Section 10

The Maximum Principle

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Problem 10.1

Let the function f(z)f(z) be regular in a domain GG. Prove that if, for every sequence of points zn∈Gz_{n} \in G converging to some boundary point of the domain GG, the inequality

lim‾⁡n→∞∣f(zn)∣⩽M, \varlimsup _{n \rightarrow \infty }\left|f\left(z_{n}\right)\right| \leqslant M,

holds, then either the inequality ∣f(z)∣<M\left|f(z)\right| < M holds at every interior point of the domain GG, or f(z)≡Meiφf(z) \equiv M e^{i \varphi }.

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Problem 10.2

Let the function f(z)f(z) be regular in the disk ∣z∣<1\left|z\right| < 1 and satisfy in this disk the inequality ∣f(z)∣<M\left|f(z)\right| < M. Prove that if f(0)=0f(0) = 0, then the function f(z)f(z) also satisfies in the disk ∣z∣<1\left|z\right| < 1 the stronger inequality

∣f(z)∣⩽M∣z∣ \left|f(z)\right| \leqslant M\left|z\right|

and if, at even one point z0,0<∣z0∣<1z_{0}, 0 < \left|z_{0}\right| < 1, the equality ∣f(z0)∣=M∣z0∣\left|f\left(z_{0}\right)\right| = M\left|z_{0}\right| holds, then

f(z)=Mzeiφ, f(z) = M z e^{i \varphi },

where φ\varphi is a real constant. (Schwarz's lemma.)

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Problem 10.3

Let the function f(z)f(z) be regular in the disk ∣z∣<R\left|z\right| < R and satisfy there the inequality ∣f(z)∣<M\left|f(z)\right| < M, with f(0)=0f(0) = 0. Prove that

∣f′(0)∣⩽MR \left|f^{\prime }(0)\right| \leqslant \frac{M}{R}

and equality is possible only for the function f(z)=Meiφ⋅zRf(z) = M e^{i \varphi } \cdot \frac{z}{R}.

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Problem 10.4

Let the function f(z)f(z) be regular in the disk ∣z∣<R\left|z\right| < R, satisfy there the inequality ∣f(z)∣<M\left|f(z)\right| < M, and vanish at some point z0z_{0} of this disk. Prove the inequalities

∣f(z)∣⩽MR∣z−z0∣∣R2−zzˉ0∣(∣z∣<R);∣f′(z0)∣⩽MRR2−∣z0∣2. \left|f(z)\right| \leqslant M \frac{R\left|z-z_{0}\right|}{\left|R^{2}-z \bar{z}_{0}\right|} \quad (\left|z\right| < R) ;\left|f^{\prime }\left(z_{0}\right)\right| \leqslant \frac{M R}{R^{2}-\left|z_{0}\right|^{2}}.
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Problem 10.5

Let the function f(z)f(z) be regular in the strip ∣Re(z)∣<π/4\left|\mathrm{Re}\left(z\right)\right| < \pi / 4, satisfy there the inequality ∣f(z)∣<1\left|f(z)\right| < 1, and vanish at the point z=0z = 0. Prove that ∣f(z)∣⩽∣tg⁡z∣\left|f(z)\right| \leqslant \left|\operatorname {tg} z\right| in this strip.

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Problem 10.6

Let the function f(z)f(z) be regular for Re(z)>0\mathrm{Re}\left(z\right) > 0, satisfy there the inequality ∣f(z)∣<1\left|f(z)\right| < 1, and vanish at the points z1,z2,…,zmz_{1}, z_{2}, \ldots , z_{m}. Prove that

∣f(z)∣⩽∣z−z1∣∣z−z2∣…∣z−zm∣∣z+zˉ1∣∣z+zˉ2∣…∣z+zˉm∣(Re(z)>0) \left|f(z)\right| \leqslant \frac{\left|z-z_{1}\right|\left|z-z_{2}\right| \ldots \left|z-z_{m}\right|}{\left|z+\bar{z}_{1}\right|\left|z+\bar{z}_{2}\right| \ldots \left|z+\bar{z}_{m}\right|} \quad (\mathrm{Re}\left(z\right) > 0)
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Problem 10.7

Let the function f(z)f(z) be regular and bounded in the half-plane Re(z)>0\mathrm{Re}\left(z\right) > 0, and vanish at a sequence of points {zn},zn→∞\left\{ z_{n}\right\} , z_{n} \rightarrow \infty, of this half-plane. Prove that either f(z)≡0f(z) \equiv 0, or the series ∑n=1∞Re(1zn)\sum_{n = 1}^{\infty } \mathrm{Re}\left(\frac{1}{z_{n}}\right) converges.

