Introduction
The maximum diversity of a compact metric space is the largest diversity of a probability measure on it, for the similarity kernel e − d ( x , y ) e^{-d(x,y)} e − d ( x , y ) [1 ] . On a nonempty compact set E ⊂ R N E \subset\mathbb{R}^{N} E ⊂ R N with the Euclidean metric it is
D max ( E ) = ( min μ ≥ 0 , μ ( E ) = 1 supp μ ⊂ E ∬ e − ∣ x − y ∣ d μ ( x ) d μ ( y ) ) − 1 . (1) D_{\max}(E)=\left(\min_{\substack{\mu\ge0,\ \mu(E)=1\\ \operatorname{supp}\mu\subset E}}\iint e^{-|x-y|}\,d\mu(x)\,d\mu(y)\right)^{-1}. \tag*{(1)} D m a x ( E ) = μ ≥ 0 , μ ( E ) = 1 supp μ ⊂ E min ∬ e − ∣ x − y ∣ d μ ( x ) d μ ( y ) − 1 . (1)
The reciprocal of the double integral is the diversity of order two of μ \mu μ . A minimizer maximizes the diversity of every order q ∈ [ 0 , ∞ ] q\in[0,\infty] q ∈ [ 0 , ∞ ] at once, and the maximum value is independent of q q q [1 Theorem 7.1 and Corollary 7.3] , as Leinster and Meckes first proved for finite spaces [2 ] . Its logarithm is the maximum entropy of E E E [1 Definition 7.2] .
Rotational symmetry on a ball leaves the distribution of mass over the radii to be found. Leinster and Roff ask for the maximizing measure on a ball and conjecture that its support is a finite union of concentric spheres, their number depending on the radius [1 §10, Q (2)] .1 Bouafia also says that the support on Euclidean balls is still unknown [3 ] . Leinster reiterated the problem in 2024, as a possible application of spectral geometry and semiclassical analysis, reporting Gimperlein’s suggestion that spectral geometry could advance the study of magnitude [4 ] . In this paper we determine the maximizing measure for every radius in dimensions two and three using a potential-theoretic approach.
Theorem 1.1 Let N ∈ { 2 , 3 } N\in\{2,3\} N ∈ { 2 , 3 } , let μ R \mu_R μ R be the unique maximizing measure for e − ∣ x − y ∣ e^{-|x-y|} e − ∣ x − y ∣ on B R ‾ ⊂ R N \overline{B_R}\subset\mathbb{R}^{N} B R ⊂ R N , and let σ R \sigma_R σ R be normalized surface measure on ∂ B R \partial B_R ∂ B R . Let R N R_N R N be the unique R > 0 R>0 R > 0 at which the potential of σ R \sigma_R σ R at the center equals its value on the sphere,
e − R = ∫ e − ∣ R e 1 − y ∣ d σ R ( y ) . e^{-R}=\int e^{-|Re_1-y|}\,d\sigma_R(y). e − R = ∫ e − ∣ R e 1 − y ∣ d σ R ( y ) . Thus R 2 ≈ 1.364 R_2\approx1.364 R 2 ≈ 1.364 and R 3 ≈ 2.729 R_3\approx2.729 R 3 ≈ 2.729 . If 0 < R ≤ R N 0<R\le R_N 0 < R ≤ R N , then μ R = σ R \mu_R=\sigma_R μ R = σ R , and D max ( B R ‾ ) D_{\max}(\overline{B_R}) D m a x ( B R ) is the reciprocal of the boundary potential in the displayed equation. If R > R N R>R_N R > R N , there is a ∈ ( 0 , R ) a\in(0,R) a ∈ ( 0 , R ) such that
supp μ R = B a ‾ ∪ ∂ B R . \operatorname{supp}\mu_R=\overline{B_a}\cup\partial B_R. supp μ R = B a ∪ ∂ B R . The measure has positive density throughout B a B_a B a and positive mass on ∂ B R \partial B_R ∂ B R . Its mass on ∂ B a \partial B_a ∂ B a is positive in dimension three and zero in dimension two. The open annulus a < ∣ x ∣ < R a<|x|<R a < ∣ x ∣ < R has zero mass, and there the potential e − ∣ ⋅ ∣ ∗ μ R e^{-|\cdot|}*\mu_R e − ∣ ⋅ ∣ ∗ μ R exceeds its value 1 / D max ( B R ‾ ) 1/D_{\max}(\overline{B_R}) 1/ D m a x ( B R ) on the support.
Positive density on the central ball rules out a finite union of supporting spheres for R > R N R>R_N R > R N . The theorem follows from § 3 and the pointwise positivity proved in Theorem 5.8 .
Up to the threshold the maximum diversity of the ball is therefore that of its boundary sphere, which is the magnitude of the sphere [1 Example 8.5] . Willerton computed this magnitude for the two-sphere with the Euclidean metric [5 Theorem 12] .
Above the threshold in dimension three, Theorem 4.2 expresses the measure and maximum diversity in terms of the unique root of a scalar equation for the annulus width. For large R R R the leading term is R 3 / 6 R^3/6 R 3 /6 , and the R 2 R^2 R 2 coefficient in (34) is approximately 0.928. Barceló and Carbery’s magnitude formula is R 3 / 6 + R 2 + 2 R + 1 R^3/6 + R^2 + 2R + 1 R 3 /6 + R 2 + 2 R + 1 [6 Theorem 2] .
In the plane the interior density is real analytic, and Theorem 5.8 determines it through integral equations. The density diverges like the inverse square root of the distance to its edge, and the inner radius grows linearly from zero at the threshold. At the threshold, the maximum diversity departs from the magnitude of the circle ∂ B R \partial B_R ∂ B R only at second order.
For N = 4 , 5 N = 4, 5 N = 4 , 5 , numerical evidence points to a further range of radii with finitely many supporting spheres (Appendix B).
For a probability measure μ \mu μ on E E E put U μ = e − ∣ ⋅ ∣ ∗ μ U_\mu= e^{-|\cdot|} * \mu U μ = e − ∣ ⋅ ∣ ∗ μ and I ( μ ) = ∫ U μ d μ I(\mu) = \int U_\mu\,d\mu I ( μ ) = ∫ U μ d μ . We call a minimizer of I I I over these probability measures an equilibrium measure. It is the maximizing measure, whose uniqueness was proved by Meckes [1 Proposition 8.8] . Its equilibrium level γ = I ( μ ) \gamma= I(\mu) γ = I ( μ ) equals 1 / D max ( E ) 1/D_{\max}(E) 1/ D m a x ( E ) , and the potential U μ U_\mu U μ is their typicality function [1 Definition 3.4] . A maximizing measure is balanced, with U μ = γ U_\mu= \gamma U μ = γ on its support [1 Proposition 6.3] , and U μ ≥ γ U_\mu\ge\gamma U μ ≥ γ on E E E [1 Lemma 7.7(i)] . We call the latter the equilibrium inequality, and { x ∈ E : U μ ( x ) = γ } \{x \in E : U_\mu(x) = \gamma\} { x ∈ E : U μ ( x ) = γ } the contact set.
The support proof is the same for both ball problems. For the equilibrium measure μ \mu μ of a ball put U = U μ U = U_\mu U = U μ and J = ( 1 − Δ ) U = ( N − 1 ) ( e − ∣ ⋅ ∣ / ∣ ⋅ ∣ ) ∗ μ J = (1 - \Delta)U = (N - 1)(e^{-|\cdot|}/|\cdot|) * \mu J = ( 1 − Δ ) U = ( N − 1 ) ( e − ∣ ⋅ ∣ /∣ ⋅ ∣ ) ∗ μ . At an interior contact point U U U has a local minimum, so formally Δ U ≥ 0 \Delta U \ge0 Δ U ≥ 0 and J = U − Δ U ≤ γ J = U - \Delta U \le\gamma J = U − Δ U ≤ γ ; the latter inequality is proved in Lemma 3.6 . In dimensions two and three J J J is strictly subharmonic on every open set disjoint from the support, so the maximum principle, applied to J J J and then to U − γ U - \gamma U − γ , excludes a mass-free annulus between interior contact radii, and also a mass-free central ball bounded by an interior contact sphere. An open annulus next to the outer sphere is always mass-free, and together these force the supercritical support and contact set in Proposition 3.11 (Figure 1 ).
Figure 1. Support of the maximizing measure for R ≤ R N R \le R_N R ≤ R N and R > R N R > R_N R > R N . At R = R N R = R_N R = R N the center is also a contact point, but has zero mass.
To recover the density we invert convolution with e − ∣ ⋅ ∣ e^{-|\cdot|} e − ∣ ⋅ ∣ . In R 3 \mathbb{R}^3 R 3 the identity ( 1 − Δ ) 2 U = 8 π μ (1 - \Delta)^2 U = 8\pi\mu ( 1 − Δ ) 2 U = 8 π μ is local and determines the constant density on the central ball. In R 2 \mathbb{R}^2 R 2 the inverse is proportional to ( 1 − Δ ) 3 / 2 (1 - \Delta)^{3/2} ( 1 − Δ ) 3/2 , and the density depends on the potential outside the central disk as well; § 5 obtains it through a screened charged disk problem.
Meckes’s variational formula for the magnitude Mag ( E ) \operatorname{Mag}(E) Mag ( E ) , denoted ∣ E ∣ |E| ∣ E ∣ by Leinster and Roff, is a supremum over signed measures; restricted to probability measures it is equivalent to maximum diversity, so D max ( E ) ≤ Mag ( E ) D_{\max}(E) \leq\operatorname{Mag}(E) D m a x ( E ) ≤ Mag ( E ) [7 ] , [1 (14)] . Meckes also expresses maximum diversity as a constant multiple of the Bessel capacity of order ( N + 1 ) / 2 (N+1)/2 ( N + 1 ) /2 [8 ] . In that form
D max ( E ) = 1 c N inf { ∥ ( 1 − Δ ) ( N + 1 ) / 4 f ∥ L 2 2 : f ∈ H ( N + 1 ) / 2 ( R N ) , f ≥ 1 on E } . D_{\max}(E)=\frac{1}{c_N}\inf\left\{\left\|(1-\Delta)^{(N+1)/4}f\right\|_{L^2}^2:f\in H^{(N+1)/2}(\mathbb{R}^N),\ f\geq1\text{ on }E\right\}. D m a x ( E ) = c N 1 inf { ( 1 − Δ ) ( N + 1 ) /4 f L 2 2 : f ∈ H ( N + 1 ) /2 ( R N ) , f ≥ 1 on E } .
with c N c_N c N the constant in (5) , N ! N! N ! times the volume of the unit ball. Maximum diversity is thus an obstacle problem for a higher-order operator, which is a parallel Barceló and Carbery point out [6 §10] . Its minimizer is U μ / γ U_\mu/\gamma U μ / γ , with coincidence set equal to the contact set above.
Apart from finite spaces, the maximizing measures Leinster and Roff compute come from positive weight measures [1 Lemma 8.2] . Three-dimensional Euclidean balls have no weight measure [9 ] , so their maximizing measure misses part of the ball [1 §8] . For R > R N R>R_N R > R N the measure μ R / γ \mu_R/\gamma μ R / γ is a positive weight measure on its support B a ‾ ∪ ∂ B R \overline{B_a}\cup\partial B_R B a ∪ ∂ B R [1 Lemma 5.6] . By their Corollary 7.4(ii), D max ( B R ‾ ) D_{\max}(\overline{B_R}) D m a x ( B R ) equals the magnitude of that support. So Theorems 4.2 and 5.8 compute the magnitude of sets with a positive weight measure, a class they find apparently rare [1 §8] . Leinster and Roff’s uniform measure on a ball is normalized Lebesgue measure [1 Theorem 9.9] . In three dimensions the density is constant on the central ball, whose radius is R − O ( 1 ) R-O(1) R − O ( 1 ) and which contains all but O ( 1 / R ) O(1/R) O ( 1/ R ) of the mass (Remark 4.6), so after rescaling to the unit ball the maximizing measure approaches it in total variation at the rate O ( 1 / R ) O(1/R) O ( 1/ R ) .
Spherical to volume transitions also occur for Riesz energies with radial external fields [10 , 11 ] . The volume part in [11 ] reaches the sphere; the exponential equilibrium on a ball has an intervening mass-free annulus between these components.
Kernel identities
For N ≥ 2 N\geq2 N ≥ 2 put K ( x ) = e − ∣ x ∣ K(x)=e^{-|x|} K ( x ) = e − ∣ x ∣ and L ( x ) = e − ∣ x ∣ / ∣ x ∣ L(x)=e^{-|x|}/|x| L ( x ) = e − ∣ x ∣ /∣ x ∣ for x ≠ 0 x\ne0 x = 0 ; when it occurs in a potential, the locally integrable function L L L is given the value + ∞ +\infty + ∞ at zero. We use the Fourier transform h ^ ( ξ ) = ∫ e − i x ⋅ ξ h ( x ) d x \widehat{h}(\xi)=\int e^{-ix\cdot\xi}h(x)\,dx h ( ξ ) = ∫ e − i x ⋅ ξ h ( x ) d x . By radial differentiation,
( 1 − Δ ) K = ( N − 1 ) L (2) (1-\Delta)K=(N-1)L \tag*{(2)} ( 1 − Δ ) K = ( N − 1 ) L (2)
and, away from the origin,
Δ L ( x ) = e − ∣ x ∣ ∣ x ∣ 3 ( ∣ x ∣ 2 + ( 3 − N ) ∣ x ∣ + 3 − N ) . (3) \Delta L(x)=\frac{e^{-|x|}}{|x|^3}\left(|x|^2+(3-N)|x|+3-N\right). \tag*{(3)} Δ L ( x ) = ∣ x ∣ 3 e − ∣ x ∣ ( ∣ x ∣ 2 + ( 3 − N ) ∣ x ∣ + 3 − N ) . (3)
The first identity holds as distributions on R N \mathbb{R}^N R N ; its classical second derivatives are locally integrable, and the flux of the bounded gradient of K K K across a sphere of radius ε \varepsilon ε tends to zero. For N = 2 , 3 N=2,3 N = 2 , 3 the second expression is positive.
For α , ζ > 0 \alpha,\zeta>0 α , ζ > 0 ,
∫ 0 ∞ t − 1 / 2 e − α t − ζ / t d t = π α e − 2 α ζ , ∫ 0 ∞ t − 3 / 2 e − α t − ζ / t d t = π ζ e − 2 α ζ . (4) \int_{0}^{\infty} t^{-1/2}e^{-\alpha t-\zeta/t}\,\mathrm{d}t=\sqrt{\frac{\pi}{\alpha}}e^{-2\sqrt{\alpha\zeta}},\qquad\int_{0}^{\infty} t^{-3/2}e^{-\alpha t-\zeta/t}\,\mathrm{d}t=\sqrt{\frac{\pi}{\zeta}}e^{-2\sqrt{\alpha\zeta}}. \tag*{(4)} ∫ 0 ∞ t − 1/2 e − α t − ζ / t d t = α π e − 2 α ζ , ∫ 0 ∞ t − 3/2 e − α t − ζ / t d t = ζ π e − 2 α ζ . (4)
and by monotone convergence the first holds at ζ = 0 \zeta=0 ζ = 0 and the second at α = 0 \alpha=0 α = 0 . The substitution t ↦ ζ / ( α t ) t\mapsto\zeta/(\alpha t) t ↦ ζ / ( α t ) turns the first integral into ζ / α \sqrt{\zeta/\alpha} ζ / α times the second, and u = α t − ζ / t u=\sqrt{\alpha}t-\sqrt{\zeta}/t u = α t − ζ / t turns α \sqrt{\alpha} α times the first plus ζ \sqrt{\zeta} ζ times the second into 2 e − 2 α ζ ∫ R e − u 2 d u 2e^{-2\sqrt{\alpha\zeta}}\int_{\mathbb{R}}e^{-u^2}\,\mathrm{d}u 2 e − 2 α ζ ∫ R e − u 2 d u . With α = ∣ x ∣ 2 \alpha=|x|^2 α = ∣ x ∣ 2 and ζ = 1 / 4 \zeta=1/4 ζ = 1/4 the second formula expresses K K K as a positive superposition of the Gaussians e − t ∣ x ∣ 2 e^{-t|x|^2} e − t ∣ x ∣ 2 , and Fourier transformation of a Gaussian yields
K ^ ( ξ ) = c N ( 1 + ∣ ξ ∣ 2 ) ( N + 1 ) / 2 , c N = 2 N π ( N − 1 ) / 2 Γ ( N + 1 2 ) . (5) \widehat{K}(\xi)=\frac{c_N}{(1+|\xi|^2)^{(N+1)/2}},\qquad c_N=2^N\pi^{(N-1)/2}\Gamma\left(\frac{N+1}{2}\right). \tag*{(5)} K ( ξ ) = ( 1 + ∣ ξ ∣ 2 ) ( N + 1 ) /2 c N , c N = 2 N π ( N − 1 ) /2 Γ ( 2 N + 1 ) . (5)
By Legendre’s duplication formula c N c_N c N is N ! N! N ! times the volume of the unit ball, the constant in [1 Proposition 9.7] ; in particular c 3 = 8 π c_3=8\pi c 3 = 8 π . The multiplier is positive and integrable, so by Fourier inversion and Fubini, for every finite signed measure η \eta η ,
I ( η ) = ∬ K ( x − y ) d η ( x ) d η ( y ) = 1 ( 2 π ) N ∫ R N c N ∣ η ^ ( ξ ) ∣ 2 ( 1 + ∣ ξ ∣ 2 ) ( N + 1 ) / 2 d ξ . I(\eta)=\iint K(x-y)\,\mathrm{d}\eta(x)\,\mathrm{d}\eta(y)=\frac{1}{(2\pi)^N}\int_{\mathbb{R}^N}\frac{c_N|\widehat{\eta}(\xi)|^2}{(1+|\xi|^2)^{(N+1)/2}}\,\mathrm{d}\xi. I ( η ) = ∬ K ( x − y ) d η ( x ) d η ( y ) = ( 2 π ) N 1 ∫ R N ( 1 + ∣ ξ ∣ 2 ) ( N + 1 ) /2 c N ∣ η ( ξ ) ∣ 2 d ξ .
Zero energy means that the continuous function η ^ \widehat{\eta} η vanishes everywhere, and testing against Schwartz functions then shows η = 0 \eta=0 η = 0 . Strict positive definiteness gives uniqueness of an energy minimizer; on a ball it is rotation invariant. For finite measures μ , ν \mu,\nu μ , ν of equal mass, with U μ = K ∗ μ U_\mu=K*\mu U μ = K ∗ μ ,
I ( ν ) − I ( μ ) = I ( ν − μ ) + 2 ∫ U μ d ( ν − μ ) . (6) I(\nu)-I(\mu)=I(\nu-\mu)+2\int U_\mu\,\mathrm{d}(\nu-\mu). \tag*{(6)} I ( ν ) − I ( μ ) = I ( ν − μ ) + 2 ∫ U μ d ( ν − μ ) . (6)
Hence U μ ≥ c U_\mu\ge c U μ ≥ c on E E E together with U μ = c U_\mu=c U μ = c on the support suffices for optimality among probability measures on E E E . For a minimizing probability measure the two conditions are necessary as well, with c = I ( μ ) c=I(\mu) c = I ( μ ) , by first variation against point masses and continuity of the potential.
