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Discrete Harmonic Function


A discrete harmonic function on a finite connected simple graph G=(V,E) with at least two vertices is a real-valued function whose value at each specified graph vertex is the arithmetic mean of its values at the adjacent vertices. Writing w∼v for adjacent vertices, this condition is

 f(v)=1/(deg(v))sum_(w∼v)f(w),

where deg(v) is the vertex degree. This averaging condition is a discrete analog of the condition satisfied by a harmonic function.

More generally, assign a positive real number c_(vw)=c_(wv) to each graph edge. The weighted harmonicity condition replaces the arithmetic mean by

 f(v)=(sum_(w∼v)c_(vw)f(w))/(sum_(w∼v)c_(vw)).

The unweighted condition is recovered when all c_(vw)=1 (Doyle and Snell 2006, p. 36).

For a nonempty subset B of the vertex set V, arbitrary real values prescribed on B have a unique extension to V that is harmonic at every graph vertex in V\B. Its values lie between the smallest and largest prescribed values. To prove this bound, suppose a global largest value is attained outside B. Positivity in the averaging equation forces every graph vertex adjacent to it to have the same value. Repeating this argument along a graph path to B shows that the largest value is attained on B. Applying the same argument to -f gives the lower bound.

The difference of two extensions with the same boundary values is harmonic and zero on B, so the bounds force it to vanish everywhere. This proves uniqueness. Existence is immediate if B=V. Otherwise the interior averaging equations form a linear system of equations with as many equations as unknown interior values. With zero boundary values, the uniqueness argument gives only the zero solution, so its coefficient matrix is nonsingular and every choice of boundary values has a solution. This extends the averaging argument for finite grids and two-boundary networks to any nonempty B (Doyle and Snell 2006, pp. 13-14 and 36; Nachmias 2020).


See also

Graph, Harmonic Function, Laplacian Matrix

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References

Doyle, P. G. and Snell, J. L. Random Walks and Electric Networks. Version of 5 Jul 2006. https://math.dartmouth.edu/~doyle/docs/walks/walks.pdf.Nachmias, A. "Random Walks and Electric Networks." In Planar Maps, Random Walks and Circle Packing. Cham, Switzerland: Springer, pp. 11-31, 2020. https://doi.org/10.1007/978-3-030-27968-4_2.Numberphile. "Squares and Tilings." Featuring A. Okounkov. Aug. 12, 2020. https://www.youtube.com/watch?v=Rpjab-XQ0U.

Cite this as:

Weisstein, Eric W. "Discrete Harmonic Function." From MathWorld--A Wolfram Resource. https://mathworld.wolfram.com/DiscreteHarmonicFunction.html

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