3.4. Subharmonic functions and the Poisson inequality for the half-plane
Subharmonic functions, the maximum principle, the Poisson integral of the upper half-plane and
the Poisson inequality of Ahlfors, cited by the report in the proof of Lemma 3.2. Mathlib provides
harmonic functions, the Poisson formula for discs, Jensen's formula and the maximum modulus
principle, but no subharmonic functions and no Poisson theory of the half-plane; these are
developed in the modules CohnElkiesForMathlib/Analysis/Complex/Subharmonic/Defs.lean,
CohnElkiesForMathlib/Analysis/Complex/Subharmonic/Basic.lean,
CohnElkiesForMathlib/Analysis/Complex/PoissonHalfPlane.lean and
CohnElkiesForMathlib/Analysis/Complex/Subharmonic/HalfPlane.lean.
A function u : U \to [-\infty, \infty) on a set U \subseteq \mathbb{C} is subharmonic on
U if it is upper semicontinuous on U and satisfies the sub-mean-value inequality
u(z) \le \dfrac{1}{2\pi}\int_0^{2\pi} u(z + re^{i\phi})\,d\phi
for every z \in U and all sufficiently small r > 0; the circle average of u, which may be
-\infty, is the infimum over a \in \mathbb{R} of the circle averages of the truncations
\max\{u, a\}.
Lean code for Definition3.4.1●1 definition
Associated Lean declarations
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SubharmonicOn[complete]
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SubharmonicOn[complete]
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structuredefined in CohnElkiesForMathlib/Analysis/Complex/Subharmonic/Defs.leancomplete
structure SubharmonicOn (u : ℂ → EReal) (U : Set ℂ) : Prop
structure SubharmonicOn (u : ℂ → EReal) (U : Set ℂ) : Prop
A function `u : ℂ → EReal` is *subharmonic* on a set `U` if it is upper semicontinuous on `U`, never takes the value `⊤` on `U`, and satisfies the local sub-mean-value inequality at every `z ∈ U`: for all sufficiently small radii `r > 0` and every level `a : ℝ`, `u z` is at most the circle average of the truncation `EReal.truncateToReal a ∘ u = (max u a).toReal` over the circle of radius `r` around `z`. The truncated averages are the standard way to give a meaning to the circle average of a function bounded above with values in `[-∞, ∞)`; the notion is intended for open sets `U` (for non-open `U`, the sub-mean-value condition involves values of `u` outside `U`).
Fields
upperSemicontinuousOn : UpperSemicontinuousOn u U
`u` is upper semicontinuous on `U`.
ne_top : ∀ z ∈ U, u z ≠ ⊤
`u` does not take the value `⊤ = +∞` on `U`.
le_circleAverage : ∀ z ∈ U, ∀ᶠ (r : ℝ) in nhdsWithin 0 (Set.Ioi 0), ∀ (a : ℝ), u z ≤ ↑(Real.circleAverage (fun w ↦ EReal.truncateToReal a (u w)) z r)
The sub-mean-value inequality: for every `z ∈ U`, all sufficiently small radii `r > 0` and every level `a : ℝ`, `u z` is at most the circle average of the truncation `(max u a).toReal` over the circle of radius `r` around `z`.
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InnerProductSpace.HarmonicOnNhd.subharmonicOn[complete] -
SubharmonicOn.add_harmonic[complete]
Harmonic functions are subharmonic (Definition 3.4.1), and the sum of a subharmonic function on an open set and a harmonic function is subharmonic.
Lean code for Lemma3.4.2●2 theorems
Associated Lean declarations
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InnerProductSpace.HarmonicOnNhd.subharmonicOn[complete]
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SubharmonicOn.add_harmonic[complete]
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InnerProductSpace.HarmonicOnNhd.subharmonicOn[complete] -
SubharmonicOn.add_harmonic[complete]
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theoremdefined in CohnElkiesForMathlib/Analysis/Complex/Subharmonic/Basic.leancomplete
theorem InnerProductSpace.HarmonicOnNhd.subharmonicOn {U : Set ℂ} {h : ℂ → ℝ} (hh : InnerProductSpace.HarmonicOnNhd h U) : SubharmonicOn (fun z ↦ ↑(h z)) U
theorem InnerProductSpace.HarmonicOnNhd.subharmonicOn {U : Set ℂ} {h : ℂ → ℝ} (hh : InnerProductSpace.HarmonicOnNhd h U) : SubharmonicOn (fun z ↦ ↑(h z)) U
A real harmonic function on `U` (coerced to `EReal`) is subharmonic on `U`: by the mean value property, `h z = ⨍ h ≤ ⨍ max h a` over small circles around `z`.
