, so ϕ(r)=ϕ(0+)=u(x0)\phi(r) = \phi(0^+) = u(x_0) for all such rr: the average over any circle centred at x0x_0 equals u(x0)u(x_0) itself, and averaging this constant value over 0≤r≤R0 \le r \le R shows the solid-disk average equals u(x0)u(x_0) as well.

Topics that use this theorem

Step-by-step proofs

No step-by-step proof yet for this theorem.

References

  1. Lawrence C. Evans (2010). Partial Differential Equations
  2. Walter A. Strauss (2007). Partial Differential Equations: An Introduction