For N = 3 N=3 N = 3 , (5) reads K ^ ( ξ ) = 8 π ( 1 + ∣ ξ ∣ 2 ) − 2 \widehat{K}(\xi)=8\pi(1+|\xi|^2)^{-2} K ( ξ ) = 8 π ( 1 + ∣ ξ ∣ 2 ) − 2 , so
( 1 − Δ ) 2 K = 8 π δ 0 in R 3 . (7) (1-\Delta)^2K=8\pi\delta_0\quad\text{in }\mathbb{R}^3. \tag*{(7)} ( 1 − Δ ) 2 K = 8 π δ 0 in R 3 . (7)
In the plane the first formula in (G), with α = ∣ x ∣ 2 \alpha=|x|^2 α = ∣ x ∣ 2 and ζ = 1 / 4 \zeta=1/4 ζ = 1/4 , expresses π L \sqrt{\pi}L π L as a superposition of the same Gaussians, and Fourier transformation followed by the second formula, with α = 0 \alpha=0 α = 0 and ζ = ( 1 + ∣ ξ ∣ 2 ) / 4 \zeta=(1+|\xi|^2)/4 ζ = ( 1 + ∣ ξ ∣ 2 ) /4 , yields
L ^ ( ξ ) = 2 π 1 + ∣ ξ ∣ 2 , K ^ ( ξ ) = 2 π ( 1 + ∣ ξ ∣ 2 ) 3 / 2 . \widehat{L}(\xi)=\frac{2\pi}{\sqrt{1+|\xi|^2}},\qquad\widehat{K}(\xi)=\frac{2\pi}{(1+|\xi|^2)^{3/2}}. L ( ξ ) = 1 + ∣ ξ ∣ 2 2 π , K ( ξ ) = ( 1 + ∣ ξ ∣ 2 ) 3/2 2 π .
For N = 2 N = 2 N = 2 , (2) and (3) read
( 1 − Δ ) K = L , Δ L ( x ) = e − ∣ x ∣ ( 1 ∣ x ∣ + 1 ∣ x ∣ 2 + 1 ∣ x ∣ 3 ) > 0 ( x ≠ 0 ) . (8) (1-\Delta)K=L,\qquad\Delta L(x)=e^{-|x|}\left(\frac{1}{|x|}+\frac{1}{|x|^2}+\frac{1}{|x|^3}\right)>0\quad(x\ne0). \tag*{(8)} ( 1 − Δ ) K = L , Δ L ( x ) = e − ∣ x ∣ ( ∣ x ∣ 1 + ∣ x ∣ 2 1 + ∣ x ∣ 3 1 ) > 0 ( x = 0 ) . (8)
Support on balls
Let μ \mu μ minimize the exponential energy among probability measures on B R ‾ ⊂ R N \overline{B_R}\subset\mathbb{R}^N B R ⊂ R N , where R > 0 R>0 R > 0 and N ≥ 2 N\ge2 N ≥ 2 , and set
U = K ∗ μ , γ = I ( μ ) , J = ( N − 1 ) L ∗ μ . U=K*\mu,\qquad\gamma=I(\mu),\qquad J=(N-1)L*\mu. U = K ∗ μ , γ = I ( μ ) , J = ( N − 1 ) L ∗ μ .
By (2) , ( 1 − Δ ) U = J (1-\Delta)U=J ( 1 − Δ ) U = J as distributions. The integral defining J J J is nonnegative and belongs to L 1 ( R N ) L^1(\mathbb{R}^N) L 1 ( R N ) , though individual values may at first be infinite. By the first variation
U ≥ γ on B R ‾ , U = γ on supp μ . (9) U\ge\gamma\quad\text{on }\overline{B_R},\qquad U=\gamma\quad\text{on }\operatorname{supp}\mu. \tag*{(9)} U ≥ γ on B R , U = γ on supp μ . (9)
By uniqueness μ \mu μ is rotation invariant. Denote its pushforward under x ↦ ∣ x ∣ x\mapsto|x| x ↦ ∣ x ∣ by μ r a d \mu_{\mathrm{rad}} μ rad , put S = supp μ r a d S=\operatorname{supp}\mu_{\mathrm{rad}} S = supp μ rad , and for t > 0 t>0 t > 0 let σ t \sigma_t σ t be normalized surface measure on ∂ B t \partial B_t ∂ B t . Then
μ = μ r a d ( { 0 } ) δ 0 + ∫ ( 0 , R ] σ t d μ r a d ( t ) , U ( r ) = γ ( r ∈ S ) . (10) \mu=\mu_{\mathrm{rad}}(\{0\})\delta_0+\int_{(0,R]}\sigma_t\,d\mu_{\mathrm{rad}}(t),\qquad U(r)=\gamma\quad(r\in S). \tag*{(10)} μ = μ rad ({ 0 }) δ 0 + ∫ ( 0 , R ] σ t d μ rad ( t ) , U ( r ) = γ ( r ∈ S ) . (10)
Boundary measure in dimension three
Let σ R \sigma_R σ R be normalized surface measure on ∂ B R ⊂ R 3 \partial B_R\subset\mathbb{R}^3 ∂ B R ⊂ R 3 , and put U ∂ = K ∗ σ R U_{\partial}=K*\sigma_R U ∂ = K ∗ σ R . Define
Υ ( R ) = 2 R 2 e − R + ( 1 + 2 R ) e − 2 R − 1. (11) \Upsilon(R)=2R^2e^{-R}+(1+2R)e^{-2R}-1. \tag*{(11)} Υ ( R ) = 2 R 2 e − R + ( 1 + 2 R ) e − 2 R − 1. (11)
Lemma 3.1. For R > 0 R>0 R > 0 ,
U ∂ ( r ) = e − R R ( ( 1 + R ) sinh r r − cosh r ) ( 0 < r ≤ R ) . (12) U_{\partial}(r)=\frac{e^{-R}}{R}\left((1+R)\frac{\sinh r}{r}-\cosh r\right)\quad(0<r\le R). \tag*{(12)} U ∂ ( r ) = R e − R ( ( 1 + R ) r sinh r − cosh r ) ( 0 < r ≤ R ) . (12) Its center value is e − R e^{-R} e − R , and its boundary value is
U ∂ ( R ) = 1 − ( 1 + 2 R ) e − 2 R 2 R 2 . (13) U_{\partial}(R)=\frac{1-(1+2R)e^{-2R}}{2R^2}. \tag*{(13)} U ∂ ( R ) = 2 R 2 1 − ( 1 + 2 R ) e − 2 R . (13) If R ≤ 2 R\le2 R ≤ 2 , U ∂ U_{\partial} U ∂ is strictly decreasing on [ 0 , R ] [0,R] [ 0 , R ] . If R > 2 R>2 R > 2 , it is strictly increasing up to a single point r R ∈ ( 0 , R ) r_R\in(0,R) r R ∈ ( 0 , R ) and strictly decreasing thereafter. Consequently,
U ∂ ( r ) > min { U ∂ ( 0 ) , U ∂ ( R ) } ( 0 < r < R ) . (14) U_{\partial}(r)>\min\{U_{\partial}(0),U_{\partial}(R)\}\quad(0<r<R). \tag*{(14)} U ∂ ( r ) > min { U ∂ ( 0 ) , U ∂ ( R )} ( 0 < r < R ) . (14)
Proof. For 0 < r < R 0<r<R 0 < r < R the angle between r e 1 re_1 r e 1 and a σ R \sigma_R σ R -distributed point has cosine uniform on [ − 1 , 1 ] [-1,1] [ − 1 , 1 ] , and after changing variables to the distance u u u between the points,
U ∂ ( r ) = 1 2 r R ∫ R − r R + r u e − u d u , U_{\partial}(r)=\frac{1}{2rR}\int_{R-r}^{R+r}ue^{-u}\,du, U ∂ ( r ) = 2 r R 1 ∫ R − r R + r u e − u d u ,
which is (12) . The center value follows by continuity, and (13) is the case r = R r=R r = R .
For the extrema introduce ℓ ( r ) = ( r coth r − 1 ) / r 2 \ell(r) = (r\coth r - 1)/r^2 ℓ ( r ) = ( r coth r − 1 ) / r 2 for r > 0 r > 0 r > 0 . Differentiating,
U ∂ ′ ( r ) = e − R R sinh r ( ( 1 + R ) ℓ ( r ) − 1 ) , ℓ ( 0 + ) = 1 3 , U_{\partial}'(r) = \frac{e^{-R}}{R}\sinh r\bigl((1+R)\ell(r)-1\bigr), \qquad\ell(0+) = \frac{1}{3}, U ∂ ′ ( r ) = R e − R sinh r ( ( 1 + R ) ℓ ( r ) − 1 ) , ℓ ( 0 + ) = 3 1 ,
ℓ ′ ( r ) = − 1 4 r 3 sinh 2 r ∑ n ≥ 3 ( 2 n − 4 ) ( 2 r ) 2 n ( 2 n ) ! < 0. \ell'(r) = -\frac{1}{4r^3\sinh^2 r}\sum_{n\geq3}\frac{(2n-4)(2r)^{2n}}{(2n)!} < 0. ℓ ′ ( r ) = − 4 r 3 sinh 2 r 1 n ≥ 3 ∑ ( 2 n )! ( 2 n − 4 ) ( 2 r ) 2 n < 0.
Thus ( 1 + R ) ℓ ( r ) − 1 (1+R)\ell(r)-1 ( 1 + R ) ℓ ( r ) − 1 decreases strictly from ( R − 2 ) / 3 (R-2)/3 ( R − 2 ) /3 , and
R 2 ( ( 1 + R ) ℓ ( R ) − 1 ) = 2 R ( 1 + R ) e 2 R − 1 − 1 < 0 , R^2\bigl((1+R)\ell(R)-1\bigr)=\frac{2R(1+R)}{e^{2R}-1}-1<0, R 2 ( ( 1 + R ) ℓ ( R ) − 1 ) = e 2 R − 1 2 R ( 1 + R ) − 1 < 0 ,
since e 2 R − 1 > 2 R + 2 R 2 e^{2R}-1>2R+2R^2 e 2 R − 1 > 2 R + 2 R 2 . Hence for R ≤ 2 R\leq2 R ≤ 2 we have U ∂ ′ < 0 U_{\partial}'<0 U ∂ ′ < 0 throughout ( 0 , R ] (0,R] ( 0 , R ] , while for R > 2 R>2 R > 2 there is one critical point r R ∈ ( 0 , R ) r_R\in(0,R) r R ∈ ( 0 , R ) , with the asserted monotonicity on either side. On the increasing part U ∂ ( r ) > U ∂ ( 0 ) U_{\partial}(r)>U_{\partial}(0) U ∂ ( r ) > U ∂ ( 0 ) ; on the decreasing part with r < R r<R r < R we have U ∂ ( r ) > U ∂ ( R ) U_{\partial}(r)>U_{\partial}(R) U ∂ ( r ) > U ∂ ( R ) , and (14) follows. □
Proposition 3.2 The function Υ \Upsilon Υ has a unique positive zero R 3 R_3 R 3 , is positive on ( 0 , R 3 ) (0,R_3) ( 0 , R 3 ) , and is negative on ( R 3 , ∞ ) (R_3,\infty) ( R 3 , ∞ ) . Normalized surface measure σ R \sigma_R σ R is the unique equilibrium probability measure on B R ‾ ⊂ R 3 \overline{B_R}\subset\mathbb{R}^3 B R ⊂ R 3 if and only if R ≤ R 3 R\leq R_3 R ≤ R 3 . In that range its equilibrium level is U ∂ ( R ) U_{\partial}(R) U ∂ ( R ) . For R < R 3 R<R_3 R < R 3 , the contact set is ∂ B R \partial B_R ∂ B R ; at R = R 3 R=R_3 R = R 3 , it is ∂ B R ∪ { 0 } \partial B_R\cup\{0\} ∂ B R ∪ { 0 } . For R > R 3 R>R_3 R > R 3 , the equilibrium has positive mass in B R B_R B R .
Proof. Differentiating,
Υ ′ ( R ) = 2 R e − R ( 2 − R − 2 e − R ) . \Upsilon'(R)=2Re^{-R}\bigl(2-R-2e^{-R}\bigr). Υ ′ ( R ) = 2 R e − R ( 2 − R − 2 e − R ) .
The last factor starts at zero with positive derivative and is strictly concave, tending to − ∞ -\infty − ∞ , so it crosses zero once on the positive axis; Υ \Upsilon Υ therefore increases from zero and then decreases to − 1 -1 − 1 , which proves the assertions about R 3 R_3 R 3 . By Lemma 3.1 ,
U ∂ ( 0 ) − U ∂ ( R ) = Υ ( R ) 2 R 2 . (15) U_{\partial}(0)-U_{\partial}(R)=\frac{\Upsilon(R)}{2R^2}. \tag*{(15)} U ∂ ( 0 ) − U ∂ ( R ) = 2 R 2 Υ ( R ) . (15)
If R ≤ R 3 R\leq R_3 R ≤ R 3 , this comparison and (14) imply U ∂ ≥ U ∂ ( R ) U_{\partial}\geq U_{\partial}(R) U ∂ ≥ U ∂ ( R ) on the ball, strictly on B R ∖ { 0 } B_R\setminus\{0\} B R ∖ { 0 } , with equality at the center only at R = R 3 R=R_3 R = R 3 . Optimality and the stated contact set follow from the variational criterion in § 2 .
For R > R 3 R>R_3 R > R 3 move a mass s > 0 s>0 s > 0 from the sphere to the center. The energy change is
I ( ( 1 − s ) σ R + s δ 0 ) − I ( σ R ) = s 2 I ( δ 0 − σ R ) + 2 s ( U ∂ ( 0 ) − U ∂ ( R ) ) < 0 I\bigl((1-s)\sigma_R+s\delta_0\bigr)-I(\sigma_R)=s^2I(\delta_0-\sigma_R)+2s\bigl(U_{\partial}(0)-U_{\partial}(R)\bigr)<0 I ( ( 1 − s ) σ R + s δ 0 ) − I ( σ R ) = s 2 I ( δ 0 − σ R ) + 2 s ( U ∂ ( 0 ) − U ∂ ( R ) ) < 0
for sufficiently small s > 0 s>0 s > 0 , so σ R \sigma_R σ R fails to minimize on the ball. Among probabilities supported on the sphere it does minimize, uniquely, because its potential is constant on the sphere and the kernel is strictly positive definite. An equilibrium with zero mass in B R B_R B R would then equal σ R \sigma_R σ R , contradicting the perturbation. □
Boundary measure in dimension two
Here N = 2 N=2 N = 2 . Put U ∂ = K ∗ σ R U_{\partial}=K*\sigma_R U ∂ = K ∗ σ R and j R = L ∗ σ R j_R=L*\sigma_R j R = L ∗ σ R .
Proposition 3.3 For every R > 0 R>0 R > 0 , U ∂ ( r ) ≥ min { U ∂ ( 0 ) , U ∂ ( R ) } U_{\partial}(r)\geq\min\{U_{\partial}(0),U_{\partial}(R)\} U ∂ ( r ) ≥ min { U ∂ ( 0 ) , U ∂ ( R )} on [ 0 , R ] [0,R] [ 0 , R ] .
Proof. The potentials are smooth in B R B_R B R . By (8) , ( 1 − Δ ) U ∂ = j R (1-\Delta)U_{\partial}=j_R ( 1 − Δ ) U ∂ = j R and ( r j R ′ ( r ) ) ′ = r Δ j R ( r ) > 0 (rj_R'(r))'=r\Delta j_R(r)>0 ( r j R ′ ( r ) ) ′ = r Δ j R ( r ) > 0 for 0 < r < R 0<r<R 0 < r < R , and smooth radiality requires j R ′ ( 0 ) = 0 j_R'(0)=0 j R ′ ( 0 ) = 0 , so j R ′ ( r ) > 0 j_R'(r)>0 j R ′ ( r ) > 0 throughout this interval. Put w = U ∂ ′ w=U_{\partial}' w = U ∂ ′ and differentiate the radial equation,
w ′ ′ + 1 r w ′ − ( 1 + 1 r 2 ) w = − j R ′ < 0 , 0 < r < R , w''+\frac{1}{r}w'-\left(1+\frac{1}{r^2}\right)w=-j_R'<0,\qquad0<r<R, w ′′ + r 1 w ′ − ( 1 + r 2 1 ) w = − j R ′ < 0 , 0 < r < R ,
with w ( 0 ) = 0 w(0)=0 w ( 0 ) = 0 . Suppose w w w were negative somewhere and later nonnegative. Then the component of { w < 0 } \{w<0\} { w < 0 } containing that point would have its right endpoint at most R R R and its left endpoint in [ 0 , R ) [0,R) [ 0 , R ) , with zero values at both endpoints, the origin included if necessary, and w w w would attain a negative minimum at some r 0 ∈ ( 0 , R ) r_0\in(0,R) r 0 ∈ ( 0 , R ) , where the displayed lefthand side would be positive. So once w w w becomes negative it stays negative. The kernel is continuous, so U ∂ U_{\partial} U ∂ is continuous at R R R . Its minimum on [ 0 , R ] [0,R] [ 0 , R ] is therefore attained at an endpoint. □
Proposition 3.4. There is a unique positive solution R 2 R_2 R 2 of e − R = 2 π ∫ 0 π / 2 e − 2 R sin t d t e^{-R}=\frac{2}{\pi}\int_0^{\pi/2}e^{-2R\sin t}\,dt e − R = π 2 ∫ 0 π /2 e − 2 R s i n t d t . Normalized arc length σ R \sigma_R σ R is the unique equilibrium probability measure for e − ∣ x − y ∣ e^{-|x-y|} e − ∣ x − y ∣ on B R ‾ ⊂ R 2 \overline{B_R}\subset\mathbb{R}^2 B R ⊂ R 2 if and only if 0 < R ≤ R 2 0<R\le R_2 0 < R ≤ R 2 .
Proof. The potential is constant on the circle, with value U ∂ ( R ) U_{\partial}(R) U ∂ ( R ) , and
U ∂ ( 0 ) = e − R , U ∂ ( R ) = 2 π ∫ 0 π / 2 e − 2 R sin t d t = I 0 ( 2 R ) − L 0 ( 2 R ) . U_{\partial}(0)=e^{-R},\qquad U_{\partial}(R)=\frac{2}{\pi}\int_0^{\pi/2}e^{-2R\sin t}\,dt=I_0(2R)-L_0(2R). U ∂ ( 0 ) = e − R , U ∂ ( R ) = π 2 ∫ 0 π /2 e − 2 R s i n t d t = I 0 ( 2 R ) − L 0 ( 2 R ) .
Here I 0 I_0 I 0 is the modified Bessel function of the first kind and order zero and L 0 L_0 L 0 the modified Struve function of order zero [12 (11.2.6), (11.5.5)] . By Proposition 3.3 the equilibrium inequality is equivalent to U ∂ ( 0 ) ≥ U ∂ ( R ) U_{\partial}(0)\ge U_{\partial}(R) U ∂ ( 0 ) ≥ U ∂ ( R ) . To locate the threshold put
χ ( R ) = e R U ∂ ( R ) = 2 π ∫ 0 π / 2 e R ( 1 − 2 sin t ) d t . \chi(R)=e^RU_{\partial}(R)=\frac{2}{\pi}\int_0^{\pi/2}e^{R(1-2\sin t)}\,dt. χ ( R ) = e R U ∂ ( R ) = π 2 ∫ 0 π /2 e R ( 1 − 2 s i n t ) d t .
