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MATHEMATICAL Surveys and Monographs
Volume 5
The Kernel Function and Conformal Mapping Stefan Bergman
http://dx.doi.org/10.1090/surv/005
2000 Mathematics Subject Classification. Primary 30-XX.
Library of Congress Catalog Card Number 68-58995
International Standard Book Number 0-8218-1505-9
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© Copyright 1950 by the American Mathematical Society. Second (Revised) Edition, 1970
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12 11 10 9 8 7 06 05
TO THE MEMORY OF MY SISTERS
Franciszka Anka Bergman
and
Marta Haltrecht
PREFACE TO THE FIRST EDITION
The purpose of this survey is to present a number of methods and principles which are of wide applicability in such branches of analysis as function theory. partial differential equations, differential geometry, etc. The underlying idea is to consider linear classes of functions in which a norm can be introduced and the notion of orthogonality defined. While there is a large degree of arbitrariness in the choice of the norm, there exist in each individual case certain natural norms which are distinguished by geometrical or physical properties.
With the help of a complete system of orthonormal functions {<P*(P)} belonging to a particular class, the kernel function ^L*!°=I<P„(P)*PAQ) of this class is defined. While the formal techniques of operating with complex orthogonal functions are very similar to those well known in the theory of Fourier series, the kernel function is a new concept with fundamental properties which have no counterpart in the classical theory of real orthogonal functions.
The method of complex orthogonal functions can equally well be applied to various fields of analysis such as the theory of functions of several complex variables, the theory of functions satisfying partial differential equations of elliptic type, and differential geometry. Our special emphasis, however, will be on applications to the theory of conformal mapping. It will be shown that, in the case of multiply-connected domains, the kernel function is intimately related to the classical domain functions, such as the Green's and the Neumann's functions, the harmonic measures, and the mapping functions onto canonical domains. It thus becomes possible to solve both the boundary value problems of potential theory and the classical conformal mapping problem, once the kernel function of a domain is known.
The fact that the kernel function can be expressed in terms of a complete orthonormal system makes it possible to solve numerically these boundary value and mapping problems for arbitrarily given domains. This is of importance in various fields of physics; in particular, in fluid mechanics elasticity, and electricity. The actual computation of a complete orthonormal system is a rather time-consuming procedure; but with the aid of modern computational technique, these processes come well within the range of practical application.1
Two short chapters, one on partial differential equations of elliptic type and one on functions of two complex variables, have been inserted in the book in order to give the reader a general idea as to how the orthogonal functions method applies to other fields. The reader interested in more detailed information on these subjects is referred to the papers listed in the bibliography.
I wish to express my gratitude to Professors P. R. Garabedian and Zeev Nehari for their cooperation in the preparation of this book, and their numerous valua-
The first step in developing these procedures consists in working out a convenient set of detailed formulas, which later have to be translated into the language of computing machines. See e.g. Bergman [29],
v
vi PREFACE TO THE FIRST EDITION
ble suggestions which resulted in the simplification and more concise presentation of many proofs. Further, I acknowledge my indebtedness to Professor M. Schiffer with whom I discussed large parts of the book and whose contributions to the theory form a substantial part of the material presented. Finally, 1 thank Professor H. Behnke, Dr. L. Geller, Professors M. Heins, H. Royden, L. Sario, and G. Springer for their pertinent criticism and helpful advice while reading the final manuscript.
PREFACE TO THE SECOND EDITION
Various new results about the kernel function, in particular its applications to the geometry of bounded domains, the study of pseudo-conformal transformations, l and its abstract approach, have been obtained since the first edition appeared. To make a survey about all these investigations would mean to write a new book, a work which lies beyond the present task and which has to be left to the future. Consequently, various important new results will not be discussed in the present edition. However, the author attempted to compile a complete bibliography, and the reader interested in these (here not discussed) new results should consult the original papers.
The reader will find nonetheless information about some applications outside conformal mapping. In Chapter XI of the first edition some results in the theory of two complex variables are discussed. Since these considerations do not represent a total picture of today's knowledge of these problems, the old Chapter XI has been replaced by new Chapters XI and XII, in which essentially the same questions are treated in the light of present achievements. Again, completeness of the presentation of these problems cannot be claimed.