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theoremdefined in CohnElkiesForMathlib/Analysis/Complex/Subharmonic/Basic.leancomplete
theorem SubharmonicOn.add_harmonic {u : ℂ → EReal} {U : Set ℂ} (hU : IsOpen U) (hu : SubharmonicOn u U) {h : ℂ → ℝ} (hh : InnerProductSpace.HarmonicOnNhd h U) : SubharmonicOn (fun z ↦ u z + ↑(h z)) U
theorem SubharmonicOn.add_harmonic {u : ℂ → EReal} {U : Set ℂ} (hU : IsOpen U) (hu : SubharmonicOn u U) {h : ℂ → ℝ} (hh : InnerProductSpace.HarmonicOnNhd h U) : SubharmonicOn (fun z ↦ u z + ↑(h z)) U
The sum of a subharmonic function on an open set `U` and a real harmonic function on `U` is subharmonic on `U`. Upper semicontinuity of the sum uses the continuity of the addition of `EReal` away from `(⊤, ⊥)`; for the sub-mean-value inequality, if `|h| ≤ H` on a small circle, then `truncateToReal (a - H) u + h ≤ truncateToReal a (u + h)` on it, so the mean value property of `h` gives `u z + h z ≤ ⨍ truncateToReal (a - H) u + ⨍ h ≤ ⨍ truncateToReal a (u + h)`.
A harmonic h is continuous and satisfies the mean value property, so
h(z) = \frac{1}{2\pi}\int h(z + re^{i\phi})\,d\phi \le \frac{1}{2\pi}\int\max\{h, a\}(z + re^{i\phi})\,d\phi.
For u + h: the sum of an upper semicontinuous and a continuous function is upper
semicontinuous, and if |h| \le H on a small circle then
\max\{u, a - H\} + h \le \max\{u + h, a\} there, so the mean value property of h gives
u(z) + h(z) \le \frac{1}{2\pi}\int\max\{u, a-H\} + \frac{1}{2\pi}\int h \le \frac{1}{2\pi}\int\max\{u + h, a\}.
If f is holomorphic on an open set U \subseteq \mathbb{C}, then \log|f|, with the value
-\infty at the zeros of f, is subharmonic on U (Definition 3.4.1).
Lean code for Lemma3.4.3●1 theorem
Associated Lean declarations
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AnalyticOnNhd.subharmonicOn_log_norm[complete]
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AnalyticOnNhd.subharmonicOn_log_norm[complete]
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theoremdefined in CohnElkiesForMathlib/Analysis/Complex/Subharmonic/Basic.leancomplete
theorem AnalyticOnNhd.subharmonicOn_log_norm {U : Set ℂ} {f : ℂ → ℂ} (hU : IsOpen U) (hf : AnalyticOnNhd ℂ f U) : SubharmonicOn (fun z ↦ if f z = 0 then ⊥ else ↑(Real.log ‖f z‖)) U
theorem AnalyticOnNhd.subharmonicOn_log_norm {U : Set ℂ} {f : ℂ → ℂ} (hU : IsOpen U) (hf : AnalyticOnNhd ℂ f U) : SubharmonicOn (fun z ↦ if f z = 0 then ⊥ else ↑(Real.log ‖f z‖)) U
**`log ‖f‖` is subharmonic**: for `f : ℂ → ℂ` analytic on the open set `U`, the function `log ‖f ·‖` extended by `⊥ = -∞` at the zeros of `f` is subharmonic on `U`.
Upper semicontinuity follows from the continuity of f and of
\log : [0, \infty) \to [-\infty, \infty). At a zero of f there is nothing to prove. At a
point z with f(z) \ne 0 take r > 0 with \{|w - z| \le r\} \subseteq U; Jensen's
formula gives
\log|f(z)| = \dfrac{1}{2\pi}\int_0^{2\pi}\log|f(z + re^{i\phi})|\,d\phi - \sum_{|w - z| < r}\operatorname{ord}_w(f)\log\dfrac{r}{|w - z|},
the sum running over the zeros w of f in the open disc, and the sum is nonnegative. As
\log|f| is integrable on the circle, its circle average is the infimum of the averages of its
truncations, which differ from \log|f| only on the finite set of zeros of f on the circle.
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SubharmonicOn.le_zero_of_limsup_frontier[complete]
Let \Omega \subseteq \mathbb{C} be open, bounded and connected, and let u be subharmonic on
\Omega (Definition 3.4.1) with \limsup_{z \to \zeta,\ z \in \Omega} u(z) \le 0 at
every boundary point \zeta \in \partial\Omega. Then u \le 0 on \Omega.