Then χ ( 0 ) = 1 \chi(0)=1 χ ( 0 ) = 1 , χ ′ ( 0 ) = 1 − 4 / π < 0 \chi'(0)=1-4/\pi<0 χ ′ ( 0 ) = 1 − 4/ π < 0 , and χ ′ ′ > 0 \chi''>0 χ ′′ > 0 on [ 0 , ∞ ) [0,\infty) [ 0 , ∞ ) , while the integral over 0 ≤ t ≤ π / 12 0\le t\le\pi/12 0 ≤ t ≤ π /12 tends to infinity, so χ ( R ) → ∞ \chi(R)\to\infty χ ( R ) → ∞ ; strict convexity forces a unique positive crossing of χ = 1 \chi=1 χ = 1 , and χ ( R ) ≤ 1 \chi(R)\le1 χ ( R ) ≤ 1 if and only if R ∈ [ 0 , R 2 ] R\in[0,R_2] R ∈ [ 0 , R 2 ] . The variational criterion of § 2 finishes the proof. □
Interior contact estimates
Remark 3.5. The conjecture suggested examining what a finite collection of supporting spheres would leave empty. Once a central atom is excluded such a configuration leaves a mass-free ball around the origin. We sought a maximum principle argument to test whether this is compatible with equilibrium. The auxiliary potential J = ( 1 − Δ ) U J=(1-\Delta)U J = ( 1 − Δ ) U gives a second-order argument for the support without a formula for the measure. Pursuing that avenue requires the interior contact bound J ≤ γ J\le\gamma J ≤ γ , which Lemma 3.6 proves through second differences, not needing to assume the measure has a density.
Lemma 3.6. For every N ≥ 2 N\ge2 N ≥ 2 and every x ∈ B R x\in B_R x ∈ B R with U ( x ) = γ U(x)=\gamma U ( x ) = γ , one has J ( x ) ≤ γ J(x)\le\gamma J ( x ) ≤ γ . The measure μ \mu μ is atomless. When N = 2 N=2 N = 2 , it also satisfies μ r a d ( { t } ) = 0 \mu_{\mathrm{rad}}(\{t\})=0 μ rad ({ t }) = 0 for every $0<t<R.
Proof. For z ≠ 0 z \ne0 z = 0 the eigenvalues of D 2 K ( z ) D^2K(z) D 2 K ( z ) are e − ∣ z ∣ e^{-|z|} e − ∣ z ∣ in the radial direction and − e − ∣ z ∣ / ∣ z ∣ -e^{-|z|}/|z| − e − ∣ z ∣ /∣ z ∣ in the tangential directions, hence
δ h , e 2 K ( z ) : = K ( z + h e ) + K ( z − h e ) − 2 K ( z ) ≤ h 2 (16) \delta^2_{h,e}K(z) := K(z+he)+K(z-he)-2K(z) \le h^2 \tag*{(16)} δ h , e 2 K ( z ) := K ( z + h e ) + K ( z − h e ) − 2 K ( z ) ≤ h 2 (16)
for every unit vector e e e ; on a line through zero the same bound holds, the first derivative having a downward jump there. With the coordinate vectors e 1 , … , e N e_1,\ldots,e_N e 1 , … , e N put
A h ( z ) = N − h − 2 ∑ i = 1 N δ h , e i 2 K ( z ) ≥ 0. A_h(z)=N-h^{-2}\sum_{i=1}^{N}\delta^2_{h,e_i}K(z)\ge0. A h ( z ) = N − h − 2 i = 1 ∑ N δ h , e i 2 K ( z ) ≥ 0.
At an interior contact point δ h , e i 2 U ( x ) ≥ 0 \delta^2_{h,e_i}U(x)\ge0 δ h , e i 2 U ( x ) ≥ 0 for all sufficiently small h h h , so ∫ A h ( x − y ) d μ ( y ) ≤ N \int A_h(x-y)\,d\mu(y)\le N ∫ A h ( x − y ) d μ ( y ) ≤ N . For z ≠ 0 z\ne0 z = 0 the limit is
A h ( z ) ⟶ N − K ( z ) + ( N − 1 ) L ( z ) , A_h(z)\longrightarrow N-K(z)+(N-1)L(z), A h ( z ) ⟶ N − K ( z ) + ( N − 1 ) L ( z ) ,
and at z = 0 z=0 z = 0 it is + ∞ +\infty + ∞ . By Fatou’s lemma N − U ( x ) + J ( x ) ≤ N N-U(x)+J(x)\le N N − U ( x ) + J ( x ) ≤ N , and the bound follows.
An atom at zero would put zero in the contact set and make J ( 0 ) J(0) J ( 0 ) infinite, and an atom at a nonzero point would, by rotation invariance, come with arbitrarily many distinct atoms of the same positive mass. Thus μ \mu μ is atomless. In dimension two an interior radial atom would make J J J infinite on its supporting circle, the angular integrand being comparable to 1 / ( t ∣ θ ∣ ) 1/(t|\theta|) 1/ ( t ∣ θ ∣ ) near coincidence.
Boundary mass and mass-free regions
Lemma 3.7 For every N ≥ 2 N\ge2 N ≥ 2 , one has U ∈ C 1 ( R N ) U\in C^1(\mathbb{R}^N) U ∈ C 1 ( R N ) , R ∈ S R\in S R ∈ S and U ′ ( R ) < 0 U'(R)<0 U ′ ( R ) < 0 . There is ε > 0 \varepsilon>0 ε > 0 such that U ( r ) > γ U(r)>\gamma U ( r ) > γ for R − ε < r < R R-\varepsilon<r<R R − ε < r < R and S ∩ ( R − ε , R ) = ∅ S\cap(R-\varepsilon,R)=\varnothing S ∩ ( R − ε , R ) = ∅ . In particular q : = μ r a d ( { R } ) > 0 q:=\mu_{\mathrm{rad}}(\{R\})>0 q := μ rad ({ R }) > 0 .
Proof. Since K K K is Lipschitz and μ \mu μ is atomless, dominated convergence applies to the difference quotients, so
∇ U ( x ) = − ∫ e − ∣ x − y ∣ x − y ∣ x − y ∣ d μ ( y ) (17) \nabla U(x)=-\int e^{-|x-y|}\frac{x-y}{|x-y|}\,d\mu(y) \tag*{(17)} ∇ U ( x ) = − ∫ e − ∣ x − y ∣ ∣ x − y ∣ x − y d μ ( y ) (17)
and dominated convergence once more makes it continuous. If t 0 = max S < R t_0=\max S<R t 0 = max S < R , every source point has ∣ y ∣ ≤ t 0 |y|\le t_0 ∣ y ∣ ≤ t 0 , so U ′ ( r ) < 0 U'(r)<0 U ′ ( r ) < 0 for r > t 0 r>t_0 r > t 0 and U ( R ) < U ( t 0 ) = γ U(R)<U(t_0)=\gamma U ( R ) < U ( t 0 ) = γ , contradicting (9) . So R ∈ S R\in S R ∈ S and U ( R ) = γ U(R)=\gamma U ( R ) = γ . At r = R r=R r = R the radial derivative is
U ′ ( R ) = − ∫ e − ∣ R e 1 − y ∣ R − y 1 ∣ R e 1 − y ∣ d μ ( y ) < 0. U'(R)=-\int e^{-|Re_1-y|}\frac{R-y_1}{|Re_1-y|}\,d\mu(y)<0. U ′ ( R ) = − ∫ e − ∣ R e 1 − y ∣ ∣ R e 1 − y ∣ R − y 1 d μ ( y ) < 0.
The numerator is positive except at the single point R e 1 Re_1 R e 1 , which has zero mass. By continuity of U ′ U' U ′ , U ( r ) > γ U(r)>\gamma U ( r ) > γ just inside R R R , and (9) excludes those radii from S S S . The radius R R R is isolated in the support of μ r a d \mu_{\mathrm{rad}} μ rad , hence has positive mass.
For N = 2 , 3 N=2,3 N = 2 , 3 and t > 0 t>0 t > 0 put
j ( r , t ) = ∫ L ( r e 1 − y ) d σ t ( y ) , j ( r , 0 ) = L ( r e 1 ) . j(r,t)=\int L(re_1-y)\,d\sigma_t(y),\qquad j(r,0)=L(re_1). j ( r , t ) = ∫ L ( r e 1 − y ) d σ t ( y ) , j ( r , 0 ) = L ( r e 1 ) .
For 0 < r < t 0<r<t 0 < r < t strict subharmonicity and radiality give ( r N − 1 ∂ r j ( r , t ) ) ′ = r N − 1 Δ j ( r , t ) > 0 (r^{N-1}\partial_rj(r,t))'=r^{N-1}\Delta j(r,t)>0 ( r N − 1 ∂ r j ( r , t ) ) ′ = r N − 1 Δ j ( r , t ) > 0 , with ∂ r j ( 0 , t ) = 0 \partial_rj(0,t)=0 ∂ r j ( 0 , t ) = 0 , so j ( r , t ) j(r,t) j ( r , t ) increases strictly for r < t r<t r < t ; for r > t r>t r > t every source distance increases with r r r and j ( r , t ) j(r,t) j ( r , t ) decreases strictly. In dimension two j ( t , t ) = + ∞ j(t,t)=+\infty j ( t , t ) = + ∞ . In dimension three the distance substitution gives
j ( r , t ) = 1 2 r t ∫ ∣ r − t ∣ r + t e − u d u = e − ∣ r − t ∣ − e − ( r + t ) 2 r t ( r , t > 0 ) . (18) j(r,t)=\frac{1}{2rt}\int_{\lvert r-t\rvert}^{r+t}e^{-u}\,\mathrm{d}u=\frac{e^{-\lvert r-t\rvert}-e^{-(r+t)}}{2rt}\qquad(r,t>0). \tag*{(18)} j ( r , t ) = 2 r t 1 ∫ ∣ r − t ∣ r + t e − u d u = 2 r t e − ∣ r − t ∣ − e − ( r + t ) ( r , t > 0 ) . (18)
In particular it is continuous across r = t r=t r = t , with j ( t , t ) = ( 1 − e − 2 t ) / ( 2 t 2 ) j(t,t)=(1-e^{-2t})/(2t^2) j ( t , t ) = ( 1 − e − 2 t ) / ( 2 t 2 ) , and the integral also shows j ( r , t ) ≤ 1 / max { r , t } j(r,t)\le1/\max\{r,t\} j ( r , t ) ≤ 1/ max { r , t } , so by bounded convergence J ( r ) = 2 ∫ j ( r , t ) d μ r a d ( t ) J(r)=2\int j(r,t)\,\mathrm{d}\mu_{\mathrm{rad}}(t) J ( r ) = 2 ∫ j ( r , t ) d μ rad ( t ) is continuous at every positive radius, including those with a sphere layer. For N = 2 N=2 N = 2 the infinite one-sided limits come from monotone convergence outside the source circle, or Fatou’s lemma inside it. Hence the monotonicity bounds above hold up to r = t r=t r = t in both dimensions.
Lemma 3.8 Let N = 2 N=2 N = 2 or N = 3 N=3 N = 3 . Suppose 0 < r 1 < r 2 < R 0<r_1<r_2<R 0 < r 1 < r 2 < R are contact radii and μ ( { r 1 < ∣ x ∣ < r 2 } ) = 0 \mu(\{r_1<|x|<r_2\})=0 μ ({ r 1 < ∣ x ∣ < r 2 }) = 0 . Then J J J is smooth and strictly subharmonic in this annulus and extends continuously from it to the boundary, with limiting values J ( r 1 ) , J ( r 2 ) ≤ γ J(r_1),J(r_2)\le\gamma J ( r 1 ) , J ( r 2 ) ≤ γ . If 0 < r 1 < R 0<r_1<R 0 < r 1 < R is a contact radius and μ ( B r 1 ) = 0 \mu(B_{r_1})=0 μ ( B r 1 ) = 0 , the same conclusion holds in B r 1 B_{r_1} B r 1 , with boundary value J ( r 1 ) ≤ γ J(r_1)\le\gamma J ( r 1 ) ≤ γ .
Proof. Either open region is locally separated from the source support, so differentiation under the integral and (3) imply smoothness and strict subharmonicity and Lemma 3.6 bounds the endpoint values.
In the annulus split the radial integral at the source sets t ≤ r 1 t\le r_1 t ≤ r 1 and t ≥ r 2 t\ge r_2 t ≥ r 2 . As r ↓ r 1 r\downarrow r_1 r ↓ r 1 , by exterior monotonicity j ( r , t ) ≤ j ( r 1 , t ) j(r,t)\le j(r_1,t) j ( r , t ) ≤ j ( r 1 , t ) for t ≤ r 1 t\le r_1 t ≤ r 1 , an upper bound integrable because J ( r 1 ) < ∞ J(r_1)<\infty J ( r 1 ) < ∞ , and for each such t t t the integrand converges to j ( r 1 , t ) j(r_1,t) j ( r 1 , t ) ; at t = r 1 t=r_1 t = r 1 that follows from (18) when N = 3 N=3 N = 3 , and when N = 2 N=2 N = 2 the contact bound has already prevented a radial atom there. The sources t ≥ r 2 t\ge r_2 t ≥ r 2 stay uniformly separated from r r r near r 1 r_1 r 1 and contribute continuously by bounded convergence. Thus J ( r ) → J ( r 1 ) J(r)\to J(r_1) J ( r ) → J ( r 1 ) .
As r ↑ r 2 r\uparrow r_2 r ↑ r 2 , by interior monotonicity j ( r , t ) ≤ j ( r 2 , t ) j(r,t)\le j(r_2,t) j ( r , t ) ≤ j ( r 2 , t ) for t ≥ r 2 t\ge r_2 t ≥ r 2 , again an integrable bound, with the same endpoint distinction at t = r 2 t=r_2 t = r 2 and the remaining sources separated. Therefore J ( r ) → J ( r 2 ) J(r)\to J(r_2) J ( r ) → J ( r 2 ) . For a mass-free central ball every source radius satisfies t ≥ r 1 t\ge r_1 t ≥ r 1 , and j ( r , t ) ≤ j ( r 1 , t ) j(r,t)\le j(r_1,t) j ( r , t ) ≤ j ( r 1 , t ) for r < r 1 r<r_1 r < r 1 . Dominated convergence gives J ( r ) → J ( r 1 ) J(r)\to J(r_1) J ( r ) → J ( r 1 ) as r ↑ r 1 r\uparrow r_1 r ↑ r 1 . Local separation also makes J J J smooth at the center. □
Analyticity of densities
Constancy of U U U determines J J J on the planar disk but the density still depends on exterior values of J J J . Recovering it by an integral over the complement puts the diagonal singularity outside the domain of integration.
Take N = 2 N=2 N = 2 for the following recovery formula, and let B = ( 1 − Δ ) 1 / 2 \mathcal{B}=(1-\Delta)^{1/2} B = ( 1 − Δ ) 1/2 be the Fourier multiplier ( 1 + ∣ ξ ∣ 2 ) 1 / 2 (1+|\xi|^2)^{1/2} ( 1 + ∣ ξ ∣ 2 ) 1/2 on tempered distributions. From the transform of L L L ,
B J = 2 π μ . (19) \mathcal{B}J=2\pi\mu. \tag*{(19)} B J = 2 π μ . (19)
For τ > 0 \tau>0 τ > 0 ,
τ = 1 2 π ∫ 0 ∞ ( 1 − e − τ t ) t − 3 / 2 d t . \sqrt{\tau}=\frac{1}{2\sqrt{\pi}}\int_0^\infty(1-e^{-\tau t})t^{-3/2}\,\mathrm{d}t. τ = 2 π 1 ∫ 0 ∞ ( 1 − e − τ t ) t − 3/2 d t .
Integration by parts reduces it to the first formula in (G) with ζ = 0 \zeta= 0 ζ = 0 . Applied to the Fourier multiplier, the same identity becomes
B h = 1 2 π ∫ 0 ∞ ( h − e − t e t Δ h ) t − 3 / 2 d t , (20) Bh = \frac{1}{2\sqrt{\pi}}\int_{0}^{\infty}\left(h-e^{-t}e^{t\Delta}h\right)t^{-3/2}\,dt, \tag*{(20)} B h = 2 π 1 ∫ 0 ∞ ( h − e − t e t Δ h ) t − 3/2 d t , (20)
first for Schwartz functions and then by duality where used below, and the positive off-diagonal density in the formula is
n ( z ) = 1 8 π π ∫ 0 ∞ e − t − ∣ z ∣ 2 / ( 4 t ) t − 5 / 2 d t = ( 1 + ∣ z ∣ ) e − ∣ z ∣ 2 π ∣ z ∣ 3 ( z ≠ 0 ) . (21) n(z)=\frac{1}{8\pi\sqrt{\pi}}\int_{0}^{\infty}e^{-t-|z|^{2}/(4t)}t^{-5/2}\,dt=\frac{(1+|z|)e^{-|z|}}{2\pi|z|^{3}}\qquad(z\ne0). \tag*{(21)} n ( z ) = 8 π π 1 ∫ 0 ∞ e − t − ∣ z ∣ 2 / ( 4 t ) t − 5/2 d t = 2 π ∣ z ∣ 3 ( 1 + ∣ z ∣ ) e − ∣ z ∣ ( z = 0 ) . (21)
For the last equality differentiate the second formula in (G) in ζ \zeta ζ , then set α = 1 \alpha=1 α = 1 and ζ = ∣ z ∣ 2 / 4 \zeta=|z|^{2}/4 ζ = ∣ z ∣ 2 /4 .
Lemma 3.9 Suppose H ∈ L 1 ( R 2 ) H\in L^{1}(\mathbb{R}^{2}) H ∈ L 1 ( R 2 ) and H = c H=c H = c almost everywhere in B a B_{a} B a , where a > 0 a>0 a > 0 . Then the distribution B H BH B H coincides in B a B_{a} B a with the real analytic function
c + ∫ R 2 ∖ B a ( c − H ( y ) ) n ( x − y ) d y . (22) c+\int_{\mathbb{R}^{2}\setminus B_{a}}(c-H(y))n(x-y)\,dy. \tag*{(22)} c + ∫ R 2 ∖ B a ( c − H ( y )) n ( x − y ) d y . (22)
The proof is in Appendix A.
For N = 2 N=2 N = 2 , if U = γ U=\gamma U = γ on a disk B a B_{a} B a then the identity ( 1 − Δ ) U = J (1-\Delta)U=J ( 1 − Δ ) U = J implies J = γ J=\gamma J = γ almost everywhere there, and by Lemma 3.9 and (19) the restriction of μ \mu μ to B a B_{a} B a has the real analytic density
f ( x ) = 1 2 π [ γ + 1 2 π ∫ R 2 ∖ B a ( γ − J ( y ) ) ( 1 + ∣ x − y ∣ ) e − ∣ x − y ∣ ∣ x − y ∣ 3 d y ] . (23) f(x)=\frac{1}{2\pi}\left[\gamma+\frac{1}{2\pi}\int_{\mathbb{R}^{2}\setminus B_{a}}(\gamma-J(y))\frac{(1+|x-y|)e^{-|x-y|}}{|x-y|^{3}}\,dy\right]. \tag*{(23)} f ( x ) = 2 π 1 [ γ + 2 π 1 ∫ R 2 ∖ B a ( γ − J ( y )) ∣ x − y ∣ 3 ( 1 + ∣ x − y ∣ ) e − ∣ x − y ∣ d y ] . (23)
It is nonnegative because μ \mu μ is positive. Rotation invariance makes it radial.
