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Original Articles

Lipschitz continuity for weighted harmonic functions in the unit disc

Pages 1630-1660 | Received 11 Jun 2019, Accepted 14 Sep 2019, Published online: 27 Sep 2019

Abstract

We study membership in Lipschitz classes Λβ(D) for a class of α-harmonic functions in the open unit disc D in the complex plane. From earlier work by Olofsson and Wittsten we know that such an α-harmonic function u is the α-harmonic Poisson integral Pα[f] of its boundary value function f on the unit circle T. We determine when the Poisson integral Pα[f] belongs to a Lipschitz class Λβ(D) for the unit disc.

AMS SUBJECT CLASSIFICATIONS:

1. Introduction

Let D be the open unit disc in the complex plane, let T=D be the unit circle, and denote by z=12x+1iyand¯z=12x1iy the standard complex partial derivatives, where z=x + iy is the complex coordinate. A chief concern of this paper is the homogeneous second order partial differential equation (1) Δαu=0in D,(1) where (2) Δα,z=z(1z2)α¯z,zD,(2) is a certain weighted Laplacian with weight parameter α>1. The restriction α>1 on the weight parameter is needed for Equation (Equation1) to have a sufficiently rich supply of solutions with well-behaved boundary behaviour.

A solution u of Equation (Equation1) is called an α-harmonic function. Such a function u is smooth in D but can be rather wild near the boundary T=D. Notice that Δ0=¯ is one-quarter of the usual Laplacian and that a 0-harmonic function is a harmonic function in D in the usual sense. Notice also that the differential operator Δα has a certain singular or degenerate behaviour on the unit circle T when α0. The study of weighted Laplacians of the above form (Equation2) goes back to Garabedian [Citation1] and has attracted quite some interest recently.

Of particular interest is the Dirichlet boundary value problem (3) Δαu=0in D, u=fon T,(3) for α-harmonic functions. Here fD(T) is a distribution on T and the boundary condition in (Equation3) is interpreted in a distributional sense that limr1ur=f in D(T), where (4) ur(eiθ)=u(reiθ),eiθT,(4) for 0r<1. From Olofsson and Wittsten [Citation2] it is known that a twice continuously differentiable function uC2(D) in D solves the Dirichlet problem (Equation3) if and only if it has the form of a Poisson integral u(z)=Pα[f](z)=Pα,rf(eiθ),z=reiθD, where (5) Pα(z)=1z21z¯α1z21z2,zD,(5) is the α-harmonic Poisson kernel, Pα,r=(Pα)r for 0r<1 in accordance with (Equation4) and is convolution in D(T). For an integrable function fL1(T) on T the above Poisson integral has the form (6) Pα[f](z)=12πTPα(zeiτ)f(eiτ)dτ,zD,(6) where the function Pα is as in (Equation5). Notice that u=P0[f] is the usual Poisson integral representation of a harmonic function in D. The Poisson integral representation u=Pα[f] leads to improved convergence to boundary values (in norm as well as non-tangentially) of solutions of (Equation3) provided the boundary data fD(T) has some appropriate regularity, see [Citation2–4] for results.

Let us recall the notion of Lipschitz continuity. For a bounded subset E of the complex plane and parameter 0<β1 we denote by Λβ(E) the set of complex-valued functions f on E such that f(z1)f(z2)|Cz1z2β,z1,z2E, for some finite constant C=C(f). The class Λβ(E) is commonly referred to as the Lipschitz (or Hölder) class for the set E of order β. The space Λβ(E) is often equipped with the norm fΛβ(E)=supzEf(z)+supz1,z2Ez1z2f(z1)f(z2)z1z2β,fΛβ(E), and is then a commutative Banach algebra under pointwise multiplication of functions (see for instance Sherbert [Citation5]). It is well-known that every function f in Λβ(E) extends uniquely to a continuous function on the closure E¯ of E in such a way that fΛβ(E¯). It is also well-known that Λβ1(E)Λβ2(E) if 0<β1<β21. The family of spaces Λβ(E) forms a much natural scale to measure smoothness of continuous functions.

A main purpose of this paper is to study membership in Lipschitz classes for α-harmonic functions. Observe that uΛβ(D) implies that fΛβ(T), where f(eiθ)=limr1u(reiθ),eiθT. A fundamental question is to determine when the Poisson integral u=Pα[f] of a function fΛβ(T) belongs to the space Λβ(D). Notice that this latter question is an extension problem in the sense that we ask when the function fΛβ(T) extends to an α-harmonic function u in the class Λβ(D). We shall here solve this problem in full generality. The solution we propose depends on the individual parameters α>1 and 0<β1 as well as on spectral properties of the function fΛβ(T).

Our results contrast the situation in the category of continuous functions where one has that the Poisson integral u=Pα[f] extends to a continuous function on the closed disc D¯ if fC(T) is a continuous function on T and α>1 (see Olofsson and Wittsten [Citation2, Section 5]). The study of Lipschitz conditions uΛβ(D) goes back to classical work of Hardy and Littlewood [Citation6, Section 5] in the case of analytic functions.

An integrable function fL1(T) on T is identified with the distribution fD(T) on T defined by f,ϕ=12πTϕ(eiθ)f(eiθ)dθ,ϕC(T), where , is the distributional pairing and C(T) is the space of indefinitely differentiable test functions on T. The Fourier coefficients of a function fL1(T) are defined by fˆ(n)=12πTeinθf(eiθ)dθ for integers nZ, and similarly for distributions using the distributional pairing (see for instance [Citation2] for details). The conjugate function of a distribution fD(T) is the distribution f~D(T) defined by the condition that (f~) ˆ(n)=isgn(n)fˆ(n),nZ, where fˆ(n) is the n-th Fourier coefficient of f, sgn(n)=n/n for n0 and sgn(0)=0. A much influential introduction to Fourier analysis is Katznelson [Citation7].

Let us first recall the situation in the classical case of usual harmonic functions in D (α=0). If fΛβ(T) and 0<β<1, then P0[f]Λβ(D). Furthermore, a harmonic function u in D belongs to the class Λ1(D) if and only if it has the form u=P0[f] for some function fΛ1(T) such that f~Λ1(T) (see Theorem 6.7). These results are well-known and follow quite easily from the work of Hardy and Littlewood [Citation6, Section 5] on analytic functions mentioned above. Recall here that the conjugate function ff~ is a bounded linear operator on the Lipschitz space Λβ(T) for 0<β<1 (see Zygmund [Citation8, Theorem III.13.29]). Results of this latter type often go under the name of Privalov's theorem.

Let us next consider the case when α>1 and 0<β1 are such that β<α+1. For such parameters we show that u=Pα[f] belongs to Λβ(D) if fΛβ(T) (see Theorem 3.2). This generalizes a classical result from the previous paragraph as well as a recent result of Li and Wang [Citation9] for α>0 to the bigger parameter range considered; a less precise result can be found inChen [Citation10]. In fact, as we shall see later on, the inequality β<α+1 defines the exact parameter range for the implication fΛβ(T)Pα[f]Λβ(D) to hold true.