The modern abstract approach in the theory of Hilbert spaces with the kernel function is not included, since it requires knowledge of functional analysis in greater measure than is generally assumed by the considerations of the present book. Similarly, various results relating to the application of the kernel function to the study of complex manifolds are omitted, since they require acquaintance with differential geometry in a larger degree than expected of the reader.
The contemporary computing machinery opens unlimited possibilities for the numerical applications of mathematical methods in physics and technology. Procedures to be used when applying the theory of the kernel function for the above purposes are indicated in X.5 and various other parts of the book. The author hopes that this new edition will also be of interest to engineers and physicists.
Various chapters of the theory of Hilbert spaces with the kernel functions are presented in other books, in particular lb and the books by Epstein 4a, Fuks5, 5a, 5b, and Meschkowski 15b should be mentioned in this connection. (See p. 231).
I wish to thank my colleagues J. Burbea, P. Caraman, K. T. Hahn, S. Kobayashi, A. Koranyi, C. Loewner, M. Skarczynski and J. A. Wolf for discussions and their valuable advice and suggestions. Thanks are also due to Mrs Charlotte Austin for her outstanding typing and editorial work. Finally the author is indebted to A EC for their support.
1 Pseudo-con formal transform a I ions are one-to-one mappings of domains D by n holomorphic functions of n complex variables with a nonvanishing determinant. Here D denotes a domain of the Z\f *2t * * *,zw-space.
vii
CONTENTS
I. ORTHOGONAL FUNCTIONS 1
1. Introduction, notation, definitions 1 2. The Riesz-Fischer theorem 5 3. The kernel of a system of orthonormal functions g 4. Closed systems 10 5. Doubly orthogonal functions 14 6. A method of analytic continuation lg
II. THE KERNEL FUNCTION AND ASSOCIATED MINIMUM PROBLEMS 21
1. The kernel function 21 2. A general minimum problem . 24
III. THE INVARIANT METRIC AND THE METHOD OF THE MINIMUM INTEGRAL. 31
1. Introduction 31 2. The invariant metric 32 3. Simply-connected domains 34 4. General considerations 35 5. The curvature of the invariant metric 39
IV. KERNEL FUNCTIONS AND HILBERT SPACE . . . . 42
V. REPRESENTATION OF THE CLASSICAL DOMAIN FUNCTIONS 46
1. The Dirichlet integral and the classical functions 46 2. Orthogonal harmonic functions 49 3. Representation of Green's and Neumann's functions 52 4. Further identities involving the kernel function 59 5. Some further domain functions . 62 6. The ^-transforms 67 7. The eigenfunctions of the ^-kernel 71 8. Discussion of the eigenfunctions 75 9. The space A5 and its kernel functions 80 10. Applications to the theory of univalent functions . 86
VI. CANONICAL CONFORMAL TRANSFORMATIONS 89
1. Introduction 89 2. Representative domains. 89 3. An extremal property of the domains £4 95 4. Representation of canonical mapping functions in terms of the kernel function 99 5. Representative domains R(B, i) 105
be
* CONTENTS
VII. ORTHOGONALIZATION OVER THE BOUNDARY 108
1. Definitions and elementary properties 108 2. An auxiliary extremal problem . . ^ 110 3. Identification of the function K(z, £) 114 4. Connections with the theory of bounded functions 117 5. Weighted kernels 120
VIII. VARIATIONAL METHODS , 122
1. The Hadamard variational method 122 2. Properties of monotonicity of domain functions 127 3. The Schiffer variational method 130
IX. EXISTENCE PROOFS 1 3 8
X. PARTIAL DIFFERENTIAL EQUATIONS. 144
1. Introduction - 144 2. Orthogonal expansions for the Green's and Neumann's functions 151 3. Differential equations with non-definite coefficient 155 4. The equation of elasticity 160 5. Numerical evalution of solutions of boundary value problems represented by