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Problem 10.8

Let the function f(z)f(z) be regular and bounded in the disk ∣z∣<R\left|z\right| < R, and vanish at a sequence {zn}\left\{ z_{n}\right\} of points of this disk. Prove that either f(z)≡0f(z) \equiv 0, or the series ∑n=1∞(R−∣zn∣)\sum_{n = 1}^{\infty }\left(R-\left|z_{n}\right|\right) converges.

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Problem 10.9

Let the function f(z)f(z) be regular in the disk ∣z∣<1\left|z\right| < 1, satisfy there the inequality ∣f(z)∣<M\left|f(z)\right| < M, with f(0)=w0f(0) = w_{0}. Prove the inequality

∣f(z)−w0∣∣M2−f(z)wˉ0∣⩽∣z∣M(∣z∣<1) \frac{\left|f(z)-w_{0}\right|}{\left|M^{2}-f(z) \bar{w}_{0}\right|} \leqslant \frac{\left|z\right|}{M} \quad (\left|z\right| < 1)
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Problem 10.10

Let the function f(z)f(z) be regular in the disk ∣z∣<R\left|z\right| < R and satisfy the inequalities ∣f(z)∣<M,∣f(0)∣⩽m<M\left|f(z)\right| < M,\left|f(0)\right| \leqslant m < M. Prove the inequality

∣f(z)∣⩽MM∣z∣+mRMR+m∣z∣(∣z∣<R) \left|f(z)\right| \leqslant M \frac{M\left|z\right|+m R}{M R+m\left|z\right|} \quad (\left|z\right| < R)
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Problem 10.11

Let P(z)P(z) be a polynomial of degree nn, and let M(r)=max⁡∣z∣=r∣P(z)∣M(r) = \max_{\left|z\right| = r}\left|P(z)\right|. Prove that for 0<r1<r20 < r_{1} < r_{2} the inequality

M(r1)r1n⩾M(r2)r2n, \frac{M\left(r_{1}\right)}{r_{1}^{n}} \geqslant \frac{M\left(r_{2}\right)}{r_{2}^{n}},

holds, and equality, for even one pair of values r1r_{1} and r2r_{2}, is possible only for a polynomial of the form P(z)=aznP(z) = a z^{n}.

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Problem 10.12

Let P(z)=zn+a1zn−1+…+anP(z) = z^{n}+a_{1} z^{n-1}+\ldots +a_{n}. Prove that either the inequality ∣P(z)∣>1\left|P(z)\right| > 1 holds at some point of the circle ∣z∣=1\left|z\right| = 1, or P(z)≡znP(z) \equiv z^{n}.

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Problem 10.13

Let P(z)P(z) be a polynomial of degree nn satisfying, on the interval (−1,1)(-1,1), the inequality ∣P(z)∣⩽M\left|P(z)\right| \leqslant M. Prove that at every point z0z_{0} lying outside this interval the inequality ∣P(z0)∣⩽M(a+b)n\left|P\left(z_{0}\right)\right| \leqslant M(a+b)^{n} holds, where aa and bb are the semi-axes of the ellipse with foci −1-1 and 11 passing through the point z0z_{0}.

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Problem 10.14

Let the function f(z)f(z) be regular in a domain GG, and let inf⁡z∈G∣f(z)∣=μ>0\inf_{z \in G}\left|f(z)\right| = \mu > 0. Prove that either f(z)≡μeiφf(z) \equiv \mu e^{i \varphi }, or ∣f(z)∣>μ\left|f(z)\right| > \mu at every interior point of the domain GG.

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Problem 10.15

Let the function f(z)f(z) be regular in a domain GG and continuous in its closure Gˉ\bar{G}, with its modulus retaining a constant value on the boundary of the domain GG. Prove that if the function f(z)f(z) is not identically constant, then it vanishes at some point of the domain GG.

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Problem 10.16

Let the functions f1(z),…,fm(z)f_{1}(z), \ldots , f_{m}(z) be regular in a domain GG, and let M=lim‾⁡z→∂G{∣f1(z)∣+…+∣fm(z)∣}M = \varlimsup_{z \rightarrow \partial G}\left\{ \left|f_{1}(z)\right|+\ldots +\left|f_{m}(z)\right|\right\}. Prove that if at least one of the fk(z)f_{k}(z) is not identically constant, then at every point of GG the inequality ∣f1(z)∣+…+∣fm(z)∣<M\left|f_{1}(z)\right|+\ldots +\left|f_{m}(z)\right| < M holds.

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Problem 10.17

Let the function f(z)f(z) be regular in the disk ∣z∣<R\left|z\right| < R, and let mm be a positive integer. Prove that if the function f(z)f(z) is not identically constant, then the function

Im(r)=12π∫02π∣f(reiφ)∣mdφ I_{m}(r) = \frac{1}{2 \pi } \int _{0}^{2 \pi }\left|f\left(r e^{i \varphi }\right)\right|^{m} d \varphi

monotonically increases for 0⩽r<R0 \leqslant r < R.