Lean code for Lemma3.4.4●1 theorem
Associated Lean declarations
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SubharmonicOn.le_zero_of_limsup_frontier[complete]
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SubharmonicOn.le_zero_of_limsup_frontier[complete]
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theoremdefined in CohnElkiesForMathlib/Analysis/Complex/Subharmonic/Basic.leancomplete
theorem SubharmonicOn.le_zero_of_limsup_frontier {u : ℂ → EReal} {Ω : Set ℂ} (hΩ : IsOpen Ω) (hb : Bornology.IsBounded Ω) (hc : IsPreconnected Ω) (hu : SubharmonicOn u Ω) (hfr : ∀ ζ ∈ frontier Ω, Filter.limsup u (nhdsWithin ζ Ω) ≤ 0) (z : ℂ) : z ∈ Ω → u z ≤ 0
theorem SubharmonicOn.le_zero_of_limsup_frontier {u : ℂ → EReal} {Ω : Set ℂ} (hΩ : IsOpen Ω) (hb : Bornology.IsBounded Ω) (hc : IsPreconnected Ω) (hu : SubharmonicOn u Ω) (hfr : ∀ ζ ∈ frontier Ω, Filter.limsup u (nhdsWithin ζ Ω) ≤ 0) (z : ℂ) : z ∈ Ω → u z ≤ 0
**Weak maximum principle** for subharmonic functions: if `u` is subharmonic on a bounded open preconnected set `Ω ⊆ ℂ` and `limsup u (𝓝[Ω] ζ) ≤ 0` at every boundary point `ζ` of `Ω`, then `u ≤ 0` on `Ω`. Proof: the function `ζ ↦ limsup u (𝓝[Ω] ζ)` is upper semicontinuous, agrees with `u` on `Ω`, and attains its maximum on the compact set `closure Ω`. If `u` were positive somewhere, this maximum would be positive, hence attained at a point of `Ω` rather than of `frontier Ω`; by the strong maximum principle `u` would be a positive constant on `Ω`, contradicting the boundary condition at a point of the (nonempty) frontier of `Ω`.
Strong maximum principle: if u attains its supremum M over \Omega at z_0 \in \Omega,
then u = M on \Omega. Indeed, for small r the sub-mean-value inequality gives
M = u(z_0) \le \frac{1}{2\pi}\int_0^{2\pi}\max\{u(z_0 + re^{i\phi}), a\}\,d\phi \le M for every
a \le M, so u = M almost everywhere on every small circle around z_0; by upper
semicontinuity the set \{u \ge M\} is closed and contains, with almost every point of every
small circle, a neighbourhood of z_0 (every point near z_0 lies on such a circle, and the
set \{u < M\} is open, so it cannot meet the circles only in null sets unless it is empty
near z_0); hence \{u = M\} is open and closed in the connected set \Omega
(SubharmonicOn.eqOn_const_of_isMaxOn). Now let g(\zeta) = \limsup_{z \to \zeta,\ z \in \Omega} u(z)
for \zeta \in \overline{\Omega}: g is upper semicontinuous, equals u on \Omega and is
at most 0 on \partial\Omega, so it attains its maximum on the compact set \overline{\Omega}.
If u were positive somewhere, this maximum would be positive and attained at a point of
\Omega, so u would be a positive constant on \Omega, contradicting the boundary condition
at a point of \partial\Omega \ne \emptyset.
For z = a + ih in the upper half-plane \mathbb{H} = \{\operatorname{Im} z > 0\} and
x \in \mathbb{R}, the Poisson kernel of \mathbb{H} is
P(z, x) = \dfrac{1}{\pi}\,\dfrac{h}{(x - a)^2 + h^2} = \dfrac{1}{\pi}\operatorname{Im}\dfrac{1}{x - z}.
Lean code for Definition3.4.5●1 definition
Associated Lean declarations
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Complex.poissonKernelHalfPlane[complete]
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Complex.poissonKernelHalfPlane[complete]
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complete
def Complex.poissonKernelHalfPlane (z : ℂ) (x : ℝ) : ℝ
def Complex.poissonKernelHalfPlane (z : ℂ) (x : ℝ) : ℝ
The Poisson kernel `P(z, x) = π⁻¹ Im z / ((x - Re z)² + (Im z)²)` of the upper half-plane.