Lipschitz continuity uΛβ(D) of a continuously differentiable function uC1(D) in D is inferred from a gradient growth estimate of the form (7) u(z)+¯u(z)C1(1z2)1β,zD(7) (see Theorem 3.1). This observation goes back to classical work of Hardy and Littlewood [Citation6] and has been elaborated on by Gehring and Martio [Citation11] and others. In the context of the previous paragraph we establish (Equation7) by careful estimations using the Poisson integral representation u=Pα[f] (see Theorems 2.5 and 2.10). Notably, we show that (8) (zz¯¯)u(z)C1(1z2)1β,zD,(8) for u=Pα[f] with fΛβ(T) provided 0<β1 (see Theorem 2.13).

It is an important observation that the combination of partial derivatives (zz¯¯)u yields an estimate (Equation8) which is valid without any extra restriction on β more than what is previously stated. In fact, this more general validity of (Equation8) compared to (Equation7) is quite natural from the point of view of convolution structure in (Equation6) and an interpretation of the differential operator zz¯¯ as angular derivative. The growth estimate (Equation8) is established for u=Pα[f] with a fairly economical constant C=C(f) using a precise result on the L1-means of the function Pα from Olofsson and Wittsten [Citation2, Section 2] later refined in Olofsson [Citation3] (see Theorem 2.4). We mention that inequality (Equation8) generalizes a recent result by Chen [Citation10, Lemma 3.2].

Let us next consider the case when 1<α<0 and 0<β1 are such that β>α+1. For such parameters we show that if u is α-harmonic and uΛβ(D), then u is analytic in D (see Theorem 5.4). A closely related result is that, in this parameter range, the Poisson integral u=Pα[f] belongs to Λβ(D) if and only if fΛβ(T) and fˆ(n)=0 for n<0 (see Theorem 5.5). This latter result puts earlier examples of Li and Wang [Citation9] and Chen [Citation10] in a precise context.

The results in the previous paragraph are proved using properties of the homogeneous expansion of α-harmonic functions. Let α>1 and set fα,n(x)=Γ(n+α+1)Γ(n)Γ(α+1)01tn1(1xt)αdt,0x<1, for positive integers nZ+, where Γ is the standard Gamma function. We now introduce the functions eα,n(z)=fα,n(z2)z¯n,zD, for nZ+. From Olofsson and Wittsten [Citation2, Section 5] we know that the Poisson integral Pα[f] has the series expansion (9) Pα[f](z)=n=1fˆ(n)eα,n(z)+n=0fˆ(n)zn,zD,(9) for fD(T).

We derive a system of two first-order partial differential equations in D satisfied by the function eα,n (see Proposition 4.2). This system of partial differential equations is shown to characterize the function eα,n in the punctured disc D{0} up to an additive term of the form c/zn (see Theorem 4.3). As an application of this development we show that eα,n(z)=1znΓ(n+α+1)Γ(n)Γ(α+1)(1z2)α+101(1(1z2)t)n1tαdt1zn for zD{0} (see Theorem 4.7). This latter formula refines an earlier result from Olofsson and Wittsten [Citation2, Theorem 1.9]. As a consequence we have that eα,nΛβ(D) if and only if βα+1 (see Lemma 5.1). Combined with some homogeneity type of arguments this leads to the results about Lipschitz continuity of α-harmonic functions in the case of big smoothness β>α+1 discussed above.

Let us now consider the case when 1<α<0 and 0<β1 are such that β=α+1. The analysis of this case is the main technical contribution of this paper. We shall need the Fourier multiplier Mα defined by (Mαf) ˆ(n)=Γ(n+α+1)Γ(n)fˆ(n)for n<0,0for n0, for fD(T), where fˆ(n) is the n-th Fourier coefficient of f. Denote also by L(T) the space of essentially bounded measurable functions on T normed by the essential supremum f=esssupeiθTf(eiθ),fL(T). In this parameter range, we show that the function u=Pα[f] belongs to the class Λβ(D) if and only if fΛβ(T) is such that MαfL(T) (see Theorems 6.3 and 6.5).

The constraint on a Lipschitz function fΛβ(T) (0<β<1) that Mβ1f belongs to L(T) is quite demanding. An interesting example is provided by the Weierstrass function f=fβ which has the properties that fβΛβ(T) and Mβ1fβL1(T) (see discussion following formula (Equation49)).

It is an important observation that the function fα,n above is a constant multiple of a hypergeometric function. Assuming that u=Pα[f] belongs to the class Λβ(D), we prove necessity of the condition MαfL(T) by a differentiation type argument using asymptotic properties of hypergeometric functions (see Theorem 6.3).

Differentiating (Equation9) using the above mentioned partial differential equations for the eα,n's we show that z¯¯u(z)=1Γ(α+1)(1z2)αP0[Mαf](z) for zD, where u=Pα[f] (see Lemma 6.4). This latter formula suggests an obvious estimation of ¯u. Combined with (Equation8) this yields that u=Pα[f] satisfies a growth estimate of the form (Equation7) if fΛβ(T) is such that MαfL(T) (see Theorem 6.5).

In conclusion we have shown that an inequality of the form (Equation7) is also necessary for Lipschitz continuity uΛβ(D) of an α-harmonic function u. We point out that such an implication requires interior rigidity of the function u and is not true in general (see Proposition 3.5).

For further results on Lipschitz continuity of analytic functions in D we mention Dyakonov [Citation12]. Recent papers dealing with aspects of α-harmonic functions not quoted above are [Citation4, Citation13–17]. We mention also a related interesting paper by Borichev and Hedenmalm [Citation18].

The author thanks Kevin Klein and Jens Wittsten for useful discussions.

2. Bounds for partial derivatives

In this section, we prove some growth bounds for partial derivatives of α-harmonic Poisson integrals. Applications of these bounds appear in later sections.

We first consider the ¯-derivative.

Lemma 2.1

Let α>1. Let fL1(T) and set u=Pα[f]. Then ¯u(z)=12πT¯Pα(zeiτ)eiτ(f(eiτ)f(eiθ))dτ for z=reiθD with 0r<1 and eiθT.

Proof.

The interpretation of the Poisson integral (Equation6) as solution of the Dirichlet problem (Equation3) leads to the property that 12πTPα(zeiτ)dτ=1 for zD. Let cC and notice that u(z)=Pα[f](z)=12πTPα(zeiτ)(f(eiτ)c)dτ+c for zD. Differentiating we have that ¯u(z)=12πππ¯Pα(zeiτ)eiτ(f(eiτ)c)dτ for zD. The choice c=f(eiθ) gives the conclusion of the lemma.

We now calculate ¯Pα.

Lemma 2.2

Let α>1 and let Pα be as in (Equation5). Then ¯Pα(z)=α+1(1z¯)21z21z¯α for zD.

Proof.

From formula (Equation5) we have that Pα(z)=11z1z21z¯α+1 for zD. Differentiating we have that ¯Pα(z)=α+11z1z21z¯α(z)(1z¯)(1z2)(1)(1z¯)2 for zD. A simplification of terms now leads to the conclusion of the lemma.