Support classification
Lemma 3.10 For t > 0 t>0 t > 0 put p ( r , t ) = ( K ∗ σ t ) ( r e 1 ) p(r,t)=(K*\sigma_{t})(re_{1}) p ( r , t ) = ( K ∗ σ t ) ( r e 1 ) in dimension three. The function p ( ⋅ , t ) p(\cdot,t) p ( ⋅ , t ) is C 2 C^{2} C 2 across r = t r=t r = t , and
∂ r 3 p ( t + , t ) − ∂ r 3 p ( t − , t ) = 2 t 2 . \partial_{r}^{3}p(t+,t)-\partial_{r}^{3}p(t-,t)=\frac{2}{t^{2}}. ∂ r 3 p ( t + , t ) − ∂ r 3 p ( t − , t ) = t 2 2 . For a > 0 a>0 a > 0 , the radial potential of 1 B a d x \mathbf{1}_{B_{a}}\,dx 1 B a d x is C 3 C^{3} C 3 near r = a r=a r = a .
Proof. The distance substitution gives
r p ( r , t ) = ( 1 + ∣ r − t ∣ ) e − ∣ r − t ∣ − ( 1 + r + t ) e − ( r + t ) 2 t . rp(r,t)=\frac{(1+|r-t|)e^{-|r-t|}-(1+r+t)e^{-(r+t)}}{2t}. r p ( r , t ) = 2 t ( 1 + ∣ r − t ∣ ) e − ∣ r − t ∣ − ( 1 + r + t ) e − ( r + t ) .
The function v ↦ ( 1 + ∣ v ∣ ) e − ∣ v ∣ v\mapsto(1+|v|)e^{-|v|} v ↦ ( 1 + ∣ v ∣ ) e − ∣ v ∣ is C 2 C^{2} C 2 , and its third derivative has jump 4 4 4 at zero. Thus the third derivative of r p ( r , t ) rp(r,t) r p ( r , t ) has jump 2 / t 2/t 2/ t at r = t r=t r = t . Since p p p and its first two derivatives are continuous there, the asserted jump is 2 / t 2 2/t^{2} 2/ t 2 .
For the volume potential, integrate p ( r , t ) p(r,t) p ( r , t ) against 4 π t 2 d t 4\pi t^{2}\,dt 4 π t 2 d t over 0 < t < a 0<t<a 0 < t < a . When r r r is near a a a , the sources t < a / 4 t<a/4 t < a /4 are separated from r r r and contribute smoothly. For t ≥ a / 4 t\ge a/4 t ≥ a /4 , the first three radial derivatives are locally uniformly bounded, and the third derivative is continuous in r r r except at t = r t=r t = r . Dominated convergence therefore makes the integrated third derivative continuous. □
Proposition 3.11 Let N = 2 N=2 N = 2 or N = 3 N=3 N = 3 . Either μ = σ R \mu=\sigma_R μ = σ R , or there is a ∈ ( 0 , R ) a\in(0,R) a ∈ ( 0 , R ) such that
S = [ 0 , a ] ∪ { R } , supp μ = B a ‾ ∪ ∂ B R , U ≡ γ on B a ‾ . S=[0,a]\cup\{R\},\qquad\operatorname{supp}\mu=\overline{B_a}\cup\partial B_R,\qquad U\equiv\gamma\quad\text{on }\overline{B_a}. S = [ 0 , a ] ∪ { R } , supp μ = B a ∪ ∂ B R , U ≡ γ on B a . In the latter case μ ( ∂ B R ) > 0 \mu(\partial B_R)>0 μ ( ∂ B R ) > 0 and U ( r ) > γ U(r)>\gamma U ( r ) > γ for a < r < R a<r<R a < r < R , so the contact set equals the support. For N = 2 N=2 N = 2 , the restriction to B a B_a B a has a nonnegative real analytic radial density, positive almost everywhere, and μ ( ∂ B a ) = 0 \mu(\partial B_a)=0 μ ( ∂ B a ) = 0 . For N = 3 N=3 N = 3 the measure has the form
μ = γ 8 π 1 B a d x + m σ a + q σ R , m , q > 0. (24) \mu=\frac{\gamma}{8\pi}\mathbf{1}_{B_a}\,dx+m\sigma_a+q\sigma_R,\qquad m,q>0. \tag*{(24)} μ = 8 π γ 1 B a d x + m σ a + q σ R , m , q > 0. (24)
Proof. Suppose that an open region is either a mass-free annulus between two interior contact radii or a mass-free central ball bounded by an interior contact sphere. By Lemma 3.8 , J J J is smooth there, continuous up to the boundary and at most γ \gamma γ on the boundary. The maximum principle gives J < γ J<\gamma J < γ inside. The function u = U − γ u=U-\gamma u = U − γ is smooth and nonnegative in the region, vanishes on its boundary and satisfies
( 1 − Δ ) u = J − γ < 0. (25) (1-\Delta)u=J-\gamma<0. \tag*{(25)} ( 1 − Δ ) u = J − γ < 0. (25)
If u u u is positive somewhere its positive interior maximum contradicts the equation, and u ≡ 0 u\equiv0 u ≡ 0 contradicts it as well. Both regions are therefore excluded.
By Lemma 3.7, R R R is isolated in S S S . If S ∖ { R } S\setminus\{R\} S ∖ { R } is empty, μ = σ R \mu=\sigma_R μ = σ R by rotation invariance. Otherwise S ∖ { R } S\setminus\{R\} S ∖ { R } is nonempty and compact. Its least element is zero (a positive least element would bound a mass-free central ball) and its greatest element a a a is positive, as a = 0 a=0 a = 0 would make zero a point atom. A point of ( 0 , a ) (0,a) ( 0 , a ) outside S S S would belong to a complementary interval with endpoints in S S S , the left one positive, since a left endpoint at zero would isolate zero in S S S and make it an atom; both endpoints would then be interior contact radii bounding a mass-free annulus, and that case is already ruled out. So S = [ 0 , a ] ∪ { R } S=[0,a]\cup\{R\} S = [ 0 , a ] ∪ { R } , and by (9) the potential equals γ \gamma γ on B a ‾ \overline{B_a} B a .
If an additional contact radius r 2 r_2 r 2 lay in ( a , R ) (a,R) ( a , R ) , then ( a , r 2 ) (a,r_2) ( a , r 2 ) would be a mass-free annulus between two interior contact radii, which the first paragraph makes impossible. So U > γ U>\gamma U > γ on a < r < R a<r<R a < r < R . The contact set equals the support.
For N = 2 N=2 N = 2 Lemma 3.6 excludes mass on ∂ B a \partial B_a ∂ B a , and formula (23) defines a nonnegative real analytic radial density in B a B_a B a , with positive integral over B a B_a B a because the interior mass is positive and the circle ∂ B a \partial B_a ∂ B a carries zero mass. Analyticity then forces positivity almost everywhere in B a B_a B a .
For N = 3 N=3 N = 3 , ( 1 − Δ ) 2 U = 8 π μ (1-\Delta)^2U=8\pi\mu ( 1 − Δ ) 2 U = 8 π μ implies μ ∣ B a = ( γ / 8 π ) d x \mu|_{B_a}=(\gamma/8\pi)\,dx μ ∣ B a = ( γ /8 π ) d x ; the rest of the mass is carried by ∂ B a \partial B_a ∂ B a and ∂ B R \partial B_R ∂ B R , so by rotation invariance (24) holds with m ≥ 0 m\ge0 m ≥ 0 and q > 0 q>0 q > 0 . Put s = r − a s=r-a s = r − a and w ( s ) = r ( U ( r ) − γ ) / r w(s)=r(U(r)-\gamma)/r w ( s ) = r ( U ( r ) − γ ) / r in the annulus. By Lemma 3.10 , the inner sphere potential is C 2 C^2 C 2 with third-derivative jump 2 / a 2 2/a^2 2/ a 2 , and the volume potential is C 3 C^3 C 3 near a a a . The outer sphere potential is smooth there. As U = γ U=\gamma U = γ inside the central ball,
w ( 0 ) = w ′ ( 0 ) = w ′ ′ ( 0 ) = 0 , w ′ ′ ′ ( 0 ) = 2 m a γ , ( ∂ s 2 − 1 ) 2 w = − ( a + s ) . w(0)=w'(0)=w''(0)=0,\qquad w'''(0)=\frac{2m}{a\gamma},\qquad(\partial_s^2-1)^2w=-(a+s). w ( 0 ) = w ′ ( 0 ) = w ′′ ( 0 ) = 0 , w ′′′ ( 0 ) = aγ 2 m , ( ∂ s 2 − 1 ) 2 w = − ( a + s ) .
If m = 0 m=0 m = 0 , evaluating the equation at zero yields w ( 4 ) ( 0 ) = − a < 0 w^{(4)}(0)=-a<0 w ( 4 ) ( 0 ) = − a < 0 , hence w ( s ) = − a s 4 / 24 + O ( s 5 ) < 0 w(s)=-as^4/24+O(s^5)<0 w ( s ) = − a s 4 /24 + O ( s 5 ) < 0 for sufficiently small s > 0 s>0 s > 0 , against U ≥ γ U\ge\gamma U ≥ γ on the ball. So m > 0 m>0 m > 0 . □
Remark 3.12 Let F F F be compact with supp μ R ⊆ F ⊆ B R ‾ \operatorname{supp}\mu_R \subseteq F \subseteq\overline{B_R} supp μ R ⊆ F ⊆ B R , equipped with the induced Euclidean metric. Then μ R \mu_R μ R , regarded as a probability measure on F F F , is its unique maximizing measure, and D max ( F ) = D max ( B R ‾ ) D_{\max}(F)=D_{\max}(\overline{B_R}) D m a x ( F ) = D m a x ( B R ) .
The measure μ R \mu_R μ R has mass one on F F F , and every probability on F F F extends by zero to one on B R B_R B R with the same exponential energy. Thus the two minimum energies coincide, and uniqueness on the ball implies uniqueness on F F F . The diversity conclusions follow from (1) and [1 Corollaries 7.3 and 7.5] .
Equilibrium on three-dimensional balls
Here N = 3 N=3 N = 3 now. Denote the equilibrium measure by μ R \mu_R μ R , with U = K ∗ μ R U=K*\mu_R U = K ∗ μ R and γ = 1 / D max ( B R ‾ ) \gamma=1/D_{\max}(\overline{B_R}) γ = 1/ D m a x ( B R ) as in § 3 . By (7) , ( 1 − Δ ) 2 U = 8 π μ R (1-\Delta)^2U=8\pi\mu_R ( 1 − Δ ) 2 U = 8 π μ R . The function Υ \Upsilon Υ is as in (11) . For R > R 3 R>R_3 R > R 3 we first rescale the measure to unit potential on B a B_a B a , so the volume density is 1 / ( 8 π ) 1/(8\pi) 1/ ( 8 π ) . The sphere coefficients must cancel the cosh r \cosh r cosh r and sinh r / r \sinh r/r sinh r / r terms and after this cancellation, contact at the outer sphere leaves a single equation for the annulus width b = R − a b=R-a b = R − a .
For b > 0 b>0 b > 0 define
P ( b ) = b − b 2 + b 2 e − b − sinh b 2 , Q ( b ) = b 2 + b e − b − sinh b . (26) P(b)=b-\frac{b^2+b}{2}e^{-b}-\frac{\sinh b}{2},\qquad Q(b)=b^2+be^{-b}-\sinh b. \tag*{(26)} P ( b ) = b − 2 b 2 + b e − b − 2 sinh b , Q ( b ) = b 2 + b e − b − sinh b . (26)
Lemma 4.1 The function P P P has a unique positive zero β < R 3 \beta<R_3 β < R 3 . It is positive below β \beta β and negative above it. Also Q > 0 Q>0 Q > 0 on ( 0 , R 3 ) (0,R_3) ( 0 , R 3 ) and Q ( R 3 ) = 0 Q(R_3)=0 Q ( R 3 ) = 0 .
Proof. Expanding 4 e b P ( b ) 4e^bP(b) 4 e b P ( b ) gives
4 e b P ( b ) = 4 b e b − e 2 b + 1 − 2 b − 2 b 2 = 2 3 b 3 − ∑ n ≥ 5 ( 2 n − 4 n ) b n n ! . 4e^bP(b)=4be^b-e^{2b}+1-2b-2b^2=\frac{2}{3}b^3-\sum_{n\geq5}\frac{(2^n-4n)b^n}{n!}. 4 e b P ( b ) = 4 b e b − e 2 b + 1 − 2 b − 2 b 2 = 3 2 b 3 − n ≥ 5 ∑ n ! ( 2 n − 4 n ) b n .
After division by b 3 b^3 b 3 what is left decreases strictly from 2 / 3 2/3 2/3 to − ∞ -\infty − ∞ , every subtracted coefficient being positive because 2 n − 4 n > 0 2^n-4n>0 2 n − 4 n > 0 for n ≥ 5 n\geq5 n ≥ 5 , and the assertions about P P P follow. Those about Q Q Q follow from the identity Q ( b ) = e b Υ ( b ) / 2 Q(b)=e^b\Upsilon(b)/2 Q ( b ) = e b Υ ( b ) /2 . Finally,
Q ( b ) − 2 P ( b ) = b ( b − 2 + ( b + 2 ) e − b ) . Q(b)-2P(b)=b\left(b-2+(b+2)e^{-b}\right). Q ( b ) − 2 P ( b ) = b ( b − 2 + ( b + 2 ) e − b ) .
The bracket vanishes at zero and its derivative is 1 − ( b + 1 ) e − b > 0 1-(b+1)e^{-b}>0 1 − ( b + 1 ) e − b > 0 , so 2 P < Q 2P<Q 2 P < Q on ( 0 , ∞ ) (0,\infty) ( 0 , ∞ ) , and Q ( R 3 ) = 0 Q(R_3)=0 Q ( R 3 ) = 0 forces P ( R 3 ) < 0 P(R_3)<0 P ( R 3 ) < 0 . So β < R 3 \beta<R_3 β < R 3 . □
Theorem 4.2 Let R 3 R_3 R 3 be the zero of Υ \Upsilon Υ from Proposition 3.2.
(i) If R ≤ R 3 R\leq R_3 R ≤ R 3 , then μ R = σ R \mu_R=\sigma_R μ R = σ R and
D max ( B R ‾ ) = 2 R 2 1 − ( 1 + 2 R ) e − 2 R . (27) D_{\max}(\overline{B_R})=\frac{2R^2}{1-(1+2R)e^{-2R}}. \tag*{(27)} D m a x ( B R ) = 1 − ( 1 + 2 R ) e − 2 R 2 R 2 . (27) In particular D max ( B R 3 ‾ ) = e R 3 D_{\max}(\overline{B_{R_3}})=e^{R_3} D m a x ( B R 3 ) = e R 3 . The contact set is ∂ B R \partial B_R ∂ B R for R < R 3 R<R_3 R < R 3 and ∂ B R ∪ { 0 } \partial B_R\cup\{0\} ∂ B R ∪ { 0 } for R = R 3 R=R_3 R = R 3 , and U > γ U>\gamma U > γ at every other point of B R ‾ \overline{B_R} B R .
(ii) If R > R 3 R > R_{3} R > R 3 , then 0 < β < R 3 0 < \beta< R_{3} 0 < β < R 3 , and the scalar equation
( R − b ) P ( b ) + Q ( b ) = 0 (28) (R-b)P(b)+Q(b)=0 \tag*{(28)} ( R − b ) P ( b ) + Q ( b ) = 0 (28)
has a unique solution b ∈ ( β , R 3 ) b \in(\beta,R_{3}) b ∈ ( β , R 3 ) . With
a = R − b , g = a + 1 − a + 2 b , M = a 3 6 + a g 2 + R ( a + 2 ) e b 2 b , (29) a=R-b,\qquad g=a+1-\frac{a+2}{b},\qquad M=\frac{a^{3}}{6}+\frac{ag}{2}+\frac{R(a+2)e^{b}}{2b}, \tag*{(29)} a = R − b , g = a + 1 − b a + 2 , M = 6 a 3 + 2 a g + 2 b R ( a + 2 ) e b , (29)
the maximizing measure and the maximum diversity are
μ R = 1 M ( 1 8 π 1 B a d x + a g 2 σ a + R ( a + 2 ) e b 2 b σ R ) , D max ( B ‾ R ) = M . (30) \mu_{R}=\frac{1}{M}\left(\frac{1}{8\pi}\mathbf{1}_{B_{a}}\,dx+\frac{ag}{2}\sigma_{a}+\frac{R(a+2)e^{b}}{2b}\sigma_{R}\right),\qquad D_{\max}(\overline{B}_{R})=M. \tag*{(30)} μ R = M 1 ( 8 π 1 1 B a d x + 2 a g σ a + 2 b R ( a + 2 ) e b σ R ) , D m a x ( B R ) = M . (30)
Both spherical masses are positive.
Proof of Theorem 4.2 (i). Proposition 3.2 determines the measure and the contact set, and its level U ∂ ( R ) U_{\partial}(R) U ∂ ( R ) in (13) is 1 / D max ( B ‾ R ) 1/D_{\max}(\overline{B}_{R}) 1/ D m a x ( B R ) . At R = R 3 R=R_{3} R = R 3 , (15) shows U ∂ ( R 3 ) = e − R 3 U_{\partial}(R_{3})=e^{-R_{3}} U ∂ ( R 3 ) = e − R 3 .
Supercritical equilibrium
Multiplying the potential excess by r r r strips the annular equation of its variable coefficients and reduces the positivity question to a comparison of a homogeneous solution with particular solutions for constant and linear forcing.
Lemma 4.3 For s > 0 s>0 s > 0 put
k 0 ( s ) = s cosh s − sinh s 2 , k 1 ( s ) = s sinh s − 2 cosh s + 2 2 , k_{0}(s)=\frac{s\cosh s-\sinh s}{2},\qquad k_{1}(s)=\frac{s\sinh s-2\cosh s+2}{2}, k 0 ( s ) = 2 s cosh s − sinh s , k 1 ( s ) = 2 s sinh s − 2 cosh s + 2 , k 2 ( s ) = s cosh s − 3 sinh s + 2 s 2 . k_{2}(s)=\frac{s\cosh s-3\sinh s+2s}{2}. k 2 ( s ) = 2 s cosh s − 3 sinh s + 2 s . These functions are positive, and, for every a ≥ 0 a\geq0 a ≥ 0 ,
f a ( s ) = a k 1 ( s ) + k 2 ( s ) k 0 ( s ) f_{a}(s)=\frac{ak_{1}(s)+k_{2}(s)}{k_{0}(s)} f a ( s ) = k 0 ( s ) a k 1 ( s ) + k 2 ( s ) is strictly increasing.
