Let $\Omega \subseteq \mathbb{R}^n$ be open and consider a sequence $\{f_k\}_{k \in \mathbb{N}}$, $f \in C^2(\Omega)$ of harmonic functions in $\Omega$ such that $0 \le f_k \le f_{k+1}$ and for which $\displaystyle f(x) \equiv \sup_{k \in \mathbb {N}} f_k(x) < \infty$, each $x \in \Omega$. Prove that $f$ is harmonic in $\Omega$.
Show that the pointwise limit of monotone increasing harmonic functions is harmonic
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1This is true if you only assume convergence on *one* point: by the arguments below, if you choose a point where the sequence convergence there is in fact a ball compactly contained in the open set where the sequence converges uniformly. This proves that the set where the sequence converges is open. It is closed, so it is all of $U$ if $U$ is a domain,. – 2016-09-24
1 Answers
One way to answer this problem is to use Harnack's Convergence Theorem, which was stated in my PDE course as follows:
Let $f_k \in C^2(\Omega)$, $\Delta f_k = 0$, and $f_k \to f$ uniformly on compact subsets of $\Omega$. Then $f \in C^\infty(\Omega)$ and $\Delta f = 0$.
So, it suffices to prove that $\{f_k\}$ is uniformly Cauchy (and thus uniformly convergent) on an arbitrary compact $K \subseteq \Omega$. But then, we can reduce things even further and just show that, for each $x_0 \in K$, there is some ball $B(x_0, r_{x_0}) \subseteq \Omega$ on which $\{f_k\}$ is uniformly Cauchy. Just use a quick $N, \epsilon$ argument to show that that this second statement implies the first (relying heavily on the fact that $K$ is compact).
To prove that $\{f_k\}$ is uniformly Cauchy on such a ball, we can use another result of Harnack, called Harnack's inequality. In my course, the inequality was stated in the following form:
Suppose $a \in \mathbb{R}^n$ and $R > 0$, with $f \ge 0$ a harmonic function in $B(a, 4R)$. Then there is some constant $C> 0$ such that $\displaystyle \sup_{\overline{B(a, R)}}f \le C\inf_{\overline{B(a, R)}}f$.
So now, for $x_0 \in K$, pick $r_{x_0} >0 $ small enough so that $B(x_0 , 4r_{x_0}) \subseteq \Omega$. Let $\epsilon > 0$ be given, and let $C$ be the constant associated to $B(x_0, r_{x_0})$ in the statement of Harnack's Inequality. Because $\{f_k(x_0)\}$ is a convergent sequence, it is Cauchy, meaning there is some $N_{x_0}$ such that $m \ge n \ge N_{x_0}$ implies $(f_m - f_n)(x_0) = |(f_m - f_n)(x_0)| < \frac{\epsilon}{C}$. Then, whenever $m \ge n \ge N_{x_0}$ and $y \in B(x_0 , 4r_{x_0})$, Harnack's inequality gives:
$\begin{align} |(f_m - f_n)(y)| = (f_m - f_n)(y) \le \displaystyle \sup_{\overline{B(x_0, r_{x_0})}}(f_m - f_n) \le C\inf_{\overline{B(x_0, r_{x_0})}}(f_m - f_n) \le C(f_m - f_n)(x_0) < \epsilon. \end{align}$
This completes the proof.
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0@PavelM: Oh yes I forgot that assumption and have just added it. – 2012-12-29