From Lemma 2.2 we have that (10) ¯Pα(z)=(α+1)(1z2)α1zα+2(10) for zD.

The following lemma is well-known but included here for the sake of convenience.

Lemma 2.3

Let 0<β1. Then (a+b)βaβ+bβ for a,b0.

Proof

Sketch of proof

First show that (1+x)β1+xβ for x>0. A homogeneity argument then leads to the conclusion of the lemma.

The interest in Lemma 2.3 comes from the fact that the power function operates on metrics: If d is a metric on a set X, then so is the function dβ(x1,x2)=d(x1,x2)β,x1,x2X, for 0<β1.

Recall the standard Gamma function Γ(x)=0tx1etdt,x>0. For the sake of easy reference we recall the following result from [Citation2, Section 2].

Theorem 2.4

Let α>1 and set M(α)=Γ(α+1)/Γ(α/2+1)2. Then 12πT(1r2)α+11reiθα+2dθM(α) for 0r<1. Furthermore, limr112πT(1r2)α+11reiθα+2dθ=M(α).

For a detailed discussion of Theorem 2.4 and its relation to hypergeometry we refer to [Citation3].

We next estimate the ¯-derivative of the Poisson integral. We denote by C(T) the space of continuous functions on T.

Theorem 2.5

Let α>1 and 0<β1 be such that β<α+1. Let fC(T) be such that f(eiθ1)f(eiθ2)Ceiθ1eiθ2β,eiθ1,eiθ2T, where C is a finite positive constant. Set u=Pα[f]. Then ¯u(z)2C(α+1)M(αβ)1(1z2)1β for zD, where M(αβ) is as in Theorem 2.4.

Proof.

Let z=reiθD with r0 and eiθT. Recall Lemma 2.1. By the triangle inequality we have that ¯u(z)12πT¯Pα(rei(θτ))f(eiτ)f(eiθ)dτ. By the assumption on f we have that ¯u(z)C2πT¯Pα(rei(θτ))eiτeiθβdτ=C2πT¯Pα(reiτ)1eiτβdτ, where the last equality follows by a change of variables. We next invoke Lemma 2.2 to the extent that (11) ¯u(z)(α+1)C2πT(1r2)α1reiτα+21eiτβdτ(11) for zD with r=z.

We shall now estimate the factor 1eiτβ in the integrand in (Equation11). By Lemma 2.3 and the triangle inequality we have that 1eiτβ1reiτβ+reiτeiτβ=1reiτβ+(1r)β. By a geometric consideration we see that 1eiτβ21reiτβ for 0<r<1 and eiτT.

We now return to the estimation of ¯u. By (Equation11) and the result of the previous paragraph we have that ¯u(z)2(α+1)C2πT(1r2)α1reiταβ+2dτ for zD, where r=z. An application of Theorem 2.4 now yields the conclusion of the theorem.

We now turn our attention to the ∂-derivative of the Poisson integral.

Lemma 2.6

Let α>1. Let fL1(T) and set u=Pα[f]. Then u(z)=12πTPα(zeiτ)eiτ(f(eiτ)f(eiθ))dτ for zD.

Proof.

The proof of the lemma is analogous to that of Lemma 2.1 and is therefore omitted.

Recall the partial fraction decomposition (12) 1z21z2=11z+z¯1z¯(12) of the classical Poisson kernel.

We now calculate Pα.

Lemma 2.7

Let α>1 and let Pα be as in (Equation5). Then Pα(z)=11z11zαz¯1z¯1z21z¯α for zD.

Proof.

Recall formulas (Equation5) and (Equation12). Differentiating we have that Pα(z)=α1z21z¯α1(z¯)1z¯1z21z2+1z21z¯α1(1z)2=11z11zαz¯1z¯1z21z¯α for zD, where the last equality is straightforward to check.

It is evident that the quotient (1z¯)/(1z) belongs to T for every zC with z1.

Lemma 2.8

We have that 1z¯1z: zD and 1z<ε=T{1} for every ε>0.

Proof.

Let eiτT{1}. The line segment γeiτ between eiτ and the point 1 is parametrized by z(t)=t+(1t)eiτ,0<t<1. We have that 1z(t)¯1z(t)=1t(1t)eiτ1t(1t)eiτ=1eiτ1eiτ=eiτ/2(eiτ/2eiτ/2)eiτ/2(eiτ/2eiτ/2)=eiτ. Observe that D is the disjoint union of line segments γeiτ as above. Thus 1z¯1z: zD and 1z<ε={eiτ: eiτT{1}}=T{1} for ε>0. This completes the proof of the lemma.

We remark in passing that 1z¯1z=1 if and only if Re(z)=1.

We now estimate Pα.

Proposition 2.9

Let α>1 and let Pα be as in (Equation5). Then Pα(z)(α+1)(1z2)α1zα+2 for zD. The constant α+1 is best possible.

Proof.

From Lemma 2.7 we have that Pα(z)=q(z)(1z2)α(1z)(1z¯)α+1, for zD, where q(z)=1z¯1zαz¯. Thus (13) Pα(z)=q(z)(1z2)α1zα+2(13) for zD.

It remains to calculate the supremum supzDq(z). By the triangle inequality we have that supzDq(z)1+α. From Lemma 2.8 we have that supzDq(z)eiθα for every eiθT. Maximizing over eiθT we conclude that supzDq(z)=1+α. This completes the proof of the proposition.

We now return to the α-harmonic Poisson integral.

Theorem 2.10

Let α>1 and 0<β1 be such that β<α+1. Let fC(T) be such that f(eiθ1)f(eiθ2)Ceiθ1eiθ2β,eiθ1,eiθ2T, where C is a finite positive constant. Set u=Pα[f]. Then u(z)2C(α+1)M(αβ)1(1z2)1β,zD, where M(αβ) is as in Theorem 2.4.

Proof.

The proof parallels that of Theorem 2.5. Let z=reiθD with r0 and eiθT. Recall Lemma 2.6. By the triangle inequality we have that u(z)12πTPα(rei(θτ))f(eiτ)f(eiθ)dτ. By the assumption on f we have that u(z)C2πTPα(rei(θτ))eiτeiθβdτ=C2πTPα(reiτ)1eiτβdτ, where the last equality follows by a change of variables. We next invoke Proposition 2.9 to the extent that (14) u(z)(α+1)C2πT(1r2)α1reiτα+21eiτβdτ(14) for zD with r=z. Formula (Equation14) should be compared with formula (Equation11) in the proof of Theorem 2.5. We now proceed as in the proof of Theorem 2.5 to arrive at the conclusion of the theorem.

We next calculate the angular derivative of Pα.

Theorem 2.11

Let α>1 and let Pα be as in (Equation5). Then (zz¯¯)Pα(z)=z1z(α+1)z¯1z¯1z21z21z21z¯α for zD.

Proof.