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Complex.poissonKernelHalfPlane_pos[complete] -
Complex.integral_poissonKernelHalfPlane[complete]
For z \in \mathbb{H} the kernel of Definition 3.4.5 is positive with
\int_{\mathbb{R}} P(z, x)\,dx = 1.
Lean code for Lemma3.4.6●2 theorems
Associated Lean declarations
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Complex.poissonKernelHalfPlane_pos[complete]
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Complex.integral_poissonKernelHalfPlane[complete]
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Complex.poissonKernelHalfPlane_pos[complete] -
Complex.integral_poissonKernelHalfPlane[complete]
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theoremdefined in CohnElkiesForMathlib/Analysis/Complex/PoissonHalfPlane.leancomplete
theorem Complex.poissonKernelHalfPlane_pos {z : ℂ} (hz : 0 < z.im) (x : ℝ) : 0 < z.poissonKernelHalfPlane x
theorem Complex.poissonKernelHalfPlane_pos {z : ℂ} (hz : 0 < z.im) (x : ℝ) : 0 < z.poissonKernelHalfPlane x
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theoremdefined in CohnElkiesForMathlib/Analysis/Complex/PoissonHalfPlane.leancomplete
theorem Complex.integral_poissonKernelHalfPlane {z : ℂ} (hz : 0 < z.im) : ∫ (x : ℝ), z.poissonKernelHalfPlane x = 1
theorem Complex.integral_poissonKernelHalfPlane {z : ℂ} (hz : 0 < z.im) : ∫ (x : ℝ), z.poissonKernelHalfPlane x = 1
The Poisson kernel has total mass one: `∫ P(z, x) dx = 1` for `z ∈ ℍ`.
\int_{\mathbb{R}}\dfrac{h\,dx}{(x-a)^2 + h^2} = \bigl[\arctan\dfrac{x - a}{h}\bigr]_{-\infty}^{\infty} = \pi.
The Poisson integral of a boundary datum b : \mathbb{R} \to \mathbb{R} with b(x)/(1 + x^2)
integrable is P[b](z) = \int_{\mathbb{R}} P(z, x)\,b(x)\,dx for z \in \mathbb{H}, with the
kernel of Definition 3.4.5 (which is O((1 + x^2)^{-1}) for fixed z).
Lean code for Definition3.4.7●1 definition
Associated Lean declarations
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Complex.poissonIntegralHalfPlane[complete]
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Complex.poissonIntegralHalfPlane[complete]
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complete
def Complex.poissonIntegralHalfPlane (b : ℝ → ℝ) (z : ℂ) : ℝ
def Complex.poissonIntegralHalfPlane (b : ℝ → ℝ) (z : ℂ) : ℝ
The Poisson integral `P[b](z) = ∫ P(z, x) b(x) dx` of a boundary datum `b : ℝ → ℝ`.
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Complex.poissonIntegralHalfPlane_mono[complete] -
Complex.poissonIntegralHalfPlane_le_of_le[complete] -
Complex.le_poissonIntegralHalfPlane_of_le[complete]
The Poisson integral of Definition 3.4.7 is monotone in b, and
\inf b \le P[b] \le \sup b on \mathbb{H}.
Lean code for Lemma3.4.8●3 theorems
Associated Lean declarations
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Complex.poissonIntegralHalfPlane_mono[complete]
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Complex.poissonIntegralHalfPlane_le_of_le[complete]
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Complex.le_poissonIntegralHalfPlane_of_le[complete]
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Complex.poissonIntegralHalfPlane_mono[complete] -
Complex.poissonIntegralHalfPlane_le_of_le[complete] -
Complex.le_poissonIntegralHalfPlane_of_le[complete]
-
theoremdefined in CohnElkiesForMathlib/Analysis/Complex/PoissonHalfPlane.leancomplete
theorem Complex.poissonIntegralHalfPlane_mono {b₁ b₂ : ℝ → ℝ} (hb₁ : MeasureTheory.Integrable (fun x ↦ b₁ x / (1 + x ^ 2)) MeasureTheory.volume) (hb₂ : MeasureTheory.Integrable (fun x ↦ b₂ x / (1 + x ^ 2)) MeasureTheory.volume) (h : b₁ ≤ b₂) {z : ℂ} (hz : 0 < z.im) : Complex.poissonIntegralHalfPlane b₁ z ≤ Complex.poissonIntegralHalfPlane b₂ z
theorem Complex.poissonIntegralHalfPlane_mono {b₁ b₂ : ℝ → ℝ} (hb₁ : MeasureTheory.Integrable (fun x ↦ b₁ x / (1 + x ^ 2)) MeasureTheory.volume) (hb₂ : MeasureTheory.Integrable (fun x ↦ b₂ x / (1 + x ^ 2)) MeasureTheory.volume) (h : b₁ ≤ b₂) {z : ℂ} (hz : 0 < z.im) : Complex.poissonIntegralHalfPlane b₁ z ≤ Complex.poissonIntegralHalfPlane b₂ z
The Poisson integral is monotone in the boundary datum.
