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subharmonic and superharmonic functions (Definition)

First let's look at the most general definition.

Definition 1   Let $ G \subset {\mathbb{R}}^n$ and let $ \varphi \colon G \to {\mathbb{R}} \cup \{ - \infty \}$ be an upper semi-continuous function, then $ \varphi$ is subharmonic if for every $ x \in G$ and $ r > 0$ such that $ \overline{B(x,r)} \subset G$ (the closure of the open ball of radius $ r$ around $ x$ is still in $ G$) and every real valued continuous function $ h$ on $ \overline{B(x,r)}$ that is harmonic in $ B(x,r)$ and satisfies $ \varphi(x) \leq h(x)$ for all $ x \in \partial B(x,r)$ (boundary of $ B(x,r)$) we have that $ \varphi(x) \leq h(x)$ holds for all $ x \in B(x,r)$.

Note that by the above, the function which is identically $ - \infty$ is subharmonic, but some authors exclude this function by definition. We can define superharmonic functions in a similar fashion to get that $ \varphi$ is superharmonic if and only if $ -\varphi$ is subharmonic.

If we restrict our domain to the complex plane we can get the following definition.

Definition 2   Let $ G \subset {\mathbb{C}}$ be a region and let $ \varphi \colon G \to {\mathbb{R}}$ be a continuous function. $ \varphi$ is said to be subharmonic if whenever $ D(z,r) \subset G$ (where $ D(z,r)$ is a closed disc around $ z$ of radius $ r$) we have
$\displaystyle \varphi(z) \leq \frac{1}{2\pi} \int_0^{2\pi} \varphi(z+ r e^{i\theta}) d\theta ,$    

and $ \varphi$ is said to be superharmonic if whenever $ D(z,r) \subset G$ we have
$\displaystyle \varphi(z) \geq \frac{1}{2\pi} \int_0^{2\pi} \varphi(z+ r e^{i\theta}) d\theta .$    

Intuitively what this means is that a subharmonic function is at any point no greater than the average of the values in a circle around that point. This implies that a non-constant subharmonic function does not achieve its maximum in a region $ G$ (it would achieve it at the boundary if it is continuous there). Similarly for a superharmonic function, but then a non-constant superharmonic function does not achieve its minumum in $ G$. It is also easy to see that $ \varphi$ is subharmonic if and only if $ -\varphi$ is superharmonic.

Note that when equality always holds in the above equation then $ \varphi$ would in fact be a harmonic function. That is, when $ \varphi$ is both subharmonic and superharmonic, then $ \varphi$ is harmonic.

It is possible to relax the continuity statement above to take $ \varphi$ only upper semi-continuous in the subharmonic case and lower semi-continuous in the superharmonic case. The integral will then however need to be the Lebesgue integral rather than the Riemann integral which may not be defined for such a function. Another thing to note here is that we may take $ {\mathbb{R}}^2$ instead of $ {\mathbb{C}}$ since we never did use complex multiplication. In that case however we must rewrite the expression $ z + r e^{i\theta}$ in terms of the real and imaginary parts to get an expression in $ {\mathbb{R}}^2$.

It is also possible generalize the range of the functions as well. A subharmonic function could have a range of $ {\mathbb{R}} \cup \{ -\infty \}$ and a superharmonic function could have a range of $ {\mathbb{R}} \cup \{ \infty \}$. With this generalization, if $ f$ is a holomorphic function then $ \varphi(z) := \log \lvert f(z) \rvert$ is a subharmonic function if we define the value of $ \varphi(z)$ at the zeros of $ f$ as $ -\infty$. Again it is important to note that with this generalization we again must use the Lebesgue integral.

Bibliography

1
John B. Conway. Functions of One Complex Variable I. Springer-Verlag, New York, New York, 1978.
2
Steven G. Krantz. Function Theory of Several Complex Variables, AMS Chelsea Publishing, Providence, Rhode Island, 1992.



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See Also: harmonic function

Also defines:  subharmonic, subharmonic function, superharmonic, superharmonic function
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Cross-references: Lebesgue integral, holomorphic function, range, imaginary parts, expression, complex multiplication, Riemann integral, integral, lower semi-continuous, harmonic function, equation, equality, easy to see, implies, circle, average, point, disc, closed, region, complex plane, domain, similar, boundary, harmonic, continuous function, real, radius, open ball, closure, function, upper semi-continuous
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This is version 9 of subharmonic and superharmonic functions, born on 2004-04-22, modified 2005-03-07.
Object id is 5796, canonical name is SubharmonicAndSuperharmonicFunctions.
Accessed 7925 times total.

Classification:
AMS MSC31B05 (Potential theory :: Higher-dimensional theory :: Harmonic, subharmonic, superharmonic functions)
 31A05 (Potential theory :: Two-dimensional theory :: Harmonic, subharmonic, superharmonic functions)
 31C05 (Potential theory :: Other generalizations :: Harmonic, subharmonic, superharmonic functions)

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