Proof. Since k 0 ′ ( s ) = s sinh s / 2 > 0 k_{0}'(s)=s\sinh s/2>0 k 0 ′ ( s ) = s sinh s /2 > 0 and k 0 ( 0 ) = 0 k_{0}(0)=0 k 0 ( 0 ) = 0 , positivity follows from
k 1 ( s ) = ∫ 0 s k 0 ( u ) d u , k 2 ( s ) = ∫ 0 s ( s − u ) k 0 ( u ) d u . k_{1}(s)=\int_{0}^{s}k_{0}(u)\,du,\qquad k_{2}(s)=\int_{0}^{s}(s-u)k_{0}(u)\,du. k 1 ( s ) = ∫ 0 s k 0 ( u ) d u , k 2 ( s ) = ∫ 0 s ( s − u ) k 0 ( u ) d u .
The identity
k 0 ′ ( s ) 2 − k 0 ( s ) k 0 ′ ′ ( s ) = sinh 2 s − s 2 4 > 0 k_{0}'(s)^{2}-k_{0}(s)k_{0}''(s)=\frac{\sinh^{2}s-s^{2}}{4}>0 k 0 ′ ( s ) 2 − k 0 ( s ) k 0 ′′ ( s ) = 4 sinh 2 s − s 2 > 0
makes k 0 ′ / k 0 k_{0}'/k_{0} k 0 ′ / k 0 strictly decreasing, and for fixed t > 0 t>0 t > 0 and s > t s>t s > t
d d s log k 0 ( s − t ) k 0 ( s ) = k 0 ′ ( s − t ) k 0 ( s − t ) − k 0 ′ ( s ) k 0 ( s ) > 0. \frac{d}{ds}\log\frac{k_{0}(s-t)}{k_{0}(s)}=\frac{k_{0}'(s-t)}{k_{0}(s-t)}-\frac{k_{0}'(s)}{k_{0}(s)}>0. d s d log k 0 ( s ) k 0 ( s − t ) = k 0 ( s − t ) k 0 ′ ( s − t ) − k 0 ( s ) k 0 ′ ( s ) > 0.
In each of k 1 ( s ) / k 0 ( s ) = ∫ 0 s k 0 ( s − t ) / k 0 ( s ) d t k_1(s)/k_0(s)=\int_0^s k_0(s-t)/k_0(s)\,dt k 1 ( s ) / k 0 ( s ) = ∫ 0 s k 0 ( s − t ) / k 0 ( s ) d t and k 2 ( s ) / k 0 ( s ) = ∫ 0 s t k 0 ( s − t ) / k 0 ( s ) d t k_2(s)/k_0(s)=\int_0^s tk_0(s-t)/k_0(s)\,dt k 2 ( s ) / k 0 ( s ) = ∫ 0 s t k 0 ( s − t ) / k 0 ( s ) d t , increasing the upper limit increases the integrand on the common interval and adds a positive integral, so both quotients are strictly increasing, and with them f a f_a f a for every a ≥ 0 a\geq0 a ≥ 0 . □
Proof of Theorem 4.2(ii). The left side of (28) is positive at b = β b=\beta b = β and negative at b = R 3 b=R_3 b = R 3 , so a root lies between them; fix any root in this interval and set a = R − b a=R-b a = R − b . The identities
b k 1 ( b ) − ( b − 1 ) k 0 ( b ) = P ( b ) , b k 2 ( b ) − ( b − 2 ) k 0 ( b ) = Q ( b ) bk_1(b)-(b-1)k_0(b)=P(b),\qquad bk_2(b)-(b-2)k_0(b)=Q(b) b k 1 ( b ) − ( b − 1 ) k 0 ( b ) = P ( b ) , b k 2 ( b ) − ( b − 2 ) k 0 ( b ) = Q ( b )
turn the root equation into
g = f a ( b ) = a + 1 − a + 2 b > 0. (31) g=f_a(b)=a+1-\frac{a+2}{b}>0. \tag*{(31)} g = f a ( b ) = a + 1 − b a + 2 > 0. (31)
Define M M M by (29) and the positive measure
ν = 1 8 π 1 B a d x + a g 2 σ a + R ( a + 2 ) e b 2 b σ R , \nu=\frac{1}{8\pi}\mathbf{1}_{B_a}\,dx+\frac{ag}{2}\sigma_a+\frac{R(a+2)e^b}{2b}\sigma_R, ν = 8 π 1 1 B a d x + 2 a g σ a + 2 b R ( a + 2 ) e b σ R ,
of total mass M M M . In this proof put U = K ∗ ν U=K*\nu U = K ∗ ν ; after normalization, the probability measure and its potential are ν / M \nu/M ν / M and U / M U/M U / M .
For t > 0 t>0 t > 0 and 0 ≤ r ≤ t 0\leq r\leq t 0 ≤ r ≤ t the potential of normalized surface measure is
p ( r , t ) = e − t t ( ( t + 1 ) sinh r r − cosh r ) , (32) p(r,t)=\frac{e^{-t}}{t}\left((t+1)\frac{\sinh r}{r}-\cosh r\right), \tag*{(32)} p ( r , t ) = t e − t ( ( t + 1 ) r sinh r − cosh r ) , (32)
with the continuous value at r = 0 r=0 r = 0 ; for r ≥ t r\geq t r ≥ t use p ( r , t ) = p ( t , r ) p(r,t)=p(t,r) p ( r , t ) = p ( t , r ) . The formula follows from the distance substitution of Lemma 3.1 . Since ∫ R 3 e − ∣ x ∣ d x = 8 π \int_{\mathbb{R}^3}e^{-|x|}\,dx=8\pi ∫ R 3 e − ∣ x ∣ d x = 8 π we find the volume contribution by subtracting the contribution from radii t > a t>a t > a , which for 0 ≤ r ≤ a 0\leq r\leq a 0 ≤ r ≤ a gives
U v o l ( r ) = 1 − e − a 2 ( ( a 2 + 3 a + 3 ) sinh r r − ( a + 1 ) cosh r ) . U_{\mathrm{vol}}(r)=1-\frac{e^{-a}}{2}\left((a^2+3a+3)\frac{\sinh r}{r}-(a+1)\cosh r\right). U vol ( r ) = 1 − 2 e − a ( ( a 2 + 3 a + 3 ) r sinh r − ( a + 1 ) cosh r ) .
Here the radial density t 2 / 2 t^2/2 t 2 /2 produces tail integrals e − a ( a 2 + 3 a + 3 ) e^{-a}(a^2+3a+3) e − a ( a 2 + 3 a + 3 ) and e − a ( a + 1 ) e^{-a}(a+1) e − a ( a + 1 ) . Adding the two sphere potentials cancels the coefficient of cosh r \cosh r cosh r , since
e − a 2 ( a + 1 − g − a + 2 b ) = 0. \frac{e^{-a}}{2}\left(a+1-g-\frac{a+2}{b}\right)=0. 2 e − a ( a + 1 − g − b a + 2 ) = 0.
Likewise for the coefficient of sinh r / r \sinh r/r sinh r / r ,
e − a 2 ( − a 2 − 3 a − 3 + g ( a + 1 ) + ( a + 2 ) ( R + 1 ) b ) = 0 , \frac{e^{-a}}{2}\left(-a^2-3a-3+g(a+1)+\frac{(a+2)(R+1)}{b}\right)=0, 2 e − a ( − a 2 − 3 a − 3 + g ( a + 1 ) + b ( a + 2 ) ( R + 1 ) ) = 0 ,
by the definition of g g g and R = a + b R=a+b R = a + b . Thus U = 1 U=1 U = 1 on B ‾ a \overline{B}_a B a .
By (7) , ( 1 − Δ ) 2 U = 8 π ν (1-\Delta)^2U=8\pi\nu ( 1 − Δ ) 2 U = 8 π ν , and since U U U is radial, for r > 0 r>0 r > 0
r ( 1 − Δ ) 2 U = ( d 2 d r 2 − 1 ) 2 ( r U ) . r(1-\Delta)^2U=\left(\frac{d^2}{dr^2}-1\right)^2(rU). r ( 1 − Δ ) 2 U = ( d r 2 d 2 − 1 ) 2 ( r U ) .
Lemma 3.10 gives the sphere and volume regularity at a a a . With s = r − a s=r-a s = r − a and w ( s ) = r ( U ( r ) − 1 ) w(s)=r(U(r)-1) w ( s ) = r ( U ( r ) − 1 ) ,
w ( 0 ) = w ′ ( 0 ) = w ′ ′ ( 0 ) = 0 , w ′ ′ ′ ( 0 ) = 2 a a g 2 = g , ( d 2 d s 2 − 1 ) 2 w = − ( a + s ) . w(0)=w'(0)=w''(0)=0,\qquad w'''(0)=\frac{2}{a}\frac{ag}{2}=g,\qquad\left(\frac{d^2}{ds^2}-1\right)^2w=-(a+s). w ( 0 ) = w ′ ( 0 ) = w ′′ ( 0 ) = 0 , w ′′′ ( 0 ) = a 2 2 a g = g , ( d s 2 d 2 − 1 ) 2 w = − ( a + s ) .
The solution is
w ( s ) = g k 0 ( s ) − a k 1 ( s ) − k 2 ( s ) = k 0 ( s ) ( f a ( b ) − f a ( s ) ) . (33) w(s)=gk_0(s)-ak_1(s)-k_2(s)=k_0(s)\bigl(f_a(b)-f_a(s)\bigr). \tag*{(33)} w ( s ) = g k 0 ( s ) − a k 1 ( s ) − k 2 ( s ) = k 0 ( s ) ( f a ( b ) − f a ( s ) ) . (33)
By Lemma 4.3 , w ( s ) > 0 w(s)>0 w ( s ) > 0 for 0 < s < b 0<s<b 0 < s < b and w ( b ) = 0 w(b)=0 w ( b ) = 0 . Hence U > 1 U>1 U > 1 on the open annulus, with U = 1 U=1 U = 1 on both supporting components.
The probability measure ν / M \nu/M ν / M has potential at least 1 / M 1/M 1/ M , with equality on its support, so by strict positive definiteness and (6) it is the unique minimizer, of energy 1 / M 1/M 1/ M . Two roots of (28) in ( β , R 3 ) (\beta,R_3) ( β , R 3 ) would produce, through the construction, different positive inner radii, hence different supports, contradicting uniqueness. Every component mass is positive, so the support is B ‾ a ∪ ∂ B R \overline{B}_a\cup\partial B_R B a ∪ ∂ B R , and by (33) it equals the contact set. □
Corollary 4.4 Let λ > 0 \lambda>0 λ > 0 . By (7) and scaling, κ λ ( x ) = e − λ ∣ x ∣ / ( 8 π λ ) \kappa_\lambda(x)=e^{-\lambda\lvert x\rvert}/(8\pi\lambda) κ λ ( x ) = e − λ ∣ x ∣ / ( 8 π λ ) is the Green kernel of ( λ 2 − Δ ) 2 (\lambda^2-\Delta)^2 ( λ 2 − Δ ) 2 on R 3 \mathbb{R}^3 R 3 , the Matérn kernel of smoothness 1 2 \frac{1}{2} 2 1 . Its equilibrium measure on B ‾ R \overline{B}_R B R is the image of μ λ R \mu_{\lambda R} μ λ R under x ↦ x / λ x\mapsto x/\lambda x ↦ x / λ , and the capacity of B ‾ R \overline{B}_R B R , the reciprocal of the least κ λ \kappa_\lambda κ λ -energy of a probability measure on it, is 8 π λ D max ( B ‾ λ R ) 8\pi\lambda D_{\max}(\overline{B}_{\lambda R}) 8 π λ D m a x ( B λ R ) .
Proof. The dilation x ↦ λ x x\mapsto\lambda x x ↦ λ x sends B ‾ R \overline{B}_R B R onto B ‾ λ R \overline{B}_{\lambda R} B λ R , and the κ λ \kappa_\lambda κ λ -energy of a probability measure on B ‾ R \overline{B}_R B R is 1 / ( 8 π λ ) 1/(8\pi\lambda) 1/ ( 8 π λ ) times the exponential energy of its image. The claim follows on minimizing both sides. □
Radius limits
Proposition 4.5 The root b = b ( R ) b=b(R) b = b ( R ) is continuous and strictly decreasing, with
lim R ↓ R 3 b ( R ) = R 3 , lim R → ∞ b ( R ) = β . \lim_{R\downarrow R_3} b(R)=R_3,\qquad\lim_{R\to\infty} b(R)=\beta. R ↓ R 3 lim b ( R ) = R 3 , R → ∞ lim b ( R ) = β . The maximum diversity is continuous at R 3 R_3 R 3 .
Proof. Set G R ( t ) = ( R − t ) P ( t ) + Q ( t ) G_R(t)=(R-t)P(t)+Q(t) G R ( t ) = ( R − t ) P ( t ) + Q ( t ) . Continuity comes from taking subsequential limits in (28) ; at a fixed R > R 3 R>R_3 R > R 3 the strict endpoint signs rule out β \beta β and R 3 R_3 R 3 as a limiting root, and the unique interior root is all that is left. For strict decrease take R ′ > R > R 3 R'>R>R_3 R ′ > R > R 3 . Then
G R ′ ( b ( R ) ) = ( R ′ − R ) P ( b ( R ) ) < 0 , G R ′ ( β ) = Q ( β ) > 0. G_{R'}(b(R))=(R'-R)P(b(R))<0,\qquad G_{R'}(\beta)=Q(\beta)>0. G R ′ ( b ( R )) = ( R ′ − R ) P ( b ( R )) < 0 , G R ′ ( β ) = Q ( β ) > 0.
The unique root for R ′ R' R ′ is therefore smaller than b ( R ) b(R) b ( R ) . As R → ∞ R\to\infty R → ∞ , boundedness of b b b implies P ( b ) = − Q ( b ) / ( R − b ) = O ( 1 / R ) P(b)=-Q(b)/(R-b)=O(1/R) P ( b ) = − Q ( b ) / ( R − b ) = O ( 1/ R ) , hence b → β b\to\beta b → β . The series for 4 e β P ( b ) / b 3 4e^{\beta}P(b)/b^3 4 e β P ( b ) / b 3 in Lemma 4.1 has a negative termwise derivative, so P ′ ( β ) < 0 P'(\beta)<0 P ′ ( β ) < 0 and b − β = O ( 1 / R ) b-\beta=O(1/R) b − β = O ( 1/ R ) . Were the limit b 0 b_0 b 0 at the threshold smaller than R 3 R_3 R 3 , we would have a 0 = R 3 − b 0 > 0 a_0=R_3-b_0>0 a 0 = R 3 − b 0 > 0 and a 0 P ( b 0 ) + Q ( b 0 ) = 0 a_0P(b_0)+Q(b_0)=0 a 0 P ( b 0 ) + Q ( b 0 ) = 0 , which are all the conditions the construction with positive inner radius uses, and it would produce a second minimizer at R = R 3 R=R_3 R = R 3 , contrary to Theorem 4.2 (i). So b → R 3 b\to R_3 b → R 3 and a → 0 a\to0 a → 0 at the threshold. Substitution in (29) shows M → e R 3 M\to e^{R_3} M → e R 3 , so the maximum diversity is continuous at R 3 R_3 R 3 . □
Remark 4.6 For large R R R both spherical masses in (30) are O ( 1 / R ) O(1/R) O ( 1/ R ) , and collecting the terms of order R 3 R^3 R 3 and R 2 R^2 R 2 in M M M gives
D max ( B ‾ R ) = R 3 6 + 1 2 ( e β β + 1 − β − 1 β ) R 2 + O ( R ) , R → ∞ , (34) D_{\max}(\overline{B}_R)=\frac{R^3}{6}+\frac{1}{2}\left(\frac{e^\beta}{\beta}+1-\beta-\frac{1}{\beta}\right)R^2+O(R),\qquad R\to\infty, \tag*{(34)} D m a x ( B R ) = 6 R 3 + 2 1 ( β e β + 1 − β − β 1 ) R 2 + O ( R ) , R → ∞ , (34)
with leading term as in [1 Proposition 9.7] . Meckes’s variational formula and [6 Theorem 2] also show
D max ( B ‾ R ) ≤ Mag ( B ‾ R ) = R 3 6 + R 2 + 2 R + 1. D_{\max}(\overline{B}_R)\leq\operatorname{Mag}(\overline{B}_R)=\frac{R^3}{6}+R^2+2R+1. D m a x ( B R ) ≤ Mag ( B R ) = 6 R 3 + R 2 + 2 R + 1.
The coefficient of R 2 R^2 R 2 in (34) is approximately 0.928. For R = 3 , 4 , … , 10 R = 3, 4, \ldots, 10 R = 3 , 4 , … , 10 , Appendix B lists the annulus width b b b from (28) and the maximum diversity from (29) , next to the magnitude.
At small radius, the formula in Theorem 4.2 (i) expands to D max ( B R ‾ ) = 1 + 4 3 R + O ( R 2 ) D_{\max}(\overline{B_R}) = 1 + \frac{4}{3}R + O(R^2) D m a x ( B R ) = 1 + 3 4 R + O ( R 2 ) , so Mag ( B R ‾ ) − D max ( B R ‾ ) = 2 3 R + O ( R 2 ) \operatorname{Mag}(\overline{B_R}) - D_{\max}(\overline{B_R}) = \frac{2}{3}R + O(R^2) Mag ( B R ) − D m a x ( B R ) = 3 2 R + O ( R 2 ) . Roff and Willerton’s microscopic weighting of the unit three-ball includes a normal-derivative term on the boundary sphere [13 Proposition 6.8] . That term is absent from the subthreshold maximizing probability.
Equilibrium on planar disks
In the plane K ^ = 2 π ( 1 + ∣ ξ ∣ 2 ) − 3 / 2 \widehat{K} = 2\pi(1 + |\xi|^2)^{-3/2} K = 2 π ( 1 + ∣ ξ ∣ 2 ) − 3/2 , so recovering a measure from its exponential potential takes ( 1 − Δ ) 3 / 2 = ( 1 − Δ ) ( 1 − Δ ) 1 / 2 (1-\Delta)^{3/2} = (1-\Delta)(1-\Delta)^{1/2} ( 1 − Δ ) 3/2 = ( 1 − Δ ) ( 1 − Δ ) 1/2 , and the square root is nonlocal. Convolution with L / ( 2 π ) L/(2\pi) L / ( 2 π ) inverts the square root, since L ^ = 2 π ( 1 + ∣ ξ ∣ 2 ) − 1 / 2 \widehat{L} = 2\pi(1 + |\xi|^2)^{-1/2} L = 2 π ( 1 + ∣ ξ ∣ 2 ) − 1/2 , and L L L is the trace on the plane z = 0 z = 0 z = 0 of the Yukawa kernel e − ∣ X ∣ / ∣ X ∣ e^{-|X|}/|X| e − ∣ X ∣ /∣ X ∣ , which is 4 π 4\pi 4 π times the fundamental solution of 1 − Δ 3 1-\Delta_3 1 − Δ 3 on R 3 \mathbb{R}^3 R 3 . For a minimizer μ \mu μ , by (8) , J = ( 1 − Δ ) U J = (1-\Delta)U J = ( 1 − Δ ) U equals L ∗ μ L * \mu L ∗ μ , the trace of the Yukawa potential of μ \mu μ regarded as a charge on that plane, and J = γ J = \gamma J = γ almost everywhere on every open set where U = γ U = \gamma U = γ . Above the threshold the central disk is held at constant potential in the field of the charged outer circle, with screening length one. Without the screening and the circle it is the classical electrified disk, whose density blows up like the inverse square root of the distance to the edge. As R R R decreases to the threshold, the normalized interior charge, rescaled to the unit disk, tends to the equilibrium charge of that disk (Theorem 5.10 ), and above it the planar density obeys the same edge law (Theorem 5.9 ).
