Let $f$ be a real function of class $\mathcal{C}^2$ on $\mathbb{R}^2 \setminus \{(0,0)\}$. We set, for all $(r,\theta) \in \mathbb{R}^{*+} \times \mathbb{R}$, $$g(r,\theta) = f(r\cos(\theta), r\sin(\theta))$$ For all $(r,\theta) \in \mathbb{R}^{*+} \times \mathbb{R}$, express $\frac{\partial g}{\partial r}(r,\theta)$ and $\frac{\partial g}{\partial \theta}(r,\theta)$ in terms of $$\frac{\partial f}{\partial x}(r\cos(\theta), r\sin(\theta)) \quad \text{and} \quad \frac{\partial f}{\partial y}(r\cos(\theta), r\sin(\theta))$$
Let $f$ be a real function of class $\mathcal{C}^2$ on $\mathbb{R}^2 \setminus \{(0,0)\}$. We set, for all $(r,\theta) \in \mathbb{R}^{*+} \times \mathbb{R}$, $$g(r,\theta) = f(r\cos(\theta), r\sin(\theta))$$ Also express $\frac{\partial^2 g}{\partial r^2}(r,\theta)$ and $\frac{\partial^2 g}{\partial \theta^2}(r,\theta)$ in terms of the first and second partial derivatives of $f$ at $(r\cos(\theta), r\sin(\theta))$.
Let $f$ be a real function of class $\mathcal{C}^2$ on $\mathbb{R}^2 \setminus \{(0,0)\}$. We set, for all $(r,\theta) \in \mathbb{R}^{*+} \times \mathbb{R}$, $$g(r,\theta) = f(r\cos(\theta), r\sin(\theta))$$ Show that $f$ belongs to $\mathcal{H}(\mathbb{R}^2 \setminus \{(0,0)\})$ if and only if, for all $(r,\theta) \in \mathbb{R}^{*+} \times \mathbb{R}$, $$r^2 \frac{\partial^2 g}{\partial r^2}(r,\theta) + \frac{\partial^2 g}{\partial \theta^2}(r,\theta) + r\frac{\partial g}{\partial r}(r,\theta) = 0$$
Let $f$ be a real function of class $\mathcal{C}^2$ on $\mathbb{R}^2 \setminus \{(0,0)\}$. We set, for all $(r,\theta) \in \mathbb{R}^{*+} \times \mathbb{R}$, $$g(r,\theta) = f(r\cos(\theta), r\sin(\theta))$$ Determine the radial harmonic functions of $\mathbb{R}^2 \setminus \{(0,0)\}$, that is, the functions $f$ belonging to $\mathcal{H}(\mathbb{R}^2 \setminus \{(0,0)\})$ such that $(r,\theta) \mapsto f(r\cos(\theta), r\sin(\theta))$ is independent of $\theta$.
Let $a, b, r_1$ and $r_2$ be four real numbers such that $0 < r_1 < r_2$. Determine a function $f$ of class $\mathcal{C}^2$ on $\mathbb{R}^2 \setminus \{(0,0)\}$ such that $$\begin{cases} \Delta f = 0 \\ f(x,y) = a & \text{if } \|(x,y)\| = r_1 \\ f(x,y) = b & \text{if } \|(x,y)\| = r_2 \end{cases}$$
In this subsection II.C, we consider two functions of class $\mathcal{C}^2$, $u : \mathbb{R}^{*+} \rightarrow \mathbb{R}$ and $v : \mathbb{R} \rightarrow \mathbb{R}$ and we set $$\forall (r,\theta) \in \mathbb{R}^{*+} \times \mathbb{R} \quad f(r\cos(\theta), r\sin(\theta)) = u(r)v(\theta)$$ The function $f$ is then a function of class $\mathcal{C}^2$ on $\mathbb{R}^2 \setminus \{(0,0)\}$, called a function with separable polar variables. Show that, if $f$ is not identically zero, then $v$ is $2\pi$-periodic.