the kernel function 164
XL FUNCTIONS OF TWO COMPLEX VARIABLES AND PSEUDO-CONFORMAL MAPPINGS 166
1. Examples of domains and their visualization 166 2. Geometry of the space of two complex variables . > 170 3. Orthogonal functions of two complex variables 176 4. A metric invariant with respect to PCT's * 182 5. Representative domains 187 6. Interior distinguished sets 194 7. The method of minimum integrals 198 8. The behavior of the kernel function KB (Z, Z) in the neighborhood of the
boundary 203 9. Further bounds for the length of the line element of the invariant metric . . . 206
XII. GENERALIZATION OF POTENTIAL-THEORETICAL AND CERTAIN SUBCLASSES OF FUNCTIONS 211
1. Certain subclasses of functions /(zi ,Z2) in domain with a distinguished boundary surface 211
2. Functions of the extended class 214 3. A generalized Poisson-Jensen formula for analytic polyhedra 216 4. The generalized Nevanlinna formula 219 5. Inequalities for certain functionate 221 6. A generalization of Fatou's theorem 224 7. Remark on functions of the extended class 228 8. Functions orthogonal with respect to the distinguished boundary surface • • • 229
BIBLIOGRAPHY 231
INDEX 253
BIBLIOGRAPHY
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INDEX A ( r , 5 , / - 1 ) , 222 AU(R),85 Abelian integrals, 49 Ahlfors version of the Schwarz-Pick
lemma, 207 Algol program for solution of a boundary
value problem, 165 Analytic angle, 175 Analyti continuation, 18, £7 Analytic functions of two complex
variables, 166 Analytic hypersurface, 170, 224
with axis reduced to a point (an example), 213
Analytic polyhedron, 168,171 Analytic surface, 170 Angle of deviation, 175 Approach A to a boundary point, 204 Area A of the complement B of B
(inequalities for A), 78 Area AU(R) of R with respect to u <£ Rt 85 Average quadratic error, 3 Axial symmetric harmonic functions, 165 Axis of representation of a segment of an
analytic hypersurface, 211
B-area of a surface, 176 Basic space, 33 Behavior on the boundary of the metric
and the curvature, 38, 39, 204 Bessel inequality, 3 Bicylinder, 167 Biharmonic function (s), 214, 226 Bjorken-Gilbert-Landau conditions, 151 Bound for the growth of a function, 20 Bound for the lowest eigenvalue \\ of
equation V, (97), 78 Boundary behavior of the kernel function,
38,203 Boundary conditions for a plate
with clamped edges, 163 with free edges, 163
Boundary of four-dimensional domain, 167 Boundary value problem of first and
second kinds, 144 Bounded functions, 117
Canonical domains, 89 Canonical mapping functions, in terms of
kernel function, 99
Cauchy formula (generalized), 173,174 Cauchy sequence, 43 Cauchy-Riemann equations, 48
(generalized), 163 in the theory of functions of two complex
variables, 166,180 Chern class, 186 Christoffel symbols, 184,185 Circular domain, 168
C, 168,190 Classical domain functions, 46 Closed orthogonal system, existence of, 10
for a simply-connected domain, 12 Closed system of orthogonal functions, 3 ,10 Compact family, 10,15 Complement B of B, 78 Complete space, 43 Completely additive set function, 227 Complex derivatives, 35 Conformal capacity (introduced by
Loewner), 210 Conjugate harmonic function, 48 Connection between the kernel and
Green's function, 60 Countable basis, 43 Curvature
in analytic direction {ua) , 185 bounds for, 36,37 Gaussian, 32 of invariant metric, 35 radius of, 32 of a surface, 175 total, 32
Curve, length of, 31
£ ( * , * ) , 47 Darboux sums, 132 A„(z,f),83 Determinantal notation, 25 Diffeomorphism, 206 Differential equations, of elliptic type, 144
