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 $|z| < 1$, set $$g(z) = \frac{1}{2\pi} \int_0^{2\pi} h(t) \mathcal{P}(t,z)\, \mathrm{d}t \quad \text{where} \quad \mathcal{P}(t,z) = \operatorname{Re}\left(\frac{\mathrm{e}^{\mathrm{i}t} + z}{\mathrm{e}^{\mathrm{i}t} - z}\right)$$ Show that the function $z \mapsto \frac{\mathrm{e}^{\mathrm{i}t} + z}{\mathrm{e}^{\mathrm{i}t} - z}$ is expandable as 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 $|z| < 1$, set
$$g(z) = \frac{1}{2\pi} \int_0^{2\pi} h(t) \mathcal{P}(t,z)\, \mathrm{d}t \quad \text{where} \quad \mathcal{P}(t,z) = \operatorname{Re}\left(\frac{\mathrm{e}^{\mathrm{i}t} + z}{\mathrm{e}^{\mathrm{i}t} - z}\right)$$
Show that the function $z \mapsto \frac{\mathrm{e}^{\mathrm{i}t} + z}{\mathrm{e}^{\mathrm{i}t} - z}$ is expandable as 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 $D(0,1)$.