In this subsection II.C, we consider two functions of class $\mathcal{C}^2$, $u : \mathbb{R}^{*+} \rightarrow \mathbb{R}$ and $v : \mathbb{R} \rightarrow \mathbb{R}$ and we set $$\forall (r,\theta) \in \mathbb{R}^{*+} \times \mathbb{R} \quad f(r\cos(\theta), r\sin(\theta)) = u(r)v(\theta)$$ The function $f$ is then a function of class $\mathcal{C}^2$ on $\mathbb{R}^2 \setminus \{(0,0)\}$, called a function with separable polar variables. Show that, if $f$ is harmonic and not identically zero on $\mathbb{R}^2 \setminus \{(0,0)\}$, then there exists a real number $\lambda$ such that $u$ is a solution of the differential equation (II.1) $$r^2 z''(r) + r z'(r) - \lambda z(r) = 0$$ and $v$ is a solution of the differential equation (II.2) $$z''(\theta) + \lambda z(\theta) = 0$$
In this subsection II.C, we consider two functions of class $\mathcal{C}^2$, $u : \mathbb{R}^{*+} \rightarrow \mathbb{R}$ and $v : \mathbb{R} \rightarrow \mathbb{R}$ and we set $$\forall (r,\theta) \in \mathbb{R}^{*+} \times \mathbb{R} \quad f(r\cos(\theta), r\sin(\theta)) = u(r)v(\theta)$$ We assume here that $\lambda = 0$. What are the $2\pi$-periodic solutions of (II.2): $$z''(\theta) + \lambda z(\theta) = 0$$
In this subsection II.C, we consider two functions of class $\mathcal{C}^2$, $u : \mathbb{R}^{*+} \rightarrow \mathbb{R}$ and $v : \mathbb{R} \rightarrow \mathbb{R}$ and we set $$\forall (r,\theta) \in \mathbb{R}^{*+} \times \mathbb{R} \quad f(r\cos(\theta), r\sin(\theta)) = u(r)v(\theta)$$ We assume here that $\lambda = 0$. Solve (II.1) on $\mathbb{R}^{+*}$: $$r^2 z''(r) + r z'(r) - \lambda z(r) = 0$$
In this subsection II.C, we consider two functions of class $\mathcal{C}^2$, $u : \mathbb{R}^{*+} \rightarrow \mathbb{R}$ and $v : \mathbb{R} \rightarrow \mathbb{R}$ and we set $$\forall (r,\theta) \in \mathbb{R}^{*+} \times \mathbb{R} \quad f(r\cos(\theta), r\sin(\theta)) = u(r)v(\theta)$$ We assume here that $\lambda = 0$. Deduce from this, in the case $\lambda = 0$, the harmonic functions with separable polar variables.
In this subsection II.C, we consider two functions of class $\mathcal{C}^2$, $u : \mathbb{R}^{*+} \rightarrow \mathbb{R}$ and $v : \mathbb{R} \rightarrow \mathbb{R}$ and we set $$\forall (r,\theta) \in \mathbb{R}^{*+} \times \mathbb{R} \quad f(r\cos(\theta), r\sin(\theta)) = u(r)v(\theta)$$ We now assume $\lambda \neq 0$. Give a necessary and sufficient condition for (II.2) $$z''(\theta) + \lambda z(\theta) = 0$$ to admit non-zero $2\pi$-periodic solutions. Give these solutions.
In this subsection II.C, we consider two functions of class $\mathcal{C}^2$, $u : \mathbb{R}^{*+} \rightarrow \mathbb{R}$ and $v : \mathbb{R} \rightarrow \mathbb{R}$ and we set $$\forall (r,\theta) \in \mathbb{R}^{*+} \times \mathbb{R} \quad f(r\cos(\theta), r\sin(\theta)) = u(r)v(\theta)$$ We now assume $\lambda \neq 0$. Solve (II.1) on $\mathbb{R}^{+*}$: $$r^2 z''(r) + r z'(r) - \lambda z(r) = 0$$ One may consider, justifying its existence, a function $Z$ of class $\mathcal{C}^2$ on $\mathbb{R}$ such that, for all $r > 0$, $z(r) = Z(\ln(r))$.