From Lemma 2.7 we have that zPα(z)=z(1z)2αz1zz¯1z¯1z21z¯α for zD. Using also Lemma 2.2 we have that (15) (zz¯¯)Pα(z)=z(1z)2αz1zz¯1z¯(α+1)z¯(1z¯)21z21z¯α=z(1z)2z¯(1z¯)2αz1zz¯1z¯+z¯(1z¯)21z21z¯α(15) for zD, where the last equality is straightforward to check.

We now turn our attention to the leftmost factor in (Equation15). By a partial fraction decomposition we have that z(1z)2z¯(1z¯)2=1(1z)21(1z¯)2+11z¯11z=11z11z¯11z+11z¯+11z¯11z=11z11z¯11z+11z¯1 for zD. In view of the partial fraction formula (Equation12) for the classical Poisson kernel we thus have that (16) z(1z)2z¯(1z¯)2=11z11z¯1z21z2(16) for zD.

We return to the leftmost factor in (Equation15). We have that (17) z1zz¯1z¯+z¯(1z¯)2=z¯1z¯z1z+11z¯=z¯1z¯1z21z2(17) for zD, where the last equality again follows by (Equation12).

Recall formula (Equation15). From (Equation16) and (Equation17) we have that (zz¯¯)Pα(z)=11z11z¯1z21z2αz¯1z¯1z21z21z21z¯α=11z11z¯αz¯1z¯1z21z21z21z¯α for zD. We next rewrite the leftmost factor so that (zz¯¯)Pα(z)=1+z1z1+z¯1z¯αz¯1z¯1z21z21z21z¯α=z1z(α+1)z¯1z¯1z21z21z21z¯α for zD. This completes the proof of the theorem.

Theorem 2.11 leads to an important inequality for the angular derivative of the Poisson kernel.

Corollary 2.12

Let α>1 and let Pα be as in (Equation5). Then (zz¯¯)Pα(z)(α+2)z(1z2)α+11zα+3 for zD.

Proof.

Recall Theorem 2.11. The result follows by the triangle inequality.

The point of Corollary 2.12 is that the angular derivative of Pα behaves somewhat better than ¯Pα or Pα (see formula (Equation10) or Proposition 2.9).

Theorem 2.13

Let α>1 and 0<β1. Let fC(T) be such that f(eiθ1)f(eiθ2)Ceiθ1eiθ2β,eiθ1,eiθ2T, where C is a finite positive constant. Set u=Pα[f]. Then (zz¯¯)u(z)2C(α+2)M(αβ+1)z(1z2)1β,zD, where M(αβ+1) is as in Theorem 2.4.

Proof.

The proof parallels that of Theorem 2.5. Let z=reiθD with r0 and eiθT. Let A=zz¯¯ be the angular derivative. By Lemmas 2.1 and 2.6 we have that Au(z)=12πTAPα(zeiτ)(f(eiτ)f(eiθ))dτ. By the triangle inequality we have that Au(z)12πTAPα(rei(θτ))f(eiτ)f(eiθ)dτ. By the assumption on f we have that Au(z)C2πTAPα(rei(θτ))eiτeiθβdτ=C2πTAPα(reiτ)1eiτβdτ, where the last equality follows by a change of variables. We next invoke Corollary 2.12 to the extent that (18) Au(z)(α+2)rC2πT(1r2)α+11reiτα+31eiτβdτ(18) for zD with r=z.

As in the proof of Theorem 2.5 we have that 1eiτβ21reiτβ for 0<r<1 and eiτT. From (Equation18) we have that Au(z)2C(α+2)r12πT(1r2)α+11reiταβ+3dτ An application of Theorem 2.4 now yields the conclusion of the theorem.

It is important to notice that Theorem 2.13 carries no additional assumption on the Lipschitz parameter 0<β1 (compare Theorems 2.5 and 2.10). The case β=1 of Theorem 2.13 is closely related to Chen [Citation10, Lemma 3.2].

3. Lipschitz continuity from gradient growth

It is well-known that Lipschitz continuity uΛβ(D) of a function uC1(D) is inferred from a gradient growth estimate of the form (Equation7). This section pertains to a discussion of this aspect of the theory.

Let 0β1. We shall consider the quantity dβ(z1,z2)=infγγ1(1z2)1βdz,z1,z2D, where the infimum is taken over all piecewice continuously differentiable curves γ from z1 to z2 in D and the integration is with respect to arclength. It is straightforward to check that the function dβ:D×DR is a metric on D.

It is evident that d1(z1,z2)=z1z2 is usual Euclidean distance. Furthermore, conformal invariance leads to the formula d0(z1,z2)=12log1+ρD(z1,z2)1ρD(z1,z2)=tanh1(ρD(z1,z2)) for z1,z2D, where ρD(z1,z2)=z1z21z¯1z2,z1,z2D (see for instance [Citation19, Theorem 2.2]). The function d0 is known as the hyperbolic metric for D, whereas the function ρD is known as the pseudo hyperbolic metric for D.

We shall make use of the result that (19) dβ(z1,z2)C(β)z1z2β,z1,z2D,(19) for 0<β1, where C(β) is a finite positive constant. A careful analysis shows that the constant in (Equation19) can be chosen of the form C(β)=C/β, where C is an absolute constant. For proofs of (Equation19) we refer to the original papers Gehring and Martio [Citation11, Section 2] or Hardy and Littlewood [Citation6, Section 5].

Theorem 3.1

Let uC1(D) be such that (20) u(z)+¯u(z)C(1z2)1β,zD,(20) for some 0<β1 and C>0. Then uΛβ(D) and u(z1)u(z2)CC(β)z1z2β for z1,z2D, where C(β) is as in (Equation19).

Proof.

Let z1,z2D. By the fundamental theorem of calculus we have that u(z2)u(z1)=γu(z)dz+¯u(z)dz¯, where γ is a piecewise C1-curve from z1 to z2 (see for instance Gamelin [Citation20, Section III.2]). By the triangle inequality we have that u(z2)u(z1)γ(u(z)+¯u(z))dzCγ1(1z2)1βdz, where the last inequality follows by (Equation20). Passing to an infimum over curves γ we have that u(z2)u(z1)Cdβ(z1,z2)CC(β)z1z2β, where the last equality follows by (Equation19). This completes the proof of the theorem.

The interest in Theorem 3.1 is when the function u has some interior rigidity.

Theorem 3.2

Let α>1 and 0<β1 be such that β<α+1. Let fΛβ(T) and set u=Pα[f]. Then uΛβ(D).

Proof.

Recall Theorems 2.5 and 2.10. The result now follows from Theorem 3.1.

The case of analytic functions merits particular mention.

Theorem 3.3

Let α>1 and 0<β1. Let fΛβ(T) be such that fˆ(n)=0 for n<0. Then u=P0[f] belongs to Λβ(D).

Proof.

Recall Theorem 2.13. The spectral assumption means that ¯u=0 in D. The result now follows from Theorem 3.1.

Remark 3.4

We point out that Theorem 3.3 can be regarded as a special case of Theorem 3.2. Indeed, if u is as in Theorem 3.3, then u=Pα[f] for all α>1 and an application of Theorem 3.2 with α>0 yields that uΛβ(D).

