Theorem 3.2.12 (Half-space Poisson integral).9ADD2DF19642 Let $f:\mathbb R^{d-1}\to \mathbb R$ be bounded and Lebesgue measurable, and let $c\in \mathbb R$. Then
\[ u(x',t)=ct+\int _{\mathbb R^{d-1}}P_ H((x',t),z)f(z)\, dz \]
is harmonic on $H$, and $|u(x',t)-ct|\leq \| f\| _\infty $. If $f$ is continuous at $z_0$, then $u(x',t)\to f(z_0)$ as $(x',t)\to (z_0,0)$ within $H$, with no restriction on the approach. Moreover $u(0,t)/t\to c$ as $t\to \infty $.
Proof.
We first verify the normalization
AB2849CD8791
3.2.13
\begin{equation} \int _{\mathbb R^{d-1}}P_ H((x',t),z)\, dz=1. \end{equation}
Translation and the substitution $z=x'+tw$ reduce the integral to $\frac{2}{s_{d-1}}\int _{\mathbb R^{d-1}}(1+|w|^2)^{-d/2}\, dw$. The map
\[ F(w)=\frac{(w,1)}{\sqrt{1+|w|^2}} \]
parametrizes the upper hemisphere. With $m=d-1$, its metric matrix is $DF^{\mathsf T}DF=(1+|w|^2)^{-1}I-(1+|w|^2)^{-2}ww^{\mathsf T}$. Its eigenvalues are $(1+|w|^2)^{-1}$ in the $m-1$ perpendicular directions and $(1+|w|^2)^{-2}$ in the direction of $w$. The square root of its determinant is $(1+|w|^2)^{-d/2}$. At $w=0$ this formula holds by continuity. The surface area formula and reflection in the equatorial plane show that the last integral is $s_{d-1}/2$, proving (3.2.13). This also treats $d=2$, when $m=1$ and there are no perpendicular directions.
The weighted measure $|f(z)|\, dz$ satisfies (3.2.8), by the same integral at $(0,1)$. Applying the differentiation estimates in the proof of Theorem 3.2.6 to the positive and negative parts of $f$ proves harmonicity. The positivity and normalization of $P_ H$ give the stated bound.
Fix $\varepsilon >0$. At a continuity point $z_0$, choose $\delta >0$ so that $|f(z)-f(z_0)|<\varepsilon $ for $|z-z_0|<\delta $. The contribution of this set to $|\int P_ H(x,z)(f(z)-f(z_0))\, dz|$ is at most $\varepsilon $. If $|x'-z_0|<\delta /2$ and $|z-z_0|\geq \delta $, then $|z-x'|\geq \delta /2$. Writing $s_{d-2}$ for the area of the unit sphere in $\mathbb R^{d-1}$ (in particular $s_0=2$), polar integration gives
\[ \int _{|z-z_0|\geq \delta }P_ H(x,z)\, dz \leq \frac{2t}{s_{d-1}}s_{d-2}\int _{\delta /2}^{\infty }r^{-2}\, dr =\frac{4s_{d-2}}{s_{d-1}}\frac{t}{\delta }. \]
Thus
\[ |u(x',t)-f(z_0)|\leq |c|t+\varepsilon + \frac{8s_{d-2}}{s_{d-1}}\| f\| _\infty \frac{t}{\delta } \]
near $(z_0,0)$. Letting $(x',t)\to (z_0,0)$ and then $\varepsilon \downarrow 0$ proves the boundary limit. Finally $|u(0,t)/t-c|\leq \| f\| _\infty /t\to 0$.
$\square$
For continuous bounded boundary data, varying $c$ gives distinct harmonic solutions with the same finite boundary values. This states nonuniqueness without a growth condition; it does not classify all such solutions.
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