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theoremdefined in CohnElkiesForMathlib/Analysis/Complex/PoissonHalfPlane.leancomplete
theorem Complex.poissonIntegralHalfPlane_le_of_le {b : ℝ → ℝ} (hb : MeasureTheory.Integrable (fun x ↦ b x / (1 + x ^ 2)) MeasureTheory.volume) {M : ℝ} (h : ∀ (x : ℝ), b x ≤ M) {z : ℂ} (hz : 0 < z.im) : Complex.poissonIntegralHalfPlane b z ≤ M
theorem Complex.poissonIntegralHalfPlane_le_of_le {b : ℝ → ℝ} (hb : MeasureTheory.Integrable (fun x ↦ b x / (1 + x ^ 2)) MeasureTheory.volume) {M : ℝ} (h : ∀ (x : ℝ), b x ≤ M) {z : ℂ} (hz : 0 < z.im) : Complex.poissonIntegralHalfPlane b z ≤ M
If `b ≤ M` then `P[b] ≤ M` on `ℍ`.
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theoremdefined in CohnElkiesForMathlib/Analysis/Complex/PoissonHalfPlane.leancomplete
theorem Complex.le_poissonIntegralHalfPlane_of_le {b : ℝ → ℝ} (hb : MeasureTheory.Integrable (fun x ↦ b x / (1 + x ^ 2)) MeasureTheory.volume) {M : ℝ} (h : ∀ (x : ℝ), M ≤ b x) {z : ℂ} (hz : 0 < z.im) : M ≤ Complex.poissonIntegralHalfPlane b z
theorem Complex.le_poissonIntegralHalfPlane_of_le {b : ℝ → ℝ} (hb : MeasureTheory.Integrable (fun x ↦ b x / (1 + x ^ 2)) MeasureTheory.volume) {M : ℝ} (h : ∀ (x : ℝ), M ≤ b x) {z : ℂ} (hz : 0 < z.im) : M ≤ Complex.poissonIntegralHalfPlane b z
If `M ≤ b` then `M ≤ P[b]` on `ℍ`.
The kernel is positive with total mass 1 (Lemma 3.4.6).
For b : \mathbb{R} \to \mathbb{R} with b(x)/(1 + x^2) integrable, the Poisson integral
P[b] (Definition 3.4.7) is harmonic on \mathbb{H}.
Lean code for Lemma3.4.9●1 theorem
Associated Lean declarations
-
theoremdefined in CohnElkiesForMathlib/Analysis/Complex/PoissonHalfPlane.leancomplete
theorem Complex.harmonicOnNhd_poissonIntegralHalfPlane {b : ℝ → ℝ} (hb : MeasureTheory.Integrable (fun x ↦ b x / (1 + x ^ 2)) MeasureTheory.volume) : InnerProductSpace.HarmonicOnNhd (Complex.poissonIntegralHalfPlane b) {z | 0 < z.im}
theorem Complex.harmonicOnNhd_poissonIntegralHalfPlane {b : ℝ → ℝ} (hb : MeasureTheory.Integrable (fun x ↦ b x / (1 + x ^ 2)) MeasureTheory.volume) : InnerProductSpace.HarmonicOnNhd (Complex.poissonIntegralHalfPlane b) {z | 0 < z.im}
**Harmonicity of the Poisson integral**: for `b(x) / (1 + x²)` integrable, `P[b]` is harmonic on the upper half-plane.
P[b] is the imaginary part of the Nevanlinna integral
N[b](z) = \dfrac{1}{\pi}\int_{\mathbb{R}}\Bigl(\dfrac{1}{x - z} - \dfrac{x}{1 + x^2}\Bigr)b(x)\,dx,
whose kernel is O((1 + x^2)^{-1}) locally uniformly in z \in \mathbb{H}, together with its
z-derivative; differentiation under the integral sign shows that N[b] is holomorphic on
\mathbb{H}, so P[b] = \operatorname{Im} N[b] is harmonic.
For b : \mathbb{R} \to \mathbb{R} with b(x)/(1 + x^2) integrable,
P[b](z) \to b(x_0) as z \to x_0 within \mathbb{H} at every point x_0 \in \mathbb{R} at
which b is continuous (Definition 3.4.7).