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Problem 10.18

Prove that a function u(z)u(z), harmonic in a domain GG, is subharmonic in this domain.

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Problem 10.19

Let the function u(z)u(z) be harmonic in a domain GG. Denote M=sup⁡{u(z):z∈G},m=inf⁡{u(z):z∈G}M = \sup \left\{ u(z): z \in G\right\} , m = \inf \left\{ u(z): z \in G\right\}. Prove that if m<Mm < M, then at every point of the domain GG the inequalities m<u(z)<Mm < u(z) < M hold. (The maximum and minimum principle for harmonic functions.)

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Problem 10.20

Prove that the function u(z)=∣f(z)∣u(z) = \left|f(z)\right| is subharmonic in a domain GG, if the function f(z)f(z) is regular in the domain GG.

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Problem 10.21

Let the function u(z)u(z) have, in a domain G⊂CG \subset \mathbb {C}, continuous partial derivatives of the second order (with respect to x=Re(z)x = \mathrm{Re}\left(z\right) and y=Im(z)y = \mathrm{Im}\left(z\right)), and let ∂2u∂x2+∂2u∂y2⩾0\frac{\partial^{2} u}{\partial x^{2}}+\frac{\partial^{2} u}{\partial y^{2}} \geqslant 0 in the domain GG. Prove that the function u(z)u(z) is subharmonic in the domain GG.

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Problem 10.22

Let the function f(z)f(z) be regular in a domain GG. Prove that the functions u(z)=ln⁡∣f(z)∣u(z) = \ln \left|f(z)\right| and u(z)=∣f(z)∣α,α>0u(z) = \left|f(z)\right|^{\alpha }, \alpha > 0, are subharmonic in the domain GG.

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Problem 10.23

Let the functions u1(z)u_{1}(z) and u2(z)u_{2}(z) be subharmonic in a domain GG. Prove that:

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(1)

if the numbers aa and bb are positive, then the function au1(z)+bu2(z)a u_{1}(z)+b u_{2}(z) is subharmonic in the domain GG;

(2)

the function u(z)=max⁡{u1(z),u2(z)}u(z) = \max \left\{ u_{1}(z), u_{2}(z)\right\} is subharmonic in the domain GG;

(3)

the function u(z)=∣u1(z)∣αu(z) = \left|u_{1}(z)\right|^{\alpha } is subharmonic in the domain GG for α>1\alpha > 1;

(4)

for α>0\alpha > 0 the function u(z)=eαu1(z)u(z) = e^{\alpha u_{1}(z)} is subharmonic in the domain GG.

Problem 10.24

Let the functions f1(z),…,fm(z)f_{1}(z), \ldots , f_{m}(z) be regular in a domain GG. Prove that for α>0\alpha > 0 the function u(z)=∣f1(z)∣α+…+∣fm(z)∣αu(z) = \left|f_{1}(z)\right|^{\alpha }+\ldots +\left|f_{m}(z)\right|^{\alpha } is subharmonic in the domain GG.

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Problem 10.25

Let the function f(z)f(z) be regular in the disk ∣z∣<R\left|z\right| < R. Prove that the function

Iα(r)=12π∫02π∣f(reiφ)∣αdφ I_{\alpha }(r) = \frac{1}{2 \pi } \int _{0}^{2 \pi }\left|f\left(r e^{i \varphi }\right)\right|^{\alpha } d \varphi

is, for any α>0\alpha > 0, a monotonically increasing function of rr on the interval 0⩽r<R0 \leqslant r < R (if f(z)≢f(z) \not\equiv const).

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Problem 10.26

Prove that the function

u(z)=φ(Re(z)) u(z) = \varphi (\mathrm{Re}\left(z\right))

is subharmonic in the strip a<Re(z)<ba < \mathrm{Re}\left(z\right) < b if and only if the function φ(x)\varphi (x) is convex downward on the interval a<x<ba < x < b.