In this subsection II.C, we consider two functions of class $\mathcal{C}^2$, $u : \mathbb{R}^{*+} \rightarrow \mathbb{R}$ and $v : \mathbb{R} \rightarrow \mathbb{R}$ and we set $$\forall (r,\theta) \in \mathbb{R}^{*+} \times \mathbb{R} \quad f(r\cos(\theta), r\sin(\theta)) = u(r)v(\theta)$$ We now assume $\lambda \neq 0$. Which are the solutions of (II.1) that extend continuously to 0?
Throughout this part, $f$ denotes a function that expands in a power series on $D(0,R)$, i.e., $$\forall (x,y) \in D(0,R), \quad f(x,y) = \sum_{n=0}^{+\infty} a_n (x + \mathrm{i} y)^n$$ Show that $\forall r \in [0, R[$, $|f(0)| \leqslant \sup_{t \in \mathbb{R}} |f(r\cos(t), r\sin(t))|$.
Show an analogous result to Q34 for harmonic functions: for a harmonic function $g$ on $D(0,R)$, show that $\forall r \in [0, R[$, $|g(0)| \leqslant \sup_{t \in \mathbb{R}} |g(r\cos(t), r\sin(t))|$.
Throughout this part, $f$ denotes a function that expands in a power series on $D(0,R)$, i.e., $$\forall (x,y) \in D(0,R), \quad f(x,y) = \sum_{n=0}^{+\infty} a_n (x + \mathrm{i} y)^n$$ Show that if $|f|$ attains a maximum at 0, then $f$ is constant on $D(0,R)$.
Show the d'Alembert-Gauss theorem: every non-constant complex polynomial has at least one root. One may proceed by contradiction, assume that there exists a polynomial that does not vanish, and consider its inverse.
Let $h$ be a function from $\mathbb{R}$ to $\mathbb{R}$, continuous and $2\pi$-periodic on $\mathbb{R}$. We seek to solve the Dirichlet problem on the unit disk; we need to determine the function or functions $f$ defined and continuous on $\overline{D(0,1)}$, of class $\mathcal{C}^2$ on $D(0,1)$, and such that $$\begin{cases} \Delta f = 0 \text{ on } D(0,1) \\ \forall t \in \mathbb{R}, f(\cos(t), \sin(t)) = h(t) \end{cases}$$ For this, we set, for any complex number $z$ such that $|z| < 1$, $$g(z) = \frac{1}{2\pi} \int_0^{2\pi} h(t) \mathcal{P}(t,z) \, \mathrm{d}t \quad \text{where} \quad \mathcal{P}(t,z) = \operatorname{Re}\left(\frac{\mathrm{e}^{\mathrm{i}t} + z}{\mathrm{e}^{\mathrm{i}t} - z}\right)$$ Show that the function $z \mapsto \frac{\mathrm{e}^{\mathrm{i}t} + z}{\mathrm{e}^{\mathrm{i}t} - z}$ is expandable in a power series for $|z| < 1$ and calculate its power series expansion. Deduce that the function $(x,y) \mapsto g(x + \mathrm{i}y)$ is a harmonic function on $D(0,1)$.
Let $h$ be a function from $\mathbb{R}$ to $\mathbb{R}$, continuous and $2\pi$-periodic on $\mathbb{R}$. For any complex number $z$ such that $|z| < 1$, $$g(z) = \frac{1}{2\pi} \int_0^{2\pi} h(t) \mathcal{P}(t,z) \, \mathrm{d}t \quad \text{where} \quad \mathcal{P}(t,z) = \operatorname{Re}\left(\frac{\mathrm{e}^{\mathrm{i}t} + z}{\mathrm{e}^{\mathrm{i}t} - z}\right)$$ Show that, for any complex number $z$ such that $|z| < 1$, $\frac{1}{2\pi} \int_0^{2\pi} \mathcal{P}(t,z) \, \mathrm{d}t = 1$.