Lean code for Lemma3.4.10●1 theorem
Associated Lean declarations
-
theoremdefined in CohnElkiesForMathlib/Analysis/Complex/PoissonHalfPlane.leancomplete
theorem Complex.tendsto_poissonIntegralHalfPlane_of_continuousAt {b : ℝ → ℝ} (hb : MeasureTheory.Integrable (fun x ↦ b x / (1 + x ^ 2)) MeasureTheory.volume) {x₀ : ℝ} (hcont : ContinuousAt b x₀) : Filter.Tendsto (Complex.poissonIntegralHalfPlane b) (nhdsWithin ↑x₀ {z | 0 < z.im}) (nhds (b x₀))
theorem Complex.tendsto_poissonIntegralHalfPlane_of_continuousAt {b : ℝ → ℝ} (hb : MeasureTheory.Integrable (fun x ↦ b x / (1 + x ^ 2)) MeasureTheory.volume) {x₀ : ℝ} (hcont : ContinuousAt b x₀) : Filter.Tendsto (Complex.poissonIntegralHalfPlane b) (nhdsWithin ↑x₀ {z | 0 < z.im}) (nhds (b x₀))
**Boundary behaviour of the Poisson integral**: at a continuity point `x₀` of `b`, `P[b](z) → b(x₀)` as `z → x₀` within the upper half-plane.
Given \varepsilon > 0 choose \delta > 0 with |b(x) - b(x_0)| \le \varepsilon for
|x - x_0| < \delta; since the kernel has total mass 1
(Lemma 3.4.6),
|P[b](z) - b(x_0)| \le \varepsilon + \int_{|x - x_0| \ge \delta} P(z, x)\,|b(x) - b(x_0)|\,dx,
and on |x - x_0| \ge \delta one has P(z, x) \le C\,\operatorname{Im} z\,(1 + x^2)^{-1} for z
near x_0, so the last integral tends to 0 as z \to x_0.
Let u be subharmonic on \mathbb{H} (Definition 3.4.1) and bounded above, and let
E \subseteq \mathbb{R} be finite. If \limsup_{z \to x,\ z \in \mathbb{H}} u(z) \le 0 for every
x \in \mathbb{R} \setminus E, then u \le 0 on \mathbb{H}.
Lean code for Lemma3.4.11●1 theorem
Associated Lean declarations
-
SubharmonicOn.le_zero_of_halfPlane[complete]
-
SubharmonicOn.le_zero_of_halfPlane[complete]
-
theoremdefined in CohnElkiesForMathlib/Analysis/Complex/Subharmonic/HalfPlane.leancomplete
theorem SubharmonicOn.le_zero_of_halfPlane {u : ℂ → EReal} {E : Finset ℝ} {M : ℝ} (hu : SubharmonicOn u {z | 0 < z.im}) (hM : ∀ (z : ℂ), 0 < z.im → u z ≤ ↑M) (hbdry : ∀ x ∉ E, Filter.limsup u (nhdsWithin ↑x {z | 0 < z.im}) ≤ 0) (z : ℂ) : 0 < z.im → u z ≤ 0
theorem SubharmonicOn.le_zero_of_halfPlane {u : ℂ → EReal} {E : Finset ℝ} {M : ℝ} (hu : SubharmonicOn u {z | 0 < z.im}) (hM : ∀ (z : ℂ), 0 < z.im → u z ≤ ↑M) (hbdry : ∀ x ∉ E, Filter.limsup u (nhdsWithin ↑x {z | 0 < z.im}) ≤ 0) (z : ℂ) : 0 < z.im → u z ≤ 0
**Extended maximum principle** for the upper half-plane: a subharmonic function `u` on `ℍ` that is bounded above by a real constant and satisfies `limsup u (𝓝[ℍ] x) ≤ 0` at every real point `x` outside a finite set `E` is nonpositive on `ℍ`. Proof: let `u ≤ M` on `ℍ` and `ε > 0`. The harmonic function `h z = ∑ x₀ ∈ E, log ‖(z - x₀) / (z - x₀ + 2i)‖ - log ‖z + i‖` (`Complex.logNormRatio`, `Complex.negLogNormAddI`) is nonpositive on the closed upper half-plane, tends to `-∞` at the points of `E`, and satisfies `h z ≤ -log (‖z‖ - 1)`. The function `u + ε h` is subharmonic on `ℍ` (`SubharmonicOn.add_harmonic`), and the weak maximum principle for subharmonic functions (`SubharmonicOn.le_zero_of_limsup_frontier`) on the half-disc `Ω_R = {‖z‖ < R} ∩ ℍ` gives `u + ε h ≤ 0` there, once `R` is so large that `M - ε log (R - 2) ≤ 0`: at real boundary points outside `E` the boundary condition holds since `ε h ≤ 0`, at points of `E` since `u ≤ M` and `ε h → -∞`, and at boundary points of modulus `R` since `u + ε h ≤ M - ε log (R - 2)` near them. Thus `u z ≤ -ε h z` for every `z ∈ ℍ` and every `ε > 0`; let `ε → 0`. (The auxiliary function `ε h` is the device of the Phragmén–Lindelöf principle, but no Phragmén–Lindelöf theorem for analytic functions is used: everything rests on the subharmonic maximum principle.)