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Problem 10.27

Prove that the function u(reiθ)=φ(r)u\left(r e^{i \theta }\right) = \varphi (r) is subharmonic in the annulus ρ<∣z∣<R\rho < \left|z\right| < R if and only if the function φ(r)\varphi (r) is logarithmically convex on the interval (ρ,R)(\rho , R), i.e., if for any three values ρ<r1<r2<r3<R\rho < r_{1} < r_{2} < r_{3} < R the inequality holds

φ(r2)⩽φ(r1)ln⁡r3−ln⁡r2ln⁡r3−ln⁡r1+φ(r3)ln⁡r2−ln⁡r1ln⁡r3−ln⁡r1. \varphi \left(r_{2}\right) \leqslant \varphi \left(r_{1}\right) \frac{\ln r_{3}-\ln r_{2}}{\ln r_{3}-\ln r_{1}}+\varphi \left(r_{3}\right) \frac{\ln r_{2}-\ln r_{1}}{\ln r_{3}-\ln r_{1}}.
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Problem 10.28

Prove that the function u(reiθ)=rρφ(θ)u\left(r e^{i \theta }\right) = r^{\rho } \varphi (\theta ) is subharmonic in the angle α<θ<β\alpha < \theta < \beta if and only if the function φ(θ)\varphi (\theta ) is trigonometrically ρ\rho-convex on the interval (α,β)(\alpha , \beta ), i.e., if for any triple of values θ1,θ2,θ3\theta_{1}, \theta_{2}, \theta_{3} satisfying the conditions α<θ1<θ2<θ3<β\alpha < \theta_{1} < \theta_{2} < \theta_{3} < \beta and θ3−θ1<π/ρ\theta_{3}-\theta_{1} < \pi / \rho, the inequality holds

φ(θ2)⩽φ(θ1)sin⁡ρ(θ3−θ2)sin⁡ρ(θ3−θ1)+φ(θ3)sin⁡ρ(θ2−θ1)sin⁡ρ(θ3−θ1). \varphi \left(\theta _{2}\right) \leqslant \varphi \left(\theta _{1}\right) \frac{\sin \rho \left(\theta _{3}-\theta _{2}\right)}{\sin \rho \left(\theta _{3}-\theta _{1}\right)}+\varphi \left(\theta _{3}\right) \frac{\sin \rho \left(\theta _{2}-\theta _{1}\right)}{\sin \rho \left(\theta _{3}-\theta _{1}\right)}.
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Problem 10.29

Let the function f(z)f(z) be regular in the annulus ρ<∣z∣<R\rho < \left|z\right| < R. Denote

M(r)=max⁡∣z∣=r∣f(z)∣ M(r) = \max _{\left|z\right| = r}\left|f(z)\right|

Prove that for ρ<r1<r2<r3<R\rho < r_{1} < r_{2} < r_{3} < R the inequality holds

ln⁡M(r2)⩽ln⁡r3−ln⁡r2ln⁡r3−ln⁡r1ln⁡M(r1)+ln⁡r2−ln⁡r1ln⁡r3−ln⁡r1ln⁡M(r3). \ln M\left(r_{2}\right) \leqslant \frac{\ln r_{3}-\ln r_{2}}{\ln r_{3}-\ln r_{1}} \ln M\left(r_{1}\right)+\frac{\ln r_{2}-\ln r_{1}}{\ln r_{3}-\ln r_{1}} \ln M\left(r_{3}\right).

(Hadamard's three-circle theorem.)

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Problem 10.30

Let the function f(z)f(z) be regular in the annulus ρ<∣z∣<R\rho < \left|z\right| < R. Denote

Iα(r)=12π∫02π∣f(reiφ)∣αdφ(α>0) I_{\alpha }(r) = \frac{1}{2 \pi } \int _{0}^{2 \pi }\left|f\left(r e^{i \varphi }\right)\right|^{\alpha } d \varphi \quad (\alpha > 0)

Prove that for ρ<r1<r2<r3<R\rho < r_{1} < r_{2} < r_{3} < R the inequality holds

Iα(r1)ln⁡r3r2+Iα(r2)ln⁡r1r3+Iα(r3)ln⁡r2r1⩾0. I_{\alpha }\left(r_{1}\right) \ln \frac{r_{3}}{r_{2}}+I_{\alpha }\left(r_{2}\right) \ln \frac{r_{1}}{r_{3}}+I_{\alpha }\left(r_{3}\right) \ln \frac{r_{2}}{r_{1}} \geqslant 0.
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Problem 10.31

Let the function f(z)f(z) be regular in the half-plane Re(z)>0\mathrm{Re}\left(z\right) > 0 and satisfy the inequality

∣f(z)∣⩽M∣z∣(1+∣z∣)α,α>1(Re(z)>0) \left|f(z)\right| \leqslant \frac{M\left|z\right|}{(1+\left|z\right|)^{\alpha }}, \quad \alpha > 1 \quad (\mathrm{Re}\left(z\right) > 0)

Prove that the function

I(φ)=∫0∞∣f(reiφ)∣drr I(\varphi ) = \int _{0}^{\infty }\left|f\left(r e^{i \varphi }\right)\right| \frac{d r}{r}

is a downward convex function of φ\varphi on the interval −π/2<φ<π/2-\pi / 2 < \varphi < \pi / 2.

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