with a non-definite coefficient, 155 Differential geometry, 31 Differential operators, 35 Differential parameter of Schwarz {<t>, z), 64 Dirichlet integral, 46,147
as metric, 50 Dirichlet problem, 54,144
solved using kernel function, 54
253
254 INDEX
Distinguished boundary, 172 D2(r),221,224
Distortion of length, 206 bounds for, 206
Distortion (maximal) in quasi-conformal mapping, 210
Distortion theory, 39 Domain, canonical, 89
for which polynomials are closed, 13 Domain (s) of comparison, 37,199
examples, 202 Domain functions, 46
monotonicity of, 127 Doubly harmonic functions, 214 Doubly orthogonal functions, 14
E(\, H, a) (approach E(\, <fi2, <*)), 226 Eigenvalues and eigenfiinctions of LB(z, f), 72 e-isometry, 209 Elasticity equation, AA<*> = 0,160
solution of boundary value problems for, 163
Element of the B-area, <fft(2)(zlfz2),201 Elliptic differential equations, 42,144 Entire functions, 221 e -quasi-conformal, 210 Equation of elasticity, AA^ = 0,160 Equation between Green's function and
kernel function, 61,62,162 Equivalence class, 33 Euler-Lagrange equation, 145 Exceptional values for the hypersurface s and the function /, 222
Existence of slit mappings, 143 Expansion theorems, 7,145,149,163,178 Extended class of functions, 214 Exterior domain of comparison, 200 Exterior normal, 226 Extremal curves, 31 Extremal properties of canonical domains, 95
F,(z),48 Fatou's theorem (generalized), 224 Feyroan's integral, 151 First boundary value problem, 54 First fundamental form, 31 Four dimansional domains, 166
visualization of, 167 Fourier coefficient, 2 Fourier expansion, 148 Fubini-Study metric, 186 Functions
compact family of, 10 doubly-harmonic, 214
doubly-orthogonal, 14 equi-continuous family of, 145 extended class of, 228 of extended class (complex), 215 of extended class (real), 214, 217 of the first kind, 49 of upper extended class, 228 of lower extended class, 228 orthogonal with respect to the distinguished
boundary surface, 229 of the second kind, 49 of third kind, 49 of two complex variables, 166,176
Fundamental domain, 43 Fundamental solution S(Z, Z), 144
G(2,f ) ,52,60,62 8(z, fK83 rfl("U-),65 TB(z, fK 80 r(p,(z,rt,83 Gaussian curvature, 32 Genus of a closed Riemann surface, 49 Geodesies, 31 Geometric quantities, 65 Gram-Schmidt orthogonalization procedure, 3 Green's formula, 47 Green's function, 46
construction of, 151 eigenfiinctions, 154 of extended class, 215 relation to Neumann's function, 52 representation, 52,153
by kernel function, 56 variation of, 132
Grunsky necessary and sufficient conditions for uni valency, 87
Grunsky inequalities, 202
Hp (class Hp), 225 Had am aid variational method, 122,124 Harmonic functions, 46
closed system of, 49 Harmonic measure, 47
conjugate harmonic function, 48 representation in terms of kernel
function, 55 Hermitian bilinear form, 28 Hermitian form, 18 Hermitian metric, 184 Hermitian symmetric space, 206 Hilbert space, 42, 43
with kernel function, 45 Homeomorphism, 206
INDEX 255
Hyperbolic distance p(ft, ft) in the theory of one variable, 198
Hyperbolic measure, generalization of, 199 Hyperbolic metric, 35 Hypersphere, 167
Identities connecting domain functions, 62 Indicatrix of the metric, 196 Indicatrix of a Riemannian manifold (in the
space of one complex variable), 39 Infinitesimal PCT, 186 Integral operator of first kind, 149 Integrals of first kind, 49 Interior distinguished set, 41,194 Interior domain of comparison, 200 Interior normal, 227 Invariant metric, 32, 33,183 Invariant with respect to PCT's, 183
«/</,*), 1 JB(ZU ZT) invariant, 198 Jacobi reduction of a form, 28 JumpA(T/(z))ofT/(z) ,67
*(z, ^ 5 2 # B ( * , £ ) , 2 9 , 6 2 , 1 7 8 KB(2,£) ,49,80 KBiz.p, 110 /tx(z,r),(A = A(z )>0) ,120 ko(z, 0 ,122 M * . £ ) , 5 9 K(z, rt, 110 X n (z , f ) ,108 K,(z,r),82_ K(zltz2ttlft2), 229 Kahler manifold with constant