Theorem 3.3 goes back to Hardy and Littlewood [Citation6, Section 5].

Let us revisit a classic function (21) f(x)=log(x+x2+1),xR,(21) from calculus. Notice that f=sinh1. Repeated differentiation shows that f(n)(x)=Rn(x)x2+1,xR, for nZ+, where R1(x)=1 and Rn+1(x)=Rn(x)xx2+1Rn(x) for xR. The function Rn is a rational function. From the vanishing of Rn at infinity we see that there is an estimate of the form (22) f(n)(x)Cn(x2+1)n/2,xR,(22) for nZ+, where Cn is a finite positive constant.

We next construct an example where Theorem 3.1 is of less interest.

Proposition 3.5

Let 0<β<1 and let w be a positive function on (1,1). Then there exists a function uC(1,1) such that uΛβ(1,1) and lim supx1u(x)/w(x)=lim supx1u(x)/w(x)=+.

Proof.

We shall make use of the functions hε(x)=(x+x2+ε)β=εβ/2exp(βf(x/ε)),xR, for ε>0, where f is as in (Equation21). Notice that hε(x)2β(x2+ε)β/2 for xR. An application of Lemma 2.3 shows that (23) hε(x2)hε(x1)2βx2x1β,x1,x2R,(23) for ε>0. By differentiation we have that (24) hε(x)=βεf(x/ε)hε(x)=β1x2+εhε(x),xR.(24) In particular, we have that 0<hε(x)β2β(x2+ε)(β1)/2 for xR and hε(0)=βε(β1)/2. Moreover, an induction using (Equation22) and (Equation24) shows that (25) hε(n)(x)Cn(x2+ε)(βn)/2,xR,(25) for ε>0 and n0, where Cn is a finite positive constant.

Let us now construct a function u with the desired properties. Let {xk}k=1 be a sequence of points in the interval (1,1) with accumulation points 1 and 1 only. Let {εk}k=1 be a sequence of positive numbers such that εk0 as k. We consider a function u of the form (26) u(x)=k=11k2hεk(xxk),1<x<1,(26) where the hεk's are as above. From the bound (Equation23) we see that the Lipschitz norms hεk(xk)Λβ(1,1) for k=1,2, are uniformly bounded. By completeness of the space Λβ(1,1) this yields that uΛβ(1,1).

We next show that uC(1,1). Let K(1,1) be a compact set and n0 an integer. Let 0<r<1 be such that K(r,r). Since the sequence {xk}k=1 accumulates only at the points 1 and 1 there exists N1 such that xkr for k>N. From the bound (Equation25) we have that maxxKhεk(n)(xxk)C(n,K,r)<+ for k>N. This proves that k1(1/k2)maxxKhεk(n)(xxk)<+. Varying the compact K and the integer n0, we see that the series (Equation26) defining u is convergent in C(1,1).

By differentiation, we see that u(xk)βεk(β1)/2/k2. The final conclusion of the proposition is satisfied provided εk0 rapidly enough.

We mention that growth estimates of the form (Equation25) appear in the definition of symbol classes for pseudo differential operators (see Hörmander [Citation21, Chapter 18]).

4. The homogeneous expansion

In this section, we discuss some generalities related to the homogeneous expansion of α-harmonic functions. Applications of this material appear in later sections.

Let us recall the Beta function defined by B(a,b)=01ta1(1t)b1dt for a,b>0. It is well-known that B(a,b)=Γ(a)Γ(b)Γ(a+b), where Γ is the Gamma function (see [Citation22, Section 1.1]).

Let α>1 and set fα,n(x)=1B(n,α+1)01tn1(1xt)αdt,0x<1, for nZ+, where B is the Beta function. Clearly, fα,n(1)=limx1fα,n(x)=1 as follows by a passage to the limit.

We now introduce the functions (27) eα,n(z)=fα,n(z2)z¯n,zD,(27) for nZ+. From [Citation2, Section 1] we know that a complex-valued function u in D is α-harmonic if and only if it has a series expansion of the form (28) u(z)=n=1aneα,n(z)+n=0anzn,zD,(28) for some sequence of complex numbers {an}n= such that (29) lim supnan1/n1.(29) Furthermore, the series expansion (Equation28) is convergent in C(D) provided (Equation29) holds.

We proceed to study the functions fα,n in some more detail. The integral formula (30) fα,n(z)=1B(n,α+1)01tn1(1tz)αdt,zC[1,),(30) extends the function fα,n to an analytic function in the slit plane C[1,). Here the power is defined in the usual way using a logarithm which is real on the positive real axis.

Lemma 4.1

Let α>1. Let fα,n be as in (Equation30) for some nZ+. Then zfα,n(z)+nfα,n(z)=1B(n,α+1)(1z)α for zC[1,).

Proof.

Differentiating under the integral sign in (Equation30) we have that fα,n(z)=αB(n,α+1)01tn(1tz)α1dt for zC[1,). An integration by parts now gives that zfα,n(z)=1B(n,α+1)(1z)αnB(n,α+1)01tn1(1tz)αdt=1B(n,α+1)(1z)αnfα,n(z) for zC[1,), where the last equality again follows by (Equation30). This yields the conclusion of the lemma.

Lemma 4.1 leads to differential equations for the eα,n's.

Proposition 4.2

Let α>1. Let eα,n be as in (Equation27) for some nZ+. Then z¯¯eα,n(z)=1B(n,α+1)z¯n(1z2)αzeα,n(z)+neα,n(z)=1B(n,α+1)z¯n(1z2)α for zD.

Proof.

Recall formula (Equation27). Differentiating we have that ¯eα,n(z)=fα,n(z2)zz¯n+fα,n(z2)nz¯n1=(z2fα,n(z2)+nfα,n(z2))z¯n1 for zD. We now use Lemma 4.1 to conclude that ¯eα,n(z)=1B(n,α+1)z¯n1(1z2)α for zD. This yields the first equation in the proposition.

Recall formula (Equation27). Differentiating we have that zeα,n(z)=zfα,n(z2)z¯z¯n=z2fα,n(z2)z¯n for zD. We now use Lemma 4.1 to conclude that ¯eα,n(z)=1B(n,α+1)(1z2)αnfα,n(z2)z¯n=1B(n,α+1)(1z2)αz¯nneα,n(z) for zD, where the last equality again follows by (Equation27). This yields the second equation in the proposition.

Let us digress on the differential equations from Proposition 4.2.

Theorem 4.3

Let α>1 and nZ+. Then a function uC1(D{0}) satisfies the differential equations (31) z¯¯u(z)=1B(n,α+1)z¯n(1z2)αzu(z)+nu(z)=1B(n,α+1)z¯n(1z2)α(31) for zD{0} if and only if it has the form (32) u(z)=eα,n(z)+c/zn,zD{0},(32) for some cC.

Proof.

Assume first that uC1(D{0}) satisfies (Equation31). In view of Proposition 4.2, the first equation in (Equation31) implies that u(z)=eα,n(z)+f(z),zD{0}, where f is analytic in D{0}. Now the second equation in (Equation31) and Proposition 4.2 implies that zf(z)+nf(z)=0,zD{0}. Solving for f we see that f(z)=c/zn for some constant cC.