Lemma 5.1 Let a > 0 a > 0 a > 0 and let f f f be a measurable function on B a ⊂ R 2 B_a \subset\mathbb{R}^2 B a ⊂ R 2 with
∣ f ( y ) ∣ ≤ C ( a 2 − ∣ y ∣ 2 ) − 1 / 2 . |f(y)| \le C(a^2 - |y|^2)^{-1/2}. ∣ f ( y ) ∣ ≤ C ( a 2 − ∣ y ∣ 2 ) − 1/2 . Its three-dimensional Yukawa potential
∫ B a e − ∣ X − ( y , 0 ) ∣ ∣ X − ( y , 0 ) ∣ f ( y ) d y \int_{B_a} \frac{e^{-|X-(y,0)|}}{|X-(y,0)|} f(y)\,dy ∫ B a ∣ X − ( y , 0 ) ∣ e − ∣ X − ( y , 0 ) ∣ f ( y ) d y is continuous on R 3 \mathbb{R}^3 R 3 and tends to zero at infinity. Its trace on z = 0 z = 0 z = 0 is L ∗ ( f d x ) L*(f\,dx) L ∗ ( f d x ) , with equality at every point, including ∂ B a \partial B_a ∂ B a .
Proof. Let ν \nu ν be the measure ∣ f ( y ) ∣ d y |f(y)|\,dy ∣ f ( y ) ∣ d y on the plane z = 0 z = 0 z = 0 . We first prove the uniform estimate
ν ( B s ( X ) ) ≤ C a s 3 / 2 ( X ∈ R 3 , 0 < s < a / 8 ) . (35) \nu(B_s(X)) \le C_a s^{3/2} \quad(X \in\mathbb{R}^3,\ 0 < s < a/8). \tag*{(35)} ν ( B s ( X )) ≤ C a s 3/2 ( X ∈ R 3 , 0 < s < a /8 ) . (35)
Projecting to the plane reduces it to planar balls. In B a / 2 B_{a/2} B a /2 the density is bounded and the contribution is O ( s 2 ) O(s^2) O ( s 2 ) . For a / 2 ≤ t < a a/2 \le t < a a /2 ≤ t < a a circle of radius t t t meets a ball of radius s < a / 8 s < a/8 s < a /8 in arcs of total length at most a constant times s s s , and the contributing radii stay in an interval I I I of length at most 2 s 2s 2 s , so, since a 2 − t 2 ≥ a ( a − t ) a^2 - t^2 \ge a(a-t) a 2 − t 2 ≥ a ( a − t ) , polar integration bounds this part by
C a s ∫ I ( a − t ) − 1 / 2 d t ≤ C a s 3 / 2 , C_a s \int_I (a-t)^{-1/2}\,dt \le C_a s^{3/2}, C a s ∫ I ( a − t ) − 1/2 d t ≤ C a s 3/2 ,
uniformly over intervals I ⊂ [ a / 2 , a ] I \subset[a/2,a] I ⊂ [ a /2 , a ] of length at most 2 s 2s 2 s . Enlarging the constant to cover both parts leads to (35) .
Layer-cake integration then gives, uniformly in X X X and for 0 < δ < a / 8 0 < \delta< a/8 0 < δ < a /8 ,
∫ ∣ X − Y ∣ < δ d ν ( Y ) ∣ X − Y ∣ = ν ( B δ ( X ) ) δ + ∫ 0 δ ν ( B s ( X ) ) s 2 d s ≤ 3 C a δ 1 / 2 . (36) \int_{\lvert X-Y\rvert<\delta}\frac{d\nu(Y)}{\lvert X-Y\rvert}=\frac{\nu(B_\delta(X))}{\delta}+\int_0^\delta\frac{\nu(B_s(X))}{s^2}\,ds\le3Ca\delta^{1/2}. \tag*{(36)} ∫ ∣ X − Y ∣ < δ ∣ X − Y ∣ d ν ( Y ) = δ ν ( B δ ( X )) + ∫ 0 δ s 2 ν ( B s ( X )) d s ≤ 3 C a δ 1/2 . (36)
Since the Yukawa kernel is bounded by the Coulomb kernel, removing its singularity inside a ball of radius δ \delta δ changes the potential uniformly by O ( δ 1 / 2 ) O(\delta^{1/2}) O ( δ 1/2 ) ; with continuous truncated kernels the potentials are continuous by dominated convergence, hence so is their uniform limit. Decay at infinity comes from compact support and integrability of f f f . The trace identity is immediate from the defining integral, which is now finite at every planar point. □
Lemma 5.2 Let 0 < a < R 0<a<R 0 < a < R and let ψ \psi ψ be a measurable radial function on B a B_a B a , with ∣ ψ ( y ) ∣ ≤ C ( a 2 − ∣ y ∣ 2 ) − 1 / 2 \lvert\psi(y)\rvert\le C(a^2-\lvert y\rvert^2)^{-1/2} ∣ ψ ( y )∣ ≤ C ( a 2 − ∣ y ∣ 2 ) − 1/2 . Suppose that L ∗ ( ψ d x ) = j R = L ∗ σ R L*(\psi\,dx)=j_R=L*\sigma_R L ∗ ( ψ d x ) = j R = L ∗ σ R on B a B_a B a . Regard the disk and circle as subsets of the plane z = 0 z=0 z = 0 , and put
W ( X ) = ∫ ∂ B R e − ∣ X − ( y , 0 ) ∣ ∣ X − ( y , 0 ) ∣ d σ R ( y ) − ∫ B a e − ∣ X − ( y , 0 ) ∣ ∣ X − ( y , 0 ) ∣ ψ ( y ) d y . W(X)=\int_{\partial B_R}\frac{e^{-\lvert X-(y,0)\rvert}}{\lvert X-(y,0)\rvert}\,d\sigma_R(y)-\int_{B_a}\frac{e^{-\lvert X-(y,0)\rvert}}{\lvert X-(y,0)\rvert}\,\psi(y)\,dy. W ( X ) = ∫ ∂ B R ∣ X − ( y , 0 )∣ e − ∣ X − ( y , 0 )∣ d σ R ( y ) − ∫ B a ∣ X − ( y , 0 )∣ e − ∣ X − ( y , 0 )∣ ψ ( y ) d y . Then W = 0 W=0 W = 0 continuously on the closed disk, W > 0 W>0 W > 0 on the complement of the disk and circle, and W ( X ) → + ∞ W(X)\to+\infty W ( X ) → + ∞ as X X X approaches the circle. Its planar trace j R − L ∗ ( ψ d x ) j_R-L*(\psi\,dx) j R − L ∗ ( ψ d x ) is zero on B a B_a B a and positive elsewhere, with value + ∞ +\infty + ∞ on ∂ B R \partial B_R ∂ B R . It belongs to L 1 ( R 2 ) L^1(\mathbb{R}^2) L 1 ( R 2 ) , with a logarithmic singularity at r = R r=R r = R .
Proof. The circle potential is smooth near the closed disk because a < R a<R a < R , and the assumed identity with Lemma 5.1 shows that W = 0 W=0 W = 0 continuously on the whole closed disk. Near the circle the disk potential stays bounded. After a rotation let X = ( r , 0 , z ) X=(r,0,z) X = ( r , 0 , z ) and put d 2 = ( r − R ) 2 + z 2 d^2=(r-R)^2+z^2 d 2 = ( r − R ) 2 + z 2 ; the squared distance to a source point at angle θ \theta θ is d 2 + 4 r R sin 2 ( θ / 2 ) d^2+4rR\sin^2(\theta/2) d 2 + 4 r R sin 2 ( θ /2 ) , so near the circle the circle potential is comparable to
∫ − ε ε ( d 2 + s 2 ) − 1 / 2 d s , d = dist ( X , ∂ B R ) , \int_{-\varepsilon}^{\varepsilon}(d^2+s^2)^{-1/2}\,ds,\qquad d=\operatorname{dist}(X,\partial B_R), ∫ − ε ε ( d 2 + s 2 ) − 1/2 d s , d = dist ( X , ∂ B R ) ,
and tends to + ∞ +\infty + ∞ as d ↓ 0 d\downarrow0 d ↓ 0 . Off the disk and circle W W W is smooth with ( 1 − Δ 3 ) W = 0 (1-\Delta_3)W=0 ( 1 − Δ 3 ) W = 0 , and it tends to zero at infinity. A negative value of W W W would, with these boundary limits, force a negative minimum at an interior point of that complement, where ( 1 − Δ 3 ) W < 0 (1-\Delta_3)W<0 ( 1 − Δ 3 ) W < 0 , a contradiction. The complement is connected. The strong maximum principle and the positive circle singularity imply W > 0 W>0 W > 0 throughout it.
The asserted trace signs follow by restriction to the plane. For r r r near R R R the squared distance from r e 1 re_1 r e 1 to a point at angle θ \theta θ on the circle is ( r − R ) 2 + 4 r R sin 2 ( θ / 2 ) (r-R)^2+4rR\sin^2(\theta/2) ( r − R ) 2 + 4 r R sin 2 ( θ /2 ) , with a local integral of logarithmic growth, and the disk contribution is smooth near r = R r=R r = R . Finally L ∈ L 1 ( R 2 ) L\in L^1(\mathbb{R}^2) L ∈ L 1 ( R 2 ) and both source measures have finite total variation, and Tonelli’s theorem, applied to their absolute values, makes the trace integrable. □
For the Coulomb kernel C ( x ) = ∣ x ∣ − 1 C(x)=\lvert x\rvert^{-1} C ( x ) = ∣ x ∣ − 1 , put E C ( η ) = ∬ C ( x − y ) d η ( x ) d η ( y ) E_C(\eta)=\iint C(x-y)\,d\eta(x)\,d\eta(y) E C ( η ) = ∬ C ( x − y ) d η ( x ) d η ( y ) whenever the integral is defined.
Lemma 5.3 The probability measure
d μ C ( z ) = 1 { ∣ z ∣ < 1 } 2 π 1 − ∣ z ∣ 2 d z d\mu_C(z)=\frac{\mathbf{1}_{\{\lvert z\rvert<1\}}}{2\pi\sqrt{1-\lvert z\rvert^2}}\,dz d μ C ( z ) = 2 π 1 − ∣ z ∣ 2 1 {∣ z ∣ < 1 } d z has Coulomb potential π / 2 \pi/2 π /2 on the closed unit disk. It uniquely minimizes the energy with kernel ∣ x − y ∣ − 1 \lvert x-y\rvert^{-1} ∣ x − y ∣ − 1 among probability measures on that disk.
Proof For the kernel ∣ x − y ∣ − 1 \lvert x-y\rvert^{-1} ∣ x − y ∣ − 1 the density holding the unit disk at unit potential is 1 / ( π 2 1 − ∣ z ∣ 2 ) 1/(\pi^{2}\sqrt{1-\lvert z\rvert^{2}}) 1/ ( π 2 1 − ∣ z ∣ 2 ) , counted on both faces [14 §4(i)] , and dividing by its mass 2 / π 2/\pi 2/ π yields μ C \mu_{\mathrm{C}} μ C , with Coulomb potential π / 2 \pi/2 π /2 for 0 < ∣ z ∣ < 1 0<\lvert z\rvert<1 0 < ∣ z ∣ < 1 . The density of μ C \mu_{\mathrm{C}} μ C is at most ( 2 π ) − 1 ( 1 − ∣ z ∣ ) − 1 / 2 (2\pi)^{-1}(1-\lvert z\rvert)^{-1/2} ( 2 π ) − 1 ( 1 − ∣ z ∣ ) − 1/2 , so the near-field bound (36) and the truncation argument in the proof of Lemma 5.1 make the potential continuous on R 3 \mathbb{R}^{3} R 3 . Hence it equals π / 2 \pi/2 π /2 on the closed disk.
The Coulomb kernel is strictly positive definite on finite-energy signed measures in R 2 \mathbb{R}^{2} R 2 [15 §8.1] . A finite energy probability measure on a compact set whose potential is at least its energy throughout the set minimizes energy among probability measures on the set, and strict positive definiteness makes the minimizer unique [15 Remark 2 after Theorem 2.4] . On the closed disk the potential of μ C \mu_{\mathrm{C}} μ C equals π / 2 = E C ( μ C ) \pi/2=E_{\mathrm{C}}(\mu_{\mathrm{C}}) π /2 = E C ( μ C ) . □
For the rest of this section take N = 2 N=2 N = 2 and minimize exponential energy over probability measures on B ‾ R \overline{B}_{R} B R , with minimizer μ R \mu_{R} μ R , U = K ∗ μ R U=K*\mu_{R} U = K ∗ μ R , γ = ∫ U d μ R \gamma=\int U\,\mathrm{d}\mu_{R} γ = ∫ U d μ R and J = L ∗ μ R J=L*\mu_{R} J = L ∗ μ R . Here σ R \sigma_{R} σ R is normalized arclength and j R = L ∗ σ R j_{R}=L*\sigma_{R} j R = L ∗ σ R .
For R > R 2 R>R_{2} R > R 2 , Proposition 3.4 excludes the boundary regime. Denote the inner radius, interior density and outer mass in Proposition 3.11 by a a a , f R f_{R} f R and q q q , respectively. Contact on the central disk requires
∫ B a L ( x − y ) f R ( ∣ y ∣ ) d y = γ − q j R ( x ) for almost every x ∈ B a . \int_{B_{a}} L(x-y)f_{R}(\lvert y\rvert)\,\mathrm{d}y=\gamma-qj_{R}(x)\quad\text{for almost every }x\in B_{a}. ∫ B a L ( x − y ) f R (∣ y ∣) d y = γ − q j R ( x ) for almost every x ∈ B a .
Copson solves the unscreened disk at prescribed potential by an Abel construction [14 ] , and Agra, Trizac and Bocquet reduce the screened constant-potential problem to a Fredholm equation by dual integral methods, observing the same inverse-square-root edge law by a local analysis [16 ] .
The factor 1 / π 2 1/\pi^{2} 1/ π 2 in T \mathcal{T} T below makes A a T 1 = 1 / ( π 2 a 2 − r 2 ) \mathcal{A}_{a}\mathcal{T}1=1/(\pi^{2}\sqrt{a^{2}-r^{2}}) A a T 1 = 1/ ( π 2 a 2 − r 2 ) the density holding B a B_{a} B a at unit Coulomb potential, as in the proof of Lemma 5.3 .
Abel inversion
For a trial inner radius 0 < a < R 0<a<R 0 < a < R , consider L ∗ ( f d x ) = v L*(f\,\mathrm{d}x)=v L ∗ ( f d x ) = v on B a B_{a} B a . Densities on B a B_{a} B a are extended by zero when forming whole-plane convolutions. The Abel inversion separates the possible edge singularity from the regular unknown g g g , placing it in the explicit term g ( a ) / a 2 − r 2 g(a)/\sqrt{a^{2}-r^{2}} g ( a ) / a 2 − r 2 . Once the Coulomb part has been inverted, screening becomes an operator correction of norm less than one. The cosine kernel in the Abel reduction occurs in [17 eqs. (36)–(38)] . For a smooth radial function v v v on B a B_{a} B a define
( T v ) ( t ) = 1 π 2 d d t ∫ 0 t r v ( r ) t 2 − r 2 d r , h ( x ) = ∫ 0 π / 2 sin θ e − ∣ x ∣ sin θ d θ , ( P a g ) ( t ) = 1 π ∫ 0 a [ h ( t − s ) + h ( t + s ) ] g ( s ) d s . (37) \begin{aligned}
(\mathcal{T}v)(t)&=\frac{1}{\pi^{2}}\frac{\mathrm{d}}{\mathrm{d}t}\int_{0}^{t}\frac{r v(r)}{\sqrt{t^{2}-r^{2}}}\,\mathrm{d}r,\\
h(x)&=\int_{0}^{\pi/2}\sin\theta\,e^{-\lvert x\rvert\sin\theta}\,\mathrm{d}\theta,\\
(\mathcal{P}_{a}g)(t)&=\frac{1}{\pi}\int_{0}^{a}\left[h(t-s)+h(t+s)\right]g(s)\,\mathrm{d}s. \tag*{(37)}
\end{aligned} ( T v ) ( t ) h ( x ) ( P a g ) ( t ) = π 2 1 d t d ∫ 0 t t 2 − r 2 r v ( r ) d r , = ∫ 0 π /2 sin θ e − ∣ x ∣ s i n θ d θ , = π 1 ∫ 0 a [ h ( t − s ) + h ( t + s ) ] g ( s ) d s . (37)
For g ∈ C 2 [ 0 , a ] g \in C^2[0,a] g ∈ C 2 [ 0 , a ] with g ′ ( 0 ) = 0 g'(0)=0 g ′ ( 0 ) = 0 , set
( A a g ) ( r ) = g ( a ) a 2 − r 2 − ∫ r a g ′ ( t ) t 2 − r 2 d t , 0 ≤ r < a . (38) (\mathcal{A}_a g)(r)=\frac{g(a)}{\sqrt{a^2-r^2}}-\int_r^a\frac{g'(t)}{\sqrt{t^2-r^2}}\,\mathrm{d}t,\qquad0\le r<a. \tag*{(38)} ( A a g ) ( r ) = a 2 − r 2 g ( a ) − ∫ r a t 2 − r 2 g ′ ( t ) d t , 0 ≤ r < a . (38)
Lemma 5.4 The equation ( I − P a ) g = T v (I-\mathcal{P}_a)g=\mathcal{T}v ( I − P a ) g = T v has a unique continuous solution, given by its uniformly convergent Neumann series. The operator P a \mathcal{P}_a P a satisfies
∥ P a ∥ C [ 0 , a ] → C [ 0 , a ] = ω ( a ) = 1 − 2 π ∫ 0 π / 2 e − a sin θ d θ < 1. (39) \|\mathcal{P}_a\|_{C[0,a]\to C[0,a]}=\omega(a)=1-\frac{2}{\pi}\int_0^{\pi/2}e^{-a\sin\theta}\,\mathrm{d}\theta<1. \tag*{(39)} ∥ P a ∥ C [ 0 , a ] → C [ 0 , a ] = ω ( a ) = 1 − π 2 ∫ 0 π /2 e − a s i n θ d θ < 1. (39) The solution belongs to C 2 [ 0 , a ] C^2[0,a] C 2 [ 0 , a ] , satisfies g ′ ( 0 ) = 0 g'(0)=0 g ′ ( 0 ) = 0 , and f = A a g f=\mathcal{A}_a g f = A a g solves L ∗ ( f d x ) = v L^*(f\,\mathrm{d}x)=v L ∗ ( f d x ) = v . The density is integrable and f ( r ) = O ( ( a − r ) − 1 / 2 ) f(r)=O((a-r)^{-1/2}) f ( r ) = O (( a − r ) − 1/2 ) at the edge. Its L L L -potential is continuous across ∂ B a \partial B_a ∂ B a , with value v ( a ) v(a) v ( a ) there. For g ( n ) = ∑ j = 0 n P a j T v g^{(n)}=\sum_{j=0}^n\mathcal{P}_a^j\mathcal{T}v g ( n ) = ∑ j = 0 n P a j T v ,
∥ g − g ( n ) ∥ ∞ ≤ ω ( a ) n + 1 1 − ω ( a ) ∥ T v ∥ ∞ . (40) \|g-g^{(n)}\|_\infty\le\frac{\omega(a)^{n+1}}{1-\omega(a)}\|\mathcal{T}v\|_\infty. \tag*{(40)} ∥ g − g ( n ) ∥ ∞ ≤ 1 − ω ( a ) ω ( a ) n + 1 ∥ T v ∥ ∞ . (40)
Proof. Let J 0 J_0 J 0 denote the Bessel function of the first kind and order zero. Termwise integration of its power series gives
∫ 0 t r J 0 ( ξ r ) t 2 − r 2 d r = sin ( ξ t ) ξ , \int_0^t\frac{rJ_0(\xi r)}{\sqrt{t^2-r^2}}\,\mathrm{d}r=\frac{\sin(\xi t)}{\xi}, ∫ 0 t t 2 − r 2 r J 0 ( ξ r ) d r = ξ sin ( ξ t ) ,
with value t t t at ξ = 0 \xi=0 ξ = 0 . Substituting the Abel formula for f f f , Fubini’s theorem and integration by parts therefore give
∫ 0 a f ( r ) J 0 ( ξ r ) r d r = ∫ 0 a g ( t ) cos ( ξ t ) d t , T [ J 0 ( ξ ⋅ ) ] ( t ) = cos ( ξ t ) π 2 . \int_0^a f(r)J_0(\xi r)r\,\mathrm{d}r=\int_0^a g(t)\cos(\xi t)\,\mathrm{d}t,\qquad\mathcal{T}[J_0(\xi\cdot)](t)=\frac{\cos(\xi t)}{\pi^2}. ∫ 0 a f ( r ) J 0 ( ξ r ) r d r = ∫ 0 a g ( t ) cos ( ξ t ) d t , T [ J 0 ( ξ ⋅ )] ( t ) = π 2 cos ( ξ t ) .