Let u \le M on \mathbb{H} and \varepsilon > 0. The function
h(z) = \sum_{x_0 \in E}\log\Bigl|\dfrac{z - x_0}{z - x_0 + 2i}\Bigr| - \log|z + i|
is harmonic on \mathbb{H}, nonpositive on the closed upper half-plane, tends to -\infty at
the points of E, and satisfies h(z) \le -\log(|z| - 1) for |z| > 1. Consider u + \varepsilon h,
subharmonic (Lemma 3.4.2) on the half-disc \Omega_R = \{|z| < R\} \cap \mathbb{H}, with R so large that
M - \varepsilon\log(R - 2) \le 0: at real boundary points outside E its \limsup is at most
0 because \varepsilon h \le 0, at the points of E because u \le M and \varepsilon h \to -\infty,
and at boundary points of modulus R because u + \varepsilon h \le M - \varepsilon\log(R - 2)
near them. The maximum principle (Lemma 3.4.4) gives
u \le -\varepsilon h on \Omega_R, hence on \mathbb{H}, for every \varepsilon > 0; let
\varepsilon \to 0.
(Poisson inequality for the upper half-plane.) Let u be subharmonic on \mathbb{H}
(Definition 3.4.1) and bounded above, let b : \mathbb{R} \to \mathbb{R} with
b(x)/(1 + x^2) integrable be continuous outside a finite set E \subseteq \mathbb{R}, and
suppose \limsup_{z \to x,\ z \in \mathbb{H}} u(z) \le b(x) for every x \in \mathbb{R} \setminus E.
Then u \le P[b] on \mathbb{H} (Definition 3.4.7).
Lean code for Theorem3.4.12●1 theorem
Associated Lean declarations
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theoremdefined in CohnElkiesForMathlib/Analysis/Complex/Subharmonic/HalfPlane.leancomplete
theorem SubharmonicOn.le_poissonIntegralHalfPlane {u : ℂ → EReal} {b : ℝ → ℝ} {E : Finset ℝ} {M : ℝ} (hu : SubharmonicOn u {z | 0 < z.im}) (hM : ∀ (z : ℂ), 0 < z.im → u z ≤ ↑M) (hb : MeasureTheory.Integrable (fun x ↦ b x / (1 + x ^ 2)) MeasureTheory.volume) (hbc : ∀ x ∉ E, ContinuousAt b x) (hbdry : ∀ x ∉ E, Filter.limsup u (nhdsWithin ↑x {z | 0 < z.im}) ≤ ↑(b x)) (z : ℂ) : 0 < z.im → u z ≤ ↑(Complex.poissonIntegralHalfPlane b z)
theorem SubharmonicOn.le_poissonIntegralHalfPlane {u : ℂ → EReal} {b : ℝ → ℝ} {E : Finset ℝ} {M : ℝ} (hu : SubharmonicOn u {z | 0 < z.im}) (hM : ∀ (z : ℂ), 0 < z.im → u z ≤ ↑M) (hb : MeasureTheory.Integrable (fun x ↦ b x / (1 + x ^ 2)) MeasureTheory.volume) (hbc : ∀ x ∉ E, ContinuousAt b x) (hbdry : ∀ x ∉ E, Filter.limsup u (nhdsWithin ↑x {z | 0 < z.im}) ≤ ↑(b x)) (z : ℂ) : 0 < z.im → u z ≤ ↑(Complex.poissonIntegralHalfPlane b z)
**Poisson inequality for the upper half-plane** (Ahlfors): let `u` be subharmonic on `ℍ` and bounded above by a real constant, and let `b : ℝ → ℝ` be a boundary datum with `b x / (1 + x²)` integrable, continuous at every real point outside a finite set `E`. If `limsup u (𝓝[ℍ] x) ≤ b x` for every real `x ∉ E`, then `u ≤ P[b]` on `ℍ`, where `P[b]` is the Poisson integral of `b`. Proof: for `n : ℕ` the truncation `bₙ = max b (-n)` is bounded below, so `P[bₙ] ≥ -n` and `u - P[bₙ]` is subharmonic on `ℍ` and bounded above; at a real point `x ∉ E` we have `limsup u ≤ b x ≤ bₙ x = lim P[bₙ]`, so the extended maximum principle gives `u ≤ P[bₙ]` on `ℍ`, and `P[bₙ] → P[b]` as `n → ∞`.