Conversely, using Proposition 4.2 it is straightforward to check that every function u of the form (Equation32) satisfies (Equation31).

Following earlier practice from [Citation2–4], a function u in D{0} is called homogeneous of order nZ with respect to rotations if it has the property that u(eiτz)=einτu(z),zD{0}, for eiτT. Notice that the function eα,n is homogeneous of order n.

Lemma 4.4

Let uC1(D{0}) be homogeneous of order nZ. Then zu(z)z¯¯u(z)=nu(z) for zD{0}.

Proof.

Assume first that n0. Since uC1(D{0}) is homogeneous of order n0 it has the form u(z)=f(z2)zn,zD{0}, for some fC1(0,1). Differentiating we see that zu(z)=(z2f(z2)+nf(z2))znandz¯¯u(z)=z2f(z2)zn for zD{0}. By these two differentiation formulas we see that zu(z)z¯¯u(z)=nf(z2)zn=nu(z) for zD{0}. This yields the conclusion of the lemma for n0.

If uC1(D{0}) is homogeneous of order nZ, then its complex conjugate u¯ has homogeneity n. The case n<0 thus follows by complex conjugation.

Let uC1(D{0}) and consider its homogeneous parts defined by (33) un(z)=12πTu(eiθz)einθdθ,zD{0},(33) for nZ. Notice that the function un is homogeneous of order n with respect to rotations and that unC1(D{0}) for nZ. From a classical result of Fejér we have that (34) u(z)=limNn=NN1nN+1un(z),zD{0},(34) with convergence in the space C1(D{0}), where the un's are as in (Equation33) (see Katznelson [Citation7, Section I.2]). We shall refer to the expansion (Equation33)–(Equation34) as the homogeneous expansion of u.

The differential equations (Equation31) in Theorem 4.3 exhibit certain structure owing to homogeneity.

Theorem 4.5

Let nZ. Then a function uC1(D{0}) satisfies the differential equation (35) zu(z)z¯u(z)=nu(z)(35) for zD{0} if and only if it is homogeneous of order n with respect to rotations.

Proof.

By Lemma 4.4 we know that uC1(D{0}) satisfies (Equation35) if u is homogeneous of order n with respect to rotations. Assume next that uC1(D{0}) is a general solution of (Equation35). We consider the k-th homogeneous part uk of u defined as in (Equation33). Let A=zz¯¯ be the angular derivative. Differentiating under the integral in (Equation33) we have that Auk(z)=12πTAu(eiθz)eikθdθ for zD{0}. Since u satisfies (Equation35) we conclude that Auk(z)=12πTnu(eiθz)eikθdθ=nuk(z) for zD{0}, where the last equality follows by (Equation33). Also, since uk is homogeneous of order k, we have by Lemma 4.4 that Auk=kuk. We conclude that uk=0 if kn. By (Equation34) we have that u=un is homogeneous of order n.

It is straightforward to check that a function uC1(D{0}) is homogeneous of order m=−n<0 with respect to rotations if and only if it has the form (36) u(z)=f(z2)z¯n,zD{0},(36) for some function fC1(0,1).

Let us return to Equation (Equation31).

Theorem 4.6

Let α>1 and nZ+. Then a function uC1(D{0}) satisfies Equation (Equation31) if and only if it has the form (Equation36) for some function fC1(0,1) such that (37) xf(x)+nf(x)=1B(n,α+1)(1x)α(37) for 0<x<1.

Proof.

A Gauss elimination shows that (Equation31) is equivalently stated saying that (38) z¯¯u(z)=1B(n,α+1)z¯n(1z2)αz¯¯u(z)zu(z)=nu(z)(38) for zD{0}. By Theorem 4.5, the latter equation in (Equation38) is equivalent to uC1(D{0}) having the form (Equation36) for some function fC1(0,1). For such u, a differentiation shows that z¯¯u(z)=(z2f(z2)+nf(z2))z¯n for zD{0}. In view of this latter differentiation formula, we see that the first equation in (Equation38) is equivalent to (Equation37). This yields the conclusion of the theorem.

Notice that the choice f=fα,n in (Equation37) gives by (Equation36) rise to the α-harmonic function u=eα,n.

Theorem 4.7

Let α>1. Let eα,n be as in (Equation27) for some nZ+. Then eα,n(z)=1zn1B(n,α+1)(1z2)α+101(1(1z2)t)n1tαdt1zn for zD{0}.

Proof.

We shall exhibit a solution of Equation (Equation31). An interesting solution f of (Equation37) is the function f(x)=1B(n,α+1)1xnx1tn1(1t)αdt for 0<x<1. The change of variables t=sx+(1s)1 leads to the formula (39) f(x)=1B(n,α+1)(1x)α+1xn01(1(1x)s)n1sαds(39) for 0<x<1. We observe also that limx0xnf(x)=1B(n,α+1)01(1t)n1tαdt=1, where the last equality follows by a standard formula for the Beta function.

We now consider the function u given by (Equation36) with f as in (Equation39). Since f satisfies (Equation37), we have from Theorem 4.6 that u satisfies Equation (Equation31). An application of Theorem 4.3 shows that the function u has the form u(z)=eα,n(z)+c/zn,zD{0}, for some cC. Observe that c=limz0znu(z)=limx0xnf(x)=1. Thus u(z)=eα,n(z)1/zn for zD{0}. Solving for eα,n, we arrive at the conclusion of the theorem.

Theorem 4.7 displays interesting structure in the function eα,n. Notice that the factor 01(1(1z2)t)n1tαdt=j=0n1(1)jα+j+1n1j(1z2)j is a polynomial.

We mention that an earlier version of Theorem 4.7 goes back to Olofsson and Wittsten [Citation2, Theorem 1.9]. The case n=2 of Theorem 4.7 has appeared recently in Chen [Citation10, Example 2.1].

5. The case of big smoothness

In this section, we discuss Lipschitz continuity uΛβ(D) of an α-harmonic function u in the case when 1<α<0 and β>α+1. We refer to this parameter range as the case of big smoothness.

Recall that the space Λβ(E) is a commutative Banach algebra under pointwise multiplication of functions. We shall use that the algebra Λβ(E) is inverse closed in the sense that 1/fΛβ(E) if fΛβ(E) and f(z)0 for zE¯ (see Sherbert [Citation5, Proposition 1.7]).

Lemma 5.1

Let α>1 and 0<β1. Let n1 be an integer. Then eα,nΛβ(D) if and only if βα+1.

Proof.

From Theorem 4.7 we have that (40) zneα,n(z)=11B(n,α+1)(1z2)α+101(1(1z2)t)n1tαdt(40) for zD. We set wα+1(z)=(1z2)α+1 and (41) p(z)=1B(n,α+1)01(1(1z2)t)n1tαdt.(41) Observe that p(z)1B(n,α+1)01(1t)n1tαdt=1 for zD.