To invert the Coulomb multiplier insert e − ϵ ξ e^{-\epsilon\xi} e − ϵ ξ and use
∫ 0 ∞ e − ϵ ξ J 0 ( r ξ ) cos ( t ξ ) d ξ = ℜ ( r 2 + ( ϵ − i t ) 2 ) − 1 / 2 . \int_0^\infty e^{-\epsilon\xi}J_0(r\xi)\cos(t\xi)\,\mathrm{d}\xi=\Re\left(r^2+(\epsilon-it)^2\right)^{-1/2}. ∫ 0 ∞ e − ϵ ξ J 0 ( r ξ ) cos ( t ξ ) d ξ = ℜ ( r 2 + ( ϵ − i t ) 2 ) − 1/2 .
The square root has positive real part. The angular representation of J 0 J_0 J 0 gives this Laplace transform. As ϵ ↓ 0 \epsilon\downarrow0 ϵ ↓ 0 , its right-hand side tends to ( r 2 − t 2 ) − 1 / 2 (r^2-t^2)^{-1/2} ( r 2 − t 2 ) − 1/2 for t < r t<r t < r and to zero for t > r t>r t > r . Its modulus is bounded by ∣ r 2 − t 2 ∣ − 1 / 2 |r^2-t^2|^{-1/2} ∣ r 2 − t 2 ∣ − 1/2 , an integrable majorant in t t t for fixed r > 0 r>0 r > 0 . Fubini’s theorem for ϵ > 0 \epsilon>0 ϵ > 0 and dominated convergence therefore give
C ∗ ( f d x ) ( r ) = 2 π ∫ 0 min ( r , a ) g ( t ) r 2 − t 2 d t , r > 0. C^*(f\,\mathrm{d}x)(r)=2\pi\int_0^{\min(r,a)}\frac{g(t)}{\sqrt{r^2-t^2}}\,\mathrm{d}t,\qquad r>0. C ∗ ( f d x ) ( r ) = 2 π ∫ 0 m i n ( r , a ) r 2 − t 2 g ( t ) d t , r > 0.
One integration by parts makes the cosine integral O ( ξ − 1 ) O(\xi^{-1}) O ( ξ − 1 ) . For fixed r > 0 r>0 r > 0 , J 0 ( r ξ ) = O ( ξ − 1 / 2 ) J_0(r\xi)=O(\xi^{-1/2}) J 0 ( r ξ ) = O ( ξ − 1/2 ) , so the Hankel integral for L ∗ ( f d x ) ( r ) L^*(f\,\mathrm{d}x)(r) L ∗ ( f d x ) ( r ) converges absolutely. The same exponential factor justifies its interchanges, and dominated convergence allows ϵ ↓ 0 \epsilon\downarrow0 ϵ ↓ 0 .
The multiplier L ^ ( ξ ) = 2 π / 1 + ξ 2 \widehat{L}(\xi)=2\pi/\sqrt{1+\xi^2} L ( ξ ) = 2 π / 1 + ξ 2 then turns L ∗ ( f d x ) = v L^*(f\,\mathrm{d}x)=v L ∗ ( f d x ) = v into
g ( t ) + 2 π ∫ 0 a g ( s ) ∫ 0 ∞ ( ξ 1 + ξ 2 − 1 ) cos ( ξ t ) cos ( ξ s ) d ξ d s = T v ( t ) . g(t)+\frac{2}{\pi}\int_0^a g(s)\int_0^\infty\left(\frac{\xi}{\sqrt{1+\xi^2}}-1\right)\cos(\xi t)\cos(\xi s)\,\mathrm{d}\xi\,\mathrm{d}s=\mathcal{T}v(t). g ( t ) + π 2 ∫ 0 a g ( s ) ∫ 0 ∞ ( 1 + ξ 2 ξ − 1 ) cos ( ξ t ) cos ( ξ s ) d ξ d s = T v ( t ) .
The inner integral is absolutely convergent. The substitution τ = sin 2 θ \tau=\sin^2\theta τ = sin 2 θ leads to the identity
1 − z 1 + z = 1 π ∫ 0 1 τ / ( 1 − τ ) z + τ d τ , z > 0 , (41) 1-\sqrt{\frac{z}{1+z}}=\frac{1}{\pi}\int_0^1\frac{\sqrt{\tau/(1-\tau)}}{z+\tau}\,\mathrm{d}\tau,\qquad z>0, \tag*{(41)} 1 − 1 + z z = π 1 ∫ 0 1 z + τ τ / ( 1 − τ ) d τ , z > 0 , (41)
and with the cosine transform of ( ξ 2 + τ ) − 1 (\xi^2+\tau)^{-1} ( ξ 2 + τ ) − 1 we get
∫ 0 ∞ ( 1 − ξ 1 + ξ 2 ) cos ( ξ x ) d ξ = h ( x ) . \int_0^\infty\left(1-\frac{\xi}{\sqrt{1+\xi^2}}\right)\cos(\xi x)\,\mathrm{d}\xi=h(x). ∫ 0 ∞ ( 1 − 1 + ξ 2 ξ ) cos ( ξ x ) d ξ = h ( x ) .
With the product-to-sum identity, the integral equation becomes ( I − P a ) g = T v (I-P_a)g=\mathcal{T}v ( I − P a ) g = T v .
The function h h h is positive and even, strictly decreasing on [ 0 , ∞ ) [0,\infty) [ 0 , ∞ ) , with ∫ R h = π \int_{\mathbb{R}}h=\pi ∫ R h = π . Thus
∫ 0 a [ h ( t − s ) + h ( t + s ) ] d s = ∫ t − a t + a h ( u ) d u ≤ ∫ − a a h ( u ) d u . \int_0^a [h(t-s)+h(t+s)]\,\mathrm{d}s=\int_{t-a}^{t+a}h(u)\,\mathrm{d}u\leq\int_{-a}^a h(u)\,\mathrm{d}u. ∫ 0 a [ h ( t − s ) + h ( t + s )] d s = ∫ t − a t + a h ( u ) d u ≤ ∫ − a a h ( u ) d u .
Equality holds at t = 0 t=0 t = 0 . Integrating the defining formula for h h h proves (39) and summing the geometric series bounds the remainder as in (40) .
The kernel h h h is Lipschitz. Its derivative jumps by − π / 2 -\pi/2 − π /2 at zero and its distributional second derivative is a continuous function minus ( π / 2 ) δ 0 (\pi/2)\delta_0 ( π /2 ) δ 0 , so convolution with the continuous even extension of g g g on [ − a , a ] [-a,a] [ − a , a ] has two continuous derivatives on ( 0 , a ) (0,a) ( 0 , a ) with one-sided limits at the endpoints, and by the equation g ∈ C 2 [ 0 , a ] g\in C^2[0,a] g ∈ C 2 [ 0 , a ] with g ′ ( 0 ) = 0 g'(0)=0 g ′ ( 0 ) = 0 . Since ∣ g ′ ( t ) ∣ ≤ C t |g'(t)|\leq Ct ∣ g ′ ( t ) ∣ ≤ C t , formula (38) bounds ∣ f ( r ) ∣ |f(r)| ∣ f ( r ) ∣ by C ( a 2 − r 2 ) − 1 / 2 C(a^2-r^2)^{-1/2} C ( a 2 − r 2 ) − 1/2 on [ 0 , a ) [0,a) [ 0 , a ) . Hence f f f is integrable, with the asserted edge bound. By Lemma 5.1 the L \mathcal{L} L -potential of f f f is finite and continuous on R 2 \mathbb{R}^2 R 2 , hence u = L ∗ ( f d x ) − v u=\mathcal{L}*(f\,\mathrm{d}x)-v u = L ∗ ( f d x ) − v is continuous on [ 0 , a ] [0,a] [ 0 , a ] . Split L ∗ ( f d x ) \mathcal{L}*(f\,\mathrm{d}x) L ∗ ( f d x ) into C ∗ ( f d x ) \mathcal{C}*(f\,\mathrm{d}x) C ∗ ( f d x ) and a Hankel integral with multiplier ξ ( 1 + ξ 2 ) − 1 / 2 − 1 = O ( ξ − 2 ) \xi(1+\xi^2)^{-1/2}-1=O(\xi^{-2}) ξ ( 1 + ξ 2 ) − 1/2 − 1 = O ( ξ − 2 ) . The Abel identity applies to the first term, and T \mathcal{T} T passes under the integral in the second. Therefore T ( L ∗ ( f d x ) ) = ( I − P a ) g = T v \mathcal{T}(\mathcal{L}*(f\,\mathrm{d}x))=(I-P_a)g=\mathcal{T}v T ( L ∗ ( f d x )) = ( I − P a ) g = T v , and
∫ 0 t r u ( r ) ( t 2 − r 2 ) − 1 / 2 d r \int_0^t ru(r)(t^2-r^2)^{-1/2}\,\mathrm{d}r ∫ 0 t r u ( r ) ( t 2 − r 2 ) − 1/2 d r
has zero derivative on ( 0 , a ) (0,a) ( 0 , a ) ; it is at most t ∥ u ∥ ∞ t\|u\|_\infty t ∥ u ∥ ∞ in modulus, hence vanishes identically. Integrating it against t ( s 2 − t 2 ) − 1 / 2 t(s^2-t^2)^{-1/2} t ( s 2 − t 2 ) − 1/2 over 0 < t < s 0<t<s 0 < t < s leaves π 2 ∫ 0 s r u ( r ) d r = 0 \frac{\pi}{2}\int_0^s ru(r)\,\mathrm{d}r=0 2 π ∫ 0 s r u ( r ) d r = 0 for every s ≤ a s\leq a s ≤ a , so u = 0 u=0 u = 0 on [ 0 , a ] [0,a] [ 0 , a ] , and the L \mathcal{L} L -potential equals v v v on the closed disk, with value v ( a ) v(a) v ( a ) on its edge.
Positivity of densities
We expand T j R \mathcal{T}j_R T j R in powers of t t t . For complex r r r with ∣ r ∣ < R |r|<R ∣ r ∣ < R the squared distance ( R − r e i θ ) ( R − r e − i θ ) (R-re^{i\theta})(R-re^{-i\theta}) ( R − r e i θ ) ( R − r e − i θ ) from r e 1 re_1 r e 1 to the circle stays off ( − ∞ , 0 ] (-\infty,0] ( − ∞ , 0 ] , so j R j_R j R extends holomorphically to that disk and its Taylor series converges on [ 0 , R ) [0,R) [ 0 , R ) . Averaging the Taylor series of L L L over circles leads, for 0 ≤ t < R 0\leq t<R 0 ≤ t < R , to
π 2 ( T j R ) ( t ) = ∑ n = 0 ∞ ( Δ n L ) ( R ) ( 2 n ) ! t 2 n . (42) \pi^2(\mathcal{T}j_R)(t)=\sum_{n=0}^{\infty}\frac{(\Delta^nL)(R)}{(2n)!}t^{2n}. \tag*{(42)} π 2 ( T j R ) ( t ) = n = 0 ∑ ∞ ( 2 n )! ( Δ n L ) ( R ) t 2 n . (42)
The coefficient of r 2 n r^{2n} r 2 n in j R ( r ) j_R(r) j R ( r ) is ( Δ n L ) ( R ) / ( 4 n ( n ! ) 2 ) (\Delta^nL)(R)/(4^n(n!)^2) ( Δ n L ) ( R ) / ( 4 n ( n ! ) 2 ) , and π 2 T \pi^2\mathcal{T} π 2 T multiplies that monomial by 4 n ( n ! ) 2 / ( 2 n ) ! 4^n(n!)^2/(2n)! 4 n ( n ! ) 2 / ( 2 n )! . Every coefficient in (40) is positive, since
Δ ( e − r r − m ) = e − r ( r − m + ( 2 m − 1 ) r − m − 1 + m 2 r − m − 2 ) , m ≥ 1. \Delta(e^{-r}r^{-m})=e^{-r}\left(r^{-m}+(2m-1)r^{-m-1}+m^2r^{-m-2}\right),\qquad m\geq1. Δ ( e − r r − m ) = e − r ( r − m + ( 2 m − 1 ) r − m − 1 + m 2 r − m − 2 ) , m ≥ 1.
Consequently π 2 ( T j R ) ( 0 ) = e − R / R \pi^2(\mathcal{T}j_R)(0)=e^{-R}/R π 2 ( T j R ) ( 0 ) = e − R / R and ( T j R ) ′ ( t ) > 0 (\mathcal{T}j_R)'(t)>0 ( T j R ) ′ ( t ) > 0 for 0 < t < R 0<t<R 0 < t < R .
Lemma 5.5 Let 0 < a < R 0<a<R 0 < a < R and k > 0 k>0 k > 0 . If ( I − P a ) g = T ( 1 − k j R ) (I-P_a)g=\mathcal{T}(1-kj_R) ( I − P a ) g = T ( 1 − k j R ) and f = A a g f=A_ag f = A a g , then f ≥ 0 f\geq0 f ≥ 0 on ( 0 , a ) ⟺ g ( a ) ≥ 0 (0,a)\Longleftrightarrow g(a)\geq0 ( 0 , a ) ⟺ g ( a ) ≥ 0 .
Under either condition, − g ′ ( t ) > 0 -g'(t)>0 − g ′ ( t ) > 0 for 0 < t ≤ a 0<t\leq a 0 < t ≤ a and f ( r ) > 0 f(r)>0 f ( r ) > 0 for every 0 ≤ r < a 0\leq r<a 0 ≤ r < a .
Proof. Put v = 1 − k j R v=1-kj_R v = 1 − k j R , and define
d ( t , s ) = h ( t − s ) − h ( t + s ) , ( Q a u ) ( t ) = 1 π ∫ 0 a d ( t , s ) u ( s ) d s . d(t,s)=h(t-s)-h(t+s),\qquad(\mathcal{Q}_a u)(t)=\frac{1}{\pi}\int_0^a d(t,s)u(s)\,ds. d ( t , s ) = h ( t − s ) − h ( t + s ) , ( Q a u ) ( t ) = π 1 ∫ 0 a d ( t , s ) u ( s ) d s .
The kernel is nonnegative and strictly positive for t , s > 0 t,s>0 t , s > 0 , and ∥ Q a ∥ ≤ ω ( a ) < 1 \lVert\mathcal{Q}_a\rVert\leq\omega(a)<1 ∥ Q a ∥ ≤ ω ( a ) < 1 . Differentiating g = T v + P a g g=\mathcal{T}v+\mathcal{P}_a g g = T v + P a g and integrating by parts in s s s yields
( I − Q a ) ( − g ′ ) ( t ) = − ( T v ) ′ ( t ) + d ( t , a ) π g ( a ) . (43) (I-\mathcal{Q}_a)(-g')(t)=-(\mathcal{T}v)'(t)+\frac{d(t,a)}{\pi}g(a). \tag*{(43)} ( I − Q a ) ( − g ′ ) ( t ) = − ( T v ) ′ ( t ) + π d ( t , a ) g ( a ) . (43)
Here d ( t , 0 ) = 0 d(t,0)=0 d ( t , 0 ) = 0 and ∂ t [ h ( t − s ) + h ( t + s ) ] = − ∂ s d ( t , s ) \partial_t[h(t-s)+h(t+s)]=-\partial_s d(t,s) ∂ t [ h ( t − s ) + h ( t + s )] = − ∂ s d ( t , s ) . Since T 1 = 1 / π 2 \mathcal{T}1=1/\pi^2 T 1 = 1/ π 2 , − ( T v ) ′ = k ( T j R ) ′ > 0 -(\mathcal{T}v)'=k(\mathcal{T}j_R)'>0 − ( T v ) ′ = k ( T j R ) ′ > 0 on ( 0 , a ] (0,a] ( 0 , a ] . If g ( a ) ≥ 0 g(a)\geq0 g ( a ) ≥ 0 the right-hand side is therefore positive for t > 0 t>0 t > 0 , and the positive Neumann inverse of I − Q a I-\mathcal{Q}_a I − Q a shows − g ′ ( t ) > 0 -g'(t)>0 − g ′ ( t ) > 0 ; both terms in (38) are then nonnegative, the integral positive for every r < a r<a r < a . Conversely a 2 − r 2 f ( r ) → g ( a ) \sqrt{a^2-r^2}\,f(r)\to g(a) a 2 − r 2 f ( r ) → g ( a ) as r ↑ a r\uparrow a r ↑ a . So f ≥ 0 f\geq0 f ≥ 0 forces g ( a ) ≥ 0 g(a)\geq0 g ( a ) ≥ 0 . □
For data 1 − k j R 1-kj_R 1 − k j R , linearity lets us work with the two component solutions. For each trial radius compute
g 1 = ( I − P a ) − 1 T 1 , ϕ a = A a g 1 , g_1=(I-\mathcal{P}_a)^{-1}\mathcal{T}1,\qquad\phi_a=\mathcal{A}_a g_1, g 1 = ( I − P a ) − 1 T 1 , ϕ a = A a g 1 ,
g 2 = ( I − P a ) − 1 T j R , ψ a , R = A a g 2 . (44) g_2=(I-\mathcal{P}_a)^{-1}\mathcal{T}j_R,\qquad\psi_{a,R}=\mathcal{A}_a g_2. \tag*{(44)} g 2 = ( I − P a ) − 1 T j R , ψ a , R = A a g 2 . (44)
and set
F a = K ∗ ( ϕ a d x ) , H a , R = K ∗ σ R − K ∗ ( ψ a , R d x ) . (45) F_a=K*(\phi_a\,dx),\qquad H_{a,R}=K*\sigma_R-K*(\psi_{a,R}\,dx). \tag*{(45)} F a = K ∗ ( ϕ a d x ) , H a , R = K ∗ σ R − K ∗ ( ψ a , R d x ) . (45)
On the disk, the discrepancy F a + k H a , R − 1 F_a+kH_{a,R}-1 F a + k H a , R − 1 solves ( 1 − Δ ) u = 0 (1-\Delta)u=0 ( 1 − Δ ) u = 0 and radiality with regularity at the origin confines it to a multiple of I 0 I_0 I 0 . Choosing k k k for contact at the center cancels this mode on the entire disk, leaving outer contact and nonnegativity of the Abel edge coefficient to select a a a .