curvature R, 187 Kahler metric, 184 Kernel of Cauchy formula, 174 Kernel of a system of orthonormal
functions, 8,178 Kernel function, 43,61,80,108,138,147,
148,153,159,160,163 boundary behavior of, 38 boundary relation of, 143 canonical mapping functions in terms of, 99 for circle, 9,110 of the class/ ,49 extremal property, 118,180 harmonic, 51 identities, 59 independence of a closed system of
orthogonal functions, 21,178
inequality in terms of, 23 invariance of, 180 K(zJ) of analytic functions, 21 minimum property of, 44 monotonicity of, 44 for non-bounded, non-schlict domains, 37 of an orthogonal system, 9 relative invariant, 33 reproducing property of, 22,44,114 for ring, 10 for simply-connected domains, 13,110 ofspaceA,(B),80 in two complex variables, 178 uniqueness of, 23 variation of, 122
/ ,63 X2 = X2(B) (see also footnote 6, p. 67), 1 / 2 (B) ,49 £jj(*, r),80 LB(z,rt, 62,63 X 2 (B) ,49 X2(B), Xoio(B), X&,i(J3) (classes of
functions), 191 IB(W> ") series development, 77 lB{w,J) transformation law OHB(W,U) in
conformal mapping, 77 L (D ) (D the distinguished boundary surface), 229
L ^ (Hermitian form), 202 L (kernel L), 62 Lp (class Lp), 225 /«(*.«. 82 Lt(z,t)f 82 Ht„ %)t inequalities for, 66 L(z,t), 110, 111 Lamina of a segment of an analytic
hypersurface, 172 A2(B),47 /&(B), 122 A2(B),50 4(0 , 21 Xjs (zi,z2), 199 Ar (space), 69 X, (eigenvalues), 72 A, (space A«), 74, 80, 82 Laplace equation, 144,145 Length, an absolute invariant, 33
of a curve, 31 Level hypersurfaces J (z\, z2, zi,z2) = const, of the invariant J for the domains l * i | 2 / P + l * 2 l 2 < 1.195
Level lines J (z,z) = const., 40,41
256 INDEX
Limit relations when approaching a boundary point, 204, 205
Linear independence, 1 Linear space, 43 Loewner's conformal capacity, 210 Logarithmic singularity, (singularities),
46,152 L-transform of/, T/(z), 67 /•transformation, 67
Mapping function, for simply-connected domain, 24
existence of, 98 Mapping radius d of a domain (inequalities
ford), 78 Mapping theorems, 89 Matrix notation, 24 Maximum boundary set, 168 M i ( z , 0 , 2 1
Meromorphic functions, 221 of several complex variables, 221, 223
Method of minimum integral, 39,198 Method of orthogonal functions in the theory
of analytic functions, 176 Metric, invariant with respect to CT, 32
boundary behavior of, 37, 38 Gaussian curvature of, 38, 39 monotonicity of, 34 of Pick-Poincare, 34, 35
Metric invariant with respect to PCT's, 182,183
Metric on a complex manifold, 185 Minimal domain with respect to t, 24 Minimal domain with respect to (*i, t2), 193 Minimal problems, 178 Minimizing function, 21 Minimum area, 24 Minimum functions, 181 Minimum problem, 24, 30
and partial differential equations, 145 Minimum problems with interpolation conditions, 30
Minimum value XXQ0'"Xmn(t), 178,179,198 M-minimal domain, 24 Modulus of a doubly-connected domain, 134 Moments of the Xth degree, 222, 223 Monotonic properties of minimum X's, 36,199 M ( r , / ) , 221 Multiply-connected domains, 89
N (condition JV), 225 N (condition N ) , 225 N(2 , r t , 52 ,61 ,62 N(2;f ,*b),53
n-dimensional complex projective space Pn, 187
n-dimensional euclidean space C", 187 Nehari's theorem about kx(z, 7), 120 Neumann's function, 46,144,148
construction of, 151 relation to Green's function, 52 representation of, 52,153
Neumann's problem, 55,144 solved with the help of kernel function, 55
Nevanlinna's formula (generalized), 219 Nevanlinna's theory of meromorphic func
tions of one complex variable, 216 N on -Euclidean length, 34 Non-Euclidean volume element, dil (z l f z2),
200 Norm, in Hilbert space, 43 Normal derivative, 144 Normal family, 135, 211 Normal manifold, 185
holomorphic sectional curvature, 185 unitary curvature, 185