For n \in \mathbb{N} the truncation b_n = \max\{b, -n\} is bounded below, so P[b_n] \ge -n
and u - P[b_n] is subharmonic on \mathbb{H} (Lemma 3.4.9,
Lemma 3.4.2) and bounded above by M + n
(Lemma 3.4.8). At a real point x \notin E,
\limsup u \le b(x) \le b_n(x) = \lim P[b_n] (Lemma 3.4.10), so u \le P[b_n] on \mathbb{H} by the extended
maximum principle (Lemma 3.4.11). Finally
P[b_n] \downarrow P[b] as n \to \infty by monotone convergence.
Let f be holomorphic and bounded on \mathbb{H}, let b : \mathbb{R} \to \mathbb{R} with
b(x)/(1 + x^2) integrable be continuous outside a finite set E \subseteq \mathbb{R}, and
suppose \limsup_{z \to x,\ z \in \mathbb{H}}\log|f(z)| \le b(x) for every x \in \mathbb{R} \setminus E.
Then |f| \le e^{P[b]} on \mathbb{H} (Definition 3.4.7).
Lean code for Corollary3.4.13●1 theorem
Associated Lean declarations
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theoremdefined in CohnElkiesForMathlib/Analysis/Complex/Subharmonic/HalfPlane.leancomplete
theorem AnalyticOnNhd.log_norm_le_poissonIntegralHalfPlane {f : ℂ → ℂ} {b : ℝ → ℝ} {E : Finset ℝ} {K : ℝ} (hf : AnalyticOnNhd ℂ f {z | 0 < z.im}) (hK : ∀ (z : ℂ), 0 < z.im → ‖f z‖ ≤ K) (hb : MeasureTheory.Integrable (fun x ↦ b x / (1 + x ^ 2)) MeasureTheory.volume) (hbc : ∀ x ∉ E, ContinuousAt b x) (hbdry : ∀ x ∉ E, Filter.limsup (fun z ↦ if f z = 0 then ⊥ else ↑(Real.log ‖f z‖)) (nhdsWithin ↑x {z | 0 < z.im}) ≤ ↑(b x)) (z : ℂ) : 0 < z.im → ‖f z‖ ≤ Real.exp (Complex.poissonIntegralHalfPlane b z)
theorem AnalyticOnNhd.log_norm_le_poissonIntegralHalfPlane {f : ℂ → ℂ} {b : ℝ → ℝ} {E : Finset ℝ} {K : ℝ} (hf : AnalyticOnNhd ℂ f {z | 0 < z.im}) (hK : ∀ (z : ℂ), 0 < z.im → ‖f z‖ ≤ K) (hb : MeasureTheory.Integrable (fun x ↦ b x / (1 + x ^ 2)) MeasureTheory.volume) (hbc : ∀ x ∉ E, ContinuousAt b x) (hbdry : ∀ x ∉ E, Filter.limsup (fun z ↦ if f z = 0 then ⊥ else ↑(Real.log ‖f z‖)) (nhdsWithin ↑x {z | 0 < z.im}) ≤ ↑(b x)) (z : ℂ) : 0 < z.im → ‖f z‖ ≤ Real.exp (Complex.poissonIntegralHalfPlane b z)
**Poisson inequality for `log ‖f‖`**: let `f` be analytic and bounded on `ℍ`, and let `b : ℝ → ℝ` be a boundary datum with `b x / (1 + x²)` integrable, continuous at every real point outside a finite set `E`. If `limsup log ‖f‖ ≤ b x` as `z → x` within `ℍ` for every real `x ∉ E` (where `log ‖f‖` is extended by `⊥ = -∞` at the zeros of `f`; see `Filter.Tendsto.limsup_log_norm_le`), then `‖f‖ ≤ exp P[b]` on `ℍ`.
Apply Theorem 3.4.12 to u = \log|f|, which is subharmonic by
Lemma 3.4.3 and bounded above by \log\sup|f|.