Assume now that eα,nΛβ(D). By the algebra property of Λβ(D) we have from (Equation40) that pwα+1Λβ(D). Since Λβ(D) is inverse closed we can divide by p to conclude that wα+1Λβ(D). This yields that βα+1.

Assume next that βα+1. From Proposition 4.2 we have that the function u=eα,n satisfies an estimate of the form (Equation20). An application of Theorem 3.1 yields that eα,nΛβ(D).

Remark 5.2

Let p be as in (Equation41). The fact that p is a polynomial makes division by p a simpler operation not dependent on the full strength of commutative Banach algebras (see end of Section 4).

Remark 5.3

As a byproduct from the proof of Lemma 5.1 we have the norm bound that eα,nΛβ(D)Cnα+1 for nZ+ if 1<α0 and β=α+1.

We now return to the study of α-harmonic functions.

Theorem 5.4

Let 1<α<0 and 0<β1 be such that β>α+1. Let u be an α-harmonic function such that uΛβ(D). Then u is analytic in D.

Proof.

We consider the series expansion (Equation28) for u. We shall show that an=0 for n<0. Consider the n-th homogeneous part un(z)=12πTu(zeiτ)einτdτ,zD, of u for nZ. The assumption that uΛβ(D) gives that unΛβ(D) for nZ. Indeed, since u(z1)u(z2)Cz1z2β for z1,z2D by assumption, we have by the triangle inequality that un(z1)un(z2)Cz1z2β for z1,z2D.

We shall next evaluate the constraint unΛβ(D). Let nZ+. By (Equation28) and homogeneity we have that un(z)=12πTm=1ameα,m(z)eimτ+m=0amzmeimτeinτdτ=m=1ameα,m(z)12πTei(nm)τdτ+m=0amzm12πTei(m+n)τdτ=aneα,n(z) for zD, where the last equality follows by an orthogonality property of exponential monomials. Observe that the change of order of integration and summation is permitted by uniform convergence. Thus un=aneα,n for nZ+.

Since β>α+1 by assumption, we have from Lemma 5.1 that eα,nΛβ(D) for nZ+. Now, since un=aneα,n belongs to Λβ(D) by the results of the previous two paragraphs, we conclude that an=0 for n<0. From (Equation28) we then have that u(z)=n=0anzn,zD, is analytic in D.

We point out that Theorem 5.4 generalizes an earlier result by Olofsson and Wittsten [Citation2, Theorem 1.11] to the scale of spaces Λβ(D).

A variant of Theorem 5.4 goes as follows.

Theorem 5.5

Let 1<α<0 and 0<β1 be such that β>α+1. Let fΛβ(T). Then Pα[f]Λβ(D) if and only if fˆ(n)=0 for n<0.

Proof.

Assume first that u=Pα[f] belongs to Λβ(D). By Theorem 5.4 we conclude that u is analytic in D. By passage to boundary values we see that fˆ(n)=0 for n<0.

Conversely, assume that fˆ(n)=0 for n<0. Then u=Pα[f] is analytic in D and Theorem 3.3 yields that uΛβ(D).

6. The case of critical smoothness

In this section, we discuss Lipschitz continuity uΛβ(D) of an α-harmonic function u in the case when 1<α0 and β=α+1. We refer to this parameter range as the case of critical smoothness.

We shall need some more properties of the functions fα,n defined in (Equation30) for α>1 and nZ+. By differentiation we see that (42) fα,n(j)(z)=1B(n,α+1)Γ(jα)Γ(α)01tn+j1(1tz)αjdt,zC[1,),(42) for j0.

Lemma 6.1

Let 1<α<0. Let fα,n be as in (Equation30) for some nZ+. Then fα,n is totally monotone on the interval (,1) in the sense that fα,n(j)(x)0 for x<1 and j0.

Proof.

The conclusion of the lemma is evident from formula (Equation42).

The study of the functions fα,n belongs to the subject of hypergeometry. We observe that (43) fα,n(j)(z)=1B(n,α+1)Γ(jα)Γ(α)1n+jF(jα,n+j;n+j+1;z),(43) where F(a,b;c;z)=n=0(a)n(b)n(c)nznn!=Γ(c)Γ(a)Γ(b)n=0Γ(a+n)Γ(b+n)Γ(c+n)znn! is a standard hypergeometric function. In fact, formula (Equation42) is a specialization of the Euler integral formula F(a,b;c;z)=Γ(c)Γ(b)Γ(cb)01tb1(1t)cb1(1tz)adt valid when c>b>0 (see [Citation22, Theorem 2.2.1]).

The study of asymptotic behaviour of hypergeometric functions is a classical topic which goes back to Gauss. We shall use the result that (44) limx1F(a,b;c;x)(1x)cab=Γ(c)Γ(a+bc)Γ(a)Γ(b)(44) when c<a+b (see [Citation22, Theorem 2.1.3]). The asymptotic result (Equation44) belongs to the realm of the famous Gauss summation formula.

Lemma 6.2

Let 1<α<0. Let fα,n be as in (Equation30) for some nZ+. Then limx11fα,n(x)(1x)α+1=Γ(n+α+1)Γ(n)Γ(α+2).

Proof.

We consider the derivative fα,n. From formula (Equation43) above we have that fα,n(z)=1B(n,α+1)Γ(1α)Γ(α)1n+1F(1α,n+1;n+2;z). By (Equation44) we have that limx1fα,n(x)(1x)α=1B(n,α+1). The conclusion of the lemma now follows from L'Hospital's rule.

We shall consider the Fourier multiplier Mα defined by (Mαf) ˆ(n)=Γ(n+α+1)Γ(n)fˆ(n)for n<0,0for n0, for fD(T). From Stirling's formula we have that (45) Γ(n+α+1)/Γ(n)nα+1(45) asymptotically in the sense that the quotient tends to 1 as n+ (see [Citation22, Section 1.4]).

Recall that the space L(T) is the dual of L1(T) and has as such a natural weak topology. A sequence {fk}k=1 in L(T) converges to a function f in L(T) in the weak topology of L(T) if and only if supk1fk<+ and limkfˆk(n)=fˆ(n) for every nZ. It follows by a well-known diagonal procedure that every bounded sequence in L(T) has a weak convergent subsequence. An interesting discussion of Fourier coefficients for linear functionals is found in Katznelson [Citation7, Section I.7]; see [Citation2, Section 4] for information on a related notion of relative completeness.

Theorem 6.3

Let 1<α<0 and set β=α+1. Let fΛβ(T) be such that Pα[f]Λβ(D). Then MαfL(T).

Proof.

Since fΛβ(T) and 0<β<1 we have from Theorem 3.2 that P0[f] belongs to Λβ(D). Set v=P0[f]Pα[f]. By assumption we have that vΛβ(D). Since also v=0 on T by construction, there exists a finite positive constant C such that (46) v(z)C(1z2)β(46) for zD.

We consider now the functions hr(eiθ)=v(reiθ)/(1r2)β,eiθT, for 0<r<1. Clearly hrC(T) for 0<r<1. Furthermore, from (Equation46) we have that hrC for 0<r<1. The functions {hr} thus form a bounded sequence in L(T).