Normalization, 2 Normed space, 43
O(M), extended class O(M), 217 fl2,43 «,(z),47 Orbit, 169 Orthogonal functions, 2
of two complex variables, 176 Orthogonal harmonic functions, 49 Orthogonal trajectories, 41 Orthogonalization over the boundary, 108 Orthogonalization process, 3 Orthonormal functions, 2 Orthonormal system (s),
for elliptic differential equations, 151 for equation AA4 = 0,161 of functions, 2
Orthonormalization conditions, 177
Parseval formula, 3 Parseval identity, 152 Partial differential equation (s), 144
fundamental solution of a, 144 of elliptic type, 144
PCT (pseudo-conformal transformations), 166 normalized, 188 onto the representative with distinguished
point (*i,*2),188,189 P(z ,r ) ,48 P,„, period of F,{z), 48 K ( z ) | , 8 1 #„(z) (eigenfunctions), 75
INDEX 257
4>(z,u), 82 Plemelj's theorem, 67,104 Plessner's theorem, 228 Poisson formula (generalized), 176, 215 Poisson's ratio, 162,164 Poisson-Jensen formula (generalized), 218 Polygonal domains, 4 Polyhedron (analytic), 168,171, 224 Positive definite form, 28 Positive definite Hermitian quadratic form, 44 Positive definite Hermitian scalar product, 43 Potential-theoretical method, 228 Potential theoretical methods in the theory
of functions of two complex variables, 211 Principle, of hyperbolic measure, 34
of minimum integral, 39,178 Principal minors of the determinant £&! .x - X.£*«x. 202
Privaloff's theorem, 104 Projection into the class ft , 154 Pseudo-conformal equivalence, 187,188 Pseudo-conformal isometry, 186 Pseudo-conformal transformation (PCT),
166,182 of a circular domain, 181,197 invariant of, 183
^Mp) (eigenfunctions), 72 *,p (eigenfunctions), 72 *,(*) = i ( l - A , - 2 r l / 2 T V , ( 2 ) , 7 9 *(z ,u) , 82 P(z;u,v),80
Quasi-isometry, 209 Qfcu f i / ) ,80
Regularity conditions in terms of (as \ for a function 4>{z) = ^aszs in a domain D, 18, 87
Reinhardt circular domain, 169, 194 Representative coordinates at *, 189 Representative (representative domain), 187 Representative domains, 105 Representative R(B, t), 105,188 Representative with a distinguished point, 188 Reproducing property, 21 Ricci curvature, 184 Ricci tensor, 184 Riemann (sectional) curvature, 184 Rieraann curvature tensor, 184 Riemann mapping theorem, 34 Riemannian manifold, 31 Riesz-Fischer theorem, 5 Robin's constant, 128 Robin's problem, 164 Runge's theorem, 13
S 3 = U r D 2 (r) ,221 Scalar product, 1 Schiffer variational method, 130 Schottky theory (see footnote 3), 49 Schwarz inequality, 1 Schwarz's lemma, 44
(generalized), 45 Schwarz-Christoffel constants, 103 Schwarz-Pick (lemma of), 198, 206, 207 Second boundary value problem, 55 Sectorial approach, 226 Sectorial limit, 227 Simply connected domain, 34 Slit mapping, 98,102 Smooth curves, 46 Space
linear, normed, complete, 43 Spherical harmonics, 165 Stieltjes integral, 132 Strong derivative, 227 Surface, 31 Symmetry of G and N, 46 Symmetry relation for periods p,„ of
normalized functions of the first kind, 48 Szego kernel function, 110
(generalized), 229
T/(z),67 TK(z,w)>68 T>„ orthogonality of (T>„), v = 1, 2, • • •, 79 T[T/(z)],69 Totally geodesic analytic surface, 191 Triangle inequality in Hilbert space, 43 Triply connected domain (in the plane), 40, 41 Tubular domain, 169,170 Two-dimensional harmonic functions, 49, 165
Univalency (necessary and sufficient conditions), 87
Univalent function, 86 Universal covering surface, 35
Variation, of analytic kernel, 126 of Green's function, 125,132 of harmonic measures, 126 of kernel function, 124 of period p ^ , 127
Variational method, of Hadamard, 122 of Schiffer, 130
Weierstrass approximation theorem, 151 Weierstrass p-function, 10
f-function, 10 Weighted kernels, 120 Weighting functions, 20