Let $h$ be a function from $\mathbb{R}$ to $\mathbb{R}$, continuous and $2\pi$-periodic on $\mathbb{R}$. For any complex number $z$ such that $|z| < 1$, $$g(z) = \frac{1}{2\pi} \int_0^{2\pi} h(t) \mathcal{P}(t,z) \, \mathrm{d}t \quad \text{where} \quad \mathcal{P}(t,z) = \operatorname{Re}\left(\frac{\mathrm{e}^{\mathrm{i}t} + z}{\mathrm{e}^{\mathrm{i}t} - z}\right)$$ Let $\varphi \in \mathbb{R}$. Show that, for any complex number $z$ such that $|z| < 1$, $g(z) = \frac{1}{2\pi} \int_{\varphi}^{\varphi + 2\pi} h(t) \mathcal{P}(t,z) \, \mathrm{d}t$.
Let $h$ be a function from $\mathbb{R}$ to $\mathbb{R}$, continuous and $2\pi$-periodic on $\mathbb{R}$. For any complex number $z$ such that $|z| < 1$, $$g(z) = \frac{1}{2\pi} \int_0^{2\pi} h(t) \mathcal{P}(t,z) \, \mathrm{d}t \quad \text{where} \quad \mathcal{P}(t,z) = \operatorname{Re}\left(\frac{\mathrm{e}^{\mathrm{i}t} + z}{\mathrm{e}^{\mathrm{i}t} - z}\right)$$ Show that, for all $r \in [0,1[$ and all real $t$ and $\theta$, $$\mathcal{P}\left(t, r\mathrm{e}^{\mathrm{i}\theta}\right) = \frac{1 - r^2}{1 - 2r\cos(t-\theta) + r^2}$$
Let $h$ be a function from $\mathbb{R}$ to $\mathbb{R}$, continuous and $2\pi$-periodic on $\mathbb{R}$. For any complex number $z$ such that $|z| < 1$, $$g(z) = \frac{1}{2\pi} \int_0^{2\pi} h(t) \mathcal{P}(t,z) \, \mathrm{d}t \quad \text{where} \quad \mathcal{P}(t,z) = \operatorname{Re}\left(\frac{\mathrm{e}^{\mathrm{i}t} + z}{\mathrm{e}^{\mathrm{i}t} - z}\right)$$ Show that, for all $\delta \in ]0, \pi[$ and all real $\varphi$, $$\int_{\varphi+\delta}^{\varphi+2\pi-\delta} \mathcal{P}(t,z) \, \mathrm{d}t \xrightarrow[z \rightarrow \mathrm{e}^{\mathrm{i}\varphi}]{} 0$$
Let $h$ be a function from $\mathbb{R}$ to $\mathbb{R}$, continuous and $2\pi$-periodic on $\mathbb{R}$. For any complex number $z$ such that $|z| < 1$, $$g(z) = \frac{1}{2\pi} \int_0^{2\pi} h(t) \mathcal{P}(t,z) \, \mathrm{d}t \quad \text{where} \quad \mathcal{P}(t,z) = \operatorname{Re}\left(\frac{\mathrm{e}^{\mathrm{i}t} + z}{\mathrm{e}^{\mathrm{i}t} - z}\right)$$ Using Heine's theorem, show that, for all $\varepsilon > 0$, there exists $\delta > 0$ such that, for all real number $\varphi$ and all complex number $z$ satisfying $|z| < 1$, $$|g(z) - h(\varphi)| \leqslant \frac{\sup_{t \in \mathbb{R}} |h(t)|}{\pi} \int_{\varphi+\delta}^{\varphi+2\pi-\delta} \mathcal{P}(t,z) \, \mathrm{d}t + \varepsilon$$