We now turn our attention to Fourier coefficients. From (Equation9) we have that (47) v(z)=n=1fˆ(n)(1fα,n(z2))z¯n(47) for zD. This latter series expansion (Equation47) makes evident that (hr) ˆ(n)=0 for n0. Let nZ+. Again from (Equation47) we have that (hr) ˆ(n)=fˆ(n)1fα,n(r2)(1r2)α+1rn for 0<r<1. By Lemma 6.2 we have that limr1(hr) ˆ(n)=Γ(n+α+1)Γ(n)Γ(α+2)fˆ(n) for nZ+.

From the result of the previous paragraph we know that the limit limr1(hr) ˆ(n) exists for every nZ. Since the sequence {hr} is bounded in L(T), it follows that the limit h=limr1hr exists in the weak topology of L(T). We conclude that Mαf=Γ(α+2)h belongs to L(T) and MαfΓ(α+2)C, where C is as in (Equation46).

The Fourier multiplier Mα is naturally derived from the binomial series: (48) 1(1z)a=n=0Γ(n+a)n!Γ(a)zn,zD.(48) Let α>1 and consider the anti-analytic function h(z)=z¯(1z¯)α+2,zD. From the binomial series (Equation48) we have that h(z)=1Γ(α+2)n=1Γ(n+α+1)Γ(n)z¯n for zD. From here we see that Mαf=Γ(α+2)(mαf),fD(T), where mα=limr1hr in D(T) is the distributional boundary limit of the function h, hr is as in (Equation4) and is convolution in D(T).

The Fourier coefficients of a Lipschitz function fΛβ(T) decay as fˆ(n)=O(1/nβ) as n (see Zygmund [Citation8, Theorem II.4.7]). An interesting example is provided by the Weierstrass function (49) fβ(eiθ)=k=1bkβeibkθ,eiθT,(49) where b>1 is an integer. It is known that fβΛβ(T) for 0<β<1 (see Zygmund [Citation8, Theorem II.4.9]).

Let 1<α<0 and set β=α+1. Using (Equation45) and (Equation49) it is straightforward to check that the Fourier coefficients of the distribution Mαfβ are not vanishing at infinity. By Riemann–Lebesgue lemma we conclude that MαfβL1(T) for such parameters. The conclusion MαfL(T) in Theorem 6.3 is thus quite demanding of a Lipschitz function fΛβ(T).

Lemma 6.4

Let α>1. Let fD(T) and set u=Pα[f]. Then z¯¯u(z)=1Γ(α+1)(1z2)αP0[Mαf](z) for zD.

Proof.

Recall the homogeneous expansion of the Poisson integral (Equation9). Differentiating we have that ¯u(z)=n=1fˆ(n)¯eα,n(z) for zD. We now use the first of the differential equations in Proposition 4.2 to conclude that z¯¯u(z)=n=1fˆ(n)1B(n,α+1)z¯n(1z2)α=1Γ(α+1)(1z2)αn=1(Mαf) ˆ(n)z¯n for zD, where the last equality is straightforward to check. Since (Mαf) ˆ(n)=0 for n0, this yields the conclusion of the lemma.

We now return to the study of Lipschitz classes.

Theorem 6.5

Let 1<α0 and set β=α+1. Let fΛβ(T) be such that MαfL(T). Then the function u=Pα[f] belongs to Λβ(D).

Proof.

We shall apply Theorem 3.1. Recall Lemma 6.4. A standard estimation of P0[Mαf] gives that z¯¯u(z)1Γ(α+1)(1z2)αMαf for zD. Recall Theorem 2.13. An application of Theorem 3.1 now yields the conclusion of the theorem.

We denote by f the distributional derivative of fD(T). Recall that (f) ˆ(n)=infˆ(n) for nZ.

Lemma 6.4 is accompanied with the following lemma.

Lemma 6.6

Let α>1. Let fD(T) and set u=Pα[f]. Then zu(z)=1Γ(α+1)(1z2)αP0[Mαf](z)iPα[f](z) for zD.

Proof.

Recall the homogeneous expansion of the Poisson integral (Equation9). Differentiating we have that u(z)=n=1fˆ(n)eα,n(z)+n=1fˆ(n)nzn1 for zD. We now use the second of the differential equations in Proposition 4.2 to conclude that zu(z)=n=1fˆ(n)1B(n,α+1)z¯n(1z2)αneα,n(z)+n=1nfˆ(n)zn=1Γ(α+1)(1z2)αn=1(Mαf) ˆ(n)z¯nn=1nfˆ(n)eα,n(z)+n=1nfˆ(n)zn for zD, where the last equality is straightforward to check. In view of the series expansion (Equation9), this yields the conclusion of the lemma.

Let fD(T). The conjugate function of f is the distribution f~D(T) defined by the condition that (50) (f~) ˆ(n)=isgn(n)fˆ(n),nZ,(50) where sgn(n)=n/n for n0 and sgn(0)=0. From (Equation50) we have that the α-harmonic functions u=Pα[f] and v=Pα[f~] are such that the function g=u+iv is analytic in D and v(0)=0.

The following result is well-known but included here for the sake of completeness.

Theorem 6.7

Let fΛ1(T) and set u=P0[f]. Then uΛ1(D) if and only if f~Λ1(T).

Proof.

Assume first that uΛ1(D). We set v=P0[f~]. Since uΛ1(D) we have that u(z1)u(z2)Cz1z2 for z1,z2D, where C is a finite positive constant. This latter Lipschitz condition gives that the partial derivatives of u are uniformly bounded in D. Since v is a harmonic conjugate for u we conclude that v also has uniformly bounded partial derivatives in D. By Theorem 3.1 we have that vΛ1(D). Passing to the boundary limit of v we see that f~Λ1(T).

Assume next that f~Λ1(T). Now the function u+iv=P0[f+if~] is analytic in D and f+if~Λ1(T). By Theorem 3.3 we have that u+ivΛ1(D). Similarly, the function uiv=P0[fif~] is anti-analytic in D and fif~Λ1(T). An application of Theorem 3.3 gives that uivΛ1(D). We now conclude that u,vΛ1(D).

The Fourier multiplier M0 is naturally expressed in terms of the conjugate function. It is straightforward to check that (51) M0f=i2(fif~),fD(T),(51) where the prime indicates distributional derivative.

A classical result is that the kernel of the distributional derivative D(T)ff is the space of constant functions (see Hörmander [Citation23, Theorem 3.1.4]). It is also well-known that the distributional derivative maps the Lipschitz space Λ1(T) onto L(T).

Proposition 6.8

Let fΛ1(T). Then f~Λ1(T) if and only if M0fL(T).

Proof.

Recall formula (Equation51). If f~Λ1(T), then fif~Λ1(T) and a differentiation gives that M0fL(T). Conversely, if M0fL(T), then fif~Λ1(T) which yields that f~Λ1(T).

Disclosure statement

No potential conflict of interest was reported by the author.

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