Recall from Exercise 4.5.31 the Poisson kernel
Pr(ϕ)=1−2rcos(ϕ)+r21−r2,
where 0<r<1. In this exercise, we will prove the Poisson Integral Formula: if u is harmonic on an open set containing the closed unit disk D[0,1] then for any r<1u(reiϕ)=2π1∫02πu(eit)Pr(ϕ−t)dt.(6.2)
Suppose u is harmonic on an open set containing D[0,1]. By Exercise 6.3.14 we can find R0>1 so that u is harmonic in D[0,R0].
(a) Recall the Möbius function
fa(z)=1−aˉzz−a,
for some fixed a∈C with ∣a∣<1, from Exercise 3.6.9. Show that u(f−a(z)) is harmonic on an open disk D[0,R1] containing D[0,1].
(b) Apply Theorem 6.2.1 to the function u(f−a(z)) with w=0 to deduce
u(a)=2πi1∫C[0,1]zu(f−a(z))dz.(6.3)
(c) Recalling, again from Exercise 3.6.9, that fa(z) maps the unit circle to itself, apply a change of variables to (6.3) to prove
u(a)=2π1∫02πu(eit)∣eit−a∣21−∣a∣2dt.
(d) Deduce (6.2) by setting a=reiϕ.