Lemma 5.6 For every 0 < a < R 0<a<R 0 < a < R , ϕ a > 0 \phi_a>0 ϕ a > 0 in B a B_a B a , F a ( x ) < 1 F_a(x)<1 F a ( x ) < 1 , and H a , R ( x ) > 0 H_{a,R}(x)>0 H a , R ( x ) > 0 for all x ∈ R 2 x\in\mathbb{R}^2 x ∈ R 2 .
Proof. The convolution of the indicators of two centered intervals is even and nonincreasing on [ 0 , ∞ ) [0,\infty) [ 0 , ∞ ) , since it is their overlap length after translation. Integrating the level-set representations extends this conclusion to nonnegative even nonincreasing functions. Apply that to the Neumann series for g 1 g_1 g 1 , whose initial term is 1 / π 2 1/\pi^2 1/ π 2 , extending each iterate by zero outside [ − a , a ] [-a,a] [ − a , a ] ; then g 1 g_1 g 1 is nonnegative and decreasing with g 1 ( a ) > 0 g_1(a)>0 g 1 ( a ) > 0 , and the Abel formula makes ϕ a \phi_a ϕ a positive. Its L L L -potential J ϕ J_{\phi} J ϕ equals one on the disk and is continuous at the edge. Outside the disk every source distance increases strictly with the observation radius, hence J ϕ < 1 J_{\phi}<1 J ϕ < 1 there, and since the positive resolvent ( 1 − Δ ) − 1 (1-\Delta)^{-1} ( 1 − Δ ) − 1 has a strictly positive kernel of integral one, F a = ( 1 − Δ ) − 1 J ϕ < 1 F_a=(1-\Delta)^{-1}J_{\phi}<1 F a = ( 1 − Δ ) − 1 J ϕ < 1 everywhere.
For the second sign apply Lemma 5.2 with ψ = ψ a , R \psi=\psi_{a,R} ψ = ψ a , R . The planar trace j R − L ∗ ( ψ a , R d x ) j_R-L*(\psi_{a,R}\,dx) j R − L ∗ ( ψ a , R d x ) is an integrable function, zero on the disk and positive off it, and the strictly positive two-dimensional resolvent applied to it makes H a , R H_{a,R} H a , R positive. □
Annular inequality
Lemma 5.7 Let 0 < a < R 0 < a < R 0 < a < R and let ν \nu ν be a nonnegative finite radial measure supported on B a ‾ ∪ ∂ B R \overline{B_a} \cup\partial B_R B a ∪ ∂ B R , with positive mass on the outer circle. Put U = K ∗ ν U = K * \nu U = K ∗ ν and J = L ∗ ν J = L * \nu J = L ∗ ν . Suppose U ∈ C 1 U \in C^1 U ∈ C 1 , U = γ U = \gamma U = γ on B a ‾ \overline{B_a} B a , U ( R ) = γ U(R) = \gamma U ( R ) = γ , and J J J extends continuously from the annulus to a a a with J ( a ) = γ J(a) = \gamma J ( a ) = γ . Then U ( r ) > γ U(r) > \gamma U ( r ) > γ for a < r < R a < r < R a < r < R . After normalization, ν \nu ν is the unique equilibrium measure on B R ‾ \overline{B_R} B R .
Proof. Set h = J − γ h = J - \gamma h = J − γ and u = U − γ u = U - \gamma u = U − γ . On the annulus Δ J > 0 \Delta J > 0 Δ J > 0 by (8) , so t ↦ h ( e t ) t \mapsto h(e^t) t ↦ h ( e t ) is strictly convex, with endpoint values h ( a ) = 0 h(a) = 0 h ( a ) = 0 and h ( R − ) = + ∞ h(R-) = +\infty h ( R − ) = + ∞ , the latter from the positive outer-circle mass. Also
( 1 − Δ ) u = h , u ( a ) = u ′ ( a ) = u ( R ) = 0. (1-\Delta)u=h,\qquad u(a)=u'(a)=u(R)=0. ( 1 − Δ ) u = h , u ( a ) = u ′ ( a ) = u ( R ) = 0.
Let v v v solve v ′ ′ + v ′ / r − v = 0 v'' + v'/r - v = 0 v ′′ + v ′ / r − v = 0 with v ( R ) = 0 v(R) = 0 v ( R ) = 0 and v ′ ( R ) = − 1 v'(R) = -1 v ′ ( R ) = − 1 ; the one-dimensional maximum principle shows v > 0 v > 0 v > 0 on [ a , R ) [a,R) [ a , R ) . The Wronskian identity
[ r ( v u ′ − v ′ u ) ] ′ = − r v h \left[r(vu'-v'u)\right]'=-rvh [ r ( v u ′ − v ′ u ) ] ′ = − r v h
has integrable right-hand side, since h h h has only a logarithmic singularity at R R R . Integrating and using the endpoint data and the finite trace of U ′ U' U ′ gives
∫ a R r v h d r = 0. \int_a^R rvh\,dr=0. ∫ a R r v h d r = 0.
By strict convexity in log r \log r log r , h h h is either positive throughout or negative first and positive after one crossing, and the zero integral rules out the first possibility. Every partial integral ∫ a r s v ( s ) h ( s ) d s \int_a^r sv(s)h(s)\,ds ∫ a r s v ( s ) h ( s ) d s , r < R r < R r < R , is therefore negative. So ( u / v ) ′ > 0 (u/v)' > 0 ( u / v ) ′ > 0 , and since u ( a ) = 0 u(a) = 0 u ( a ) = 0 we get u > 0 u > 0 u > 0 on the annulus. Equality on the support with the equilibrium inequality proves optimality after normalization, and uniqueness follows from strict positive definiteness. □
Equilibrium construction
Theorem 5.8 Fix R > R 2 R > R_2 R > R 2 . For every trial 0 < a < R 0 < a < R 0 < a < R , form (44) –(45) and put
k ( a , R ) = 1 − F a ( 0 ) H a , R ( 0 ) > 0. k(a,R)=\frac{1-F_a(0)}{H_{a,R}(0)}>0. k ( a , R ) = H a , R ( 0 ) 1 − F a ( 0 ) > 0. There is a unique a ∈ ( 0 , R ) a \in(0,R) a ∈ ( 0 , R ) satisfying
F a ( R ) + k ( a , R ) H a , R ( R ) = 1 , g 1 ( a ) − k ( a , R ) g 2 ( a ) ≥ 0. (46) F_a(R)+k(a,R)H_{a,R}(R)=1,\qquad g_1(a)-k(a,R)g_2(a)\geq0. \tag*{(46)} F a ( R ) + k ( a , R ) H a , R ( R ) = 1 , g 1 ( a ) − k ( a , R ) g 2 ( a ) ≥ 0. (46) With k = k ( a , R ) k=k(a,R) k = k ( a , R ) and g = g 1 − k g 2 g=g_1-kg_2 g = g 1 − k g 2 , define
M = k + 2 π ∫ 0 a g ( t ) d t . (47) M=k+2\pi\int_0^a g(t)\,dt. \tag*{(47)} M = k + 2 π ∫ 0 a g ( t ) d t . (47) The maximizing probability measure and maximum diversity are
μ R = A a g ( ∣ x ∣ ) M 1 B a ( x ) d x + k M σ R , D max ( B R ‾ ) = M . (48) \mu_R=\frac{A_ag(|x|)}{M}\mathbf{1}_{B_a}(x)\,dx+\frac{k}{M}\sigma_R,\qquad D_{\max}(\overline{B_R})=M. \tag*{(48)} μ R = M A a g ( ∣ x ∣ ) 1 B a ( x ) d x + M k σ R , D m a x ( B R ) = M . (48) Its equilibrium level is M − 1 M^{-1} M − 1 , and 0 < k / M < 1 0 < k/M < 1 0 < k / M < 1 . Its restriction to B R B_R B R is absolutely continuous, and its density is real analytic and strictly positive in B a B_a B a . The Neumann approximations satisfy the error bound (40) .
Proof. By Lemma 5.6 the denominator and numerator defining k k k are positive. On the central disk ( 1 − Δ ) F a = 1 (1-\Delta)F_a=1 ( 1 − Δ ) F a = 1 and ( 1 − Δ ) H a , R = 0 (1-\Delta)H_{a,R}=0 ( 1 − Δ ) H a , R = 0 , so as regular radial solutions
F a ( r ) = 1 + ( F a ( 0 ) − 1 ) I 0 ( r ) , H a , R ( r ) = H a , R ( 0 ) I 0 ( r ) . (49) F_a(r)=1+(F_a(0)-1)I_0(r),\qquad H_{a,R}(r)=H_{a,R}(0)I_0(r). \tag*{(49)} F a ( r ) = 1 + ( F a ( 0 ) − 1 ) I 0 ( r ) , H a , R ( r ) = H a , R ( 0 ) I 0 ( r ) . (49)
The definition of k k k makes the potential one throughout the disk.
For existence take the unique equilibrium, and with Proposition 3.11 and (23) denote its inner radius, nonnegative density, outer mass and level by a R a_R a R , f R f_R f R , q R q_R q R , γ R \gamma_R γ R ; Proposition 3.4 ensures a R > 0 a_R>0 a R > 0 . On its central disk
L ∗ ( f R d x ) = γ R − q R j R L^*(f_R\,dx)=\gamma_R-q_Rj_R L ∗ ( f R d x ) = γ R − q R j R
almost everywhere. The interior part of the measure has finite L L L -energy, its nonnegative potential on the disk being bounded by γ R \gamma_R γ R , and the Abel inverse of the same right-hand side has finite absolute L L L -energy as well, since its absolute density is bounded by a constant times ( a R 2 − r 2 ) − 1 / 2 (a_R^2-r^2)^{-1/2} ( a R 2 − r 2 ) − 1/2 , whose unscreened potential on the disk is the constant π 2 \pi^2 π 2 . Both measures are absolutely continuous, so the difference of the two interior measures, having zero L L L -potential almost everywhere on the disk, has zero energy, and the strictly positive multiplier 2 π / 1 + ∣ ξ ∣ 2 2\pi/\sqrt{1+|\xi|^2} 2 π / 1 + ∣ ξ ∣ 2 forces that difference to vanish. For these measures the Fourier energy identity follows by truncating the positive Gaussian superposition (G) for L L L . Finite absolute energy permits passage to the limit. Thus
f R γ R = ϕ a R − q R γ R ψ a R , R . \frac{f_R}{\gamma_R}=\phi_{a_R}-\frac{q_R}{\gamma_R}\psi_{a_R,R}. γ R f R = ϕ a R − γ R q R ψ a R , R .
Contact at the origin sets q R / γ R q_R/\gamma_R q R / γ R equal to k ( a R , R ) k(a_R,R) k ( a R , R ) . Outer contact proves the scalar equality in (46) , and nonnegativity with the Abel edge limit proves its inequality.
Conversely, for a radius satisfying (46) , the density f = A a ( g 1 − k g 2 ) f=A_a(g_1-kg_2) f = A a ( g 1 − k g 2 ) is strictly positive in the central disk by Lemma 5.5. The finite measure ν = f d x + k σ R \nu=f\,dx+k\sigma_R ν = f d x + k σ R has potential one on the disk by (49) and on the outer circle by (46) , and by Lemma 5.4 its L L L -potential has trace one from both sides of the inner edge. Being atomless, ν \nu ν has K ∗ ν ∈ C 1 K*\nu\in C^1 K ∗ ν ∈ C 1 by dominated convergence applied to the bounded gradient of K K K . Lemma 5.7 then proves the strict annular inequality and optimality after normalization. Two selected radii would determine the same unique probability measure, and the strictly positive interior densities force the radii to coincide.
Integrating the Abel formula, we obtain ∫ B a f d x = 2 π ∫ 0 a g ( t ) d t \int_{B_a}f\,dx=2\pi\int_0^a g(t)\,dt ∫ B a f d x = 2 π ∫ 0 a g ( t ) d t , hence (47) . On its support the normalized potential is M − 1 M^{-1} M − 1 , so the energy is M − 1 M^{-1} M − 1 and the diversity is M M M . □
Inner edge asymptotics
Theorem 5.9 Fix R > R 2 R>R_2 R > R 2 and let
μ R = f R ( ∣ x ∣ ) 1 B a ( x ) d x + q R σ R , a = a R , \mu_R=f_R(|x|)\mathbf{1}_{B_a}(x)\,dx+q_R\sigma_R,\qquad a=a_R, μ R = f R ( ∣ x ∣ ) 1 B a ( x ) d x + q R σ R , a = a R , be the equilibrium probability measure from Theorem 5.8 , and set γ R = I ( μ R ) \gamma_R=I(\mu_R) γ R = I ( μ R ) . Let g R = ( g 1 − k g 2 ) / M g_R=(g_1-kg_2)/M g R = ( g 1 − k g 2 ) / M , with k k k and M M M from Theorem 5.8 . The density has the Abel representation
f R ( r ) = g R ( a ) a 2 − r 2 − ∫ r a g R ′ ( t ) t 2 − r 2 d t . f_R(r)=\frac{g_R(a)}{\sqrt{a^2-r^2}}-\int_r^a\frac{g_R'(t)}{\sqrt{t^2-r^2}}\,dt. f R ( r ) = a 2 − r 2 g R ( a ) − ∫ r a t 2 − r 2 g R ′ ( t ) d t . Then g R ( a ) > 0 g_R(a)>0 g R ( a ) > 0 . With C R = g R ( a ) / 2 a C_R=g_R(a)/\sqrt{2a} C R = g R ( a ) / 2 a , the potentials U R = K ∗ μ R U_R=K*\mu_R U R = K ∗ μ R and J R = L ∗ μ R J_R=L*\mu_R J R = L ∗ μ R satisfy
f R ( a − t ) = C R t − 1 / 2 + O ( t 1 / 2 ) , (50) f_R(a-t)=C_Rt^{-1/2}+O(t^{1/2}), \tag*{(50)} f R ( a − t ) = C R t − 1/2 + O ( t 1/2 ) , (50) J R ( a + s ) = γ R − 4 π C R s 1 / 2 + O ( s 3 / 2 ) , (51) J_R(a+s)=\gamma_R-4\pi C_Rs^{1/2}+O(s^{3/2}), \tag*{(51)} J R ( a + s ) = γ R − 4 π C R s 1/2 + O ( s 3/2 ) , (51) U R ( a + s ) − γ R = 16 π C R 15 s 5 / 2 + O ( s 7 / 2 ) (52) U_R(a+s)-\gamma_R=\frac{16\pi C_R}{15}s^{5/2}+O(s^{7/2}) \tag*{(52)} U R ( a + s ) − γ R = 15 16 π C R s 5/2 + O ( s 7/2 ) (52) as s , t ↓ 0 s,t\downarrow0 s , t ↓ 0 .
Proof. By Lemma 5.4 , g R ∈ C 2 [ 0 , a ] g_R \in C^2[0,a] g R ∈ C 2 [ 0 , a ] with one-sided derivatives at the endpoints and ∣ f R ( r ) ∣ ≤ C ( a 2 − r 2 ) − 1 / 2 |f_R(r)| \le C(a^2-r^2)^{-1/2} ∣ f R ( r ) ∣ ≤ C ( a 2 − r 2 ) − 1/2 , and Lemma 5.5 shows g R ( a ) ≥ 0 g_R(a) \ge0 g R ( a ) ≥ 0 and g R ′ ( a ) < 0 g_R'(a) < 0 g R ′ ( a ) < 0 . The exterior asymptotics come first, with the possibility g R ( a ) = 0 g_R(a)=0 g R ( a ) = 0 kept open.
Put
G = ( L − C ) ∗ ( f R 1 B a ) + q R j R . G=(L-C)*(f_R\mathbf{1}_{B_a})+q_Rj_R. G = ( L − C ) ∗ ( f R 1 B a ) + q R j R .
Near ∂ B a \partial B_a ∂ B a the function G G G is C 2 C^2 C 2 . Here L − C = − 1 + ∣ x ∣ / 2 + O ( ∣ x ∣ 2 ) L-C=-1+|x|/2+O(|x|^2) L − C = − 1 + ∣ x ∣/2 + O ( ∣ x ∣ 2 ) near the origin, so its first derivatives are bounded and its second derivatives are bounded by C / ∣ x ∣ C/|x| C /∣ x ∣ , while the density bound and (36) , applied with f = f R f=f_R f = f R , give, uniformly for small δ \delta δ ,
sup x ∫ ∣ x − y ∣ < δ ∣ f R ( y ) ∣ 1 B a ( y ) ∣ x − y ∣ d y ≤ C δ 1 / 2 . \sup_x\int_{|x-y|<\delta}\frac{|f_R(y)|\mathbf{1}_{B_a}(y)}{|x-y|}\,dy\le C\delta^{1/2}. x sup ∫ ∣ x − y ∣ < δ ∣ x − y ∣ ∣ f R ( y ) ∣ 1 B a ( y ) d y ≤ C δ 1/2 .
The second-derivative integrals with a continuous cutoff near the origin are continuous. The displayed estimate bounds the omitted part uniformly by C δ 1 / 2 C\delta^{1/2} C δ 1/2 , so their limit is continuous. The circle term is smooth near ∂ B a \partial B_a ∂ B a , as a < R a<R a < R .
Extend g R g_R g R to a C 2 C^2 C 2 function g ~ \widetilde g g on [ 0 , a + δ ] [0,a+\delta] [ 0 , a + δ ] . By the unscreened Abel identity of Lemma 5.4 ,
C ∗ ( f R 1 B a ) ( r ) = 2 π ∫ 0 min ( r , a ) g R ( t ) r 2 − t 2 d t . C*(f_R\mathbf{1}_{B_a})(r)=2\pi\int_0^{\min(r,a)}\frac{g_R(t)}{\sqrt{r^2-t^2}}\,dt. C ∗ ( f R 1 B a ) ( r ) = 2 π ∫ 0 m i n ( r , a ) r 2 − t 2 g R ( t ) d t .
Hence the C 2 C^2 C 2 function
Z ( r ) = 2 π ∫ 0 π / 2 g ~ ( r sin θ ) d θ + G ( r ) Z(r)=2\pi\int_0^{\pi/2}\widetilde g(r\sin\theta)\,d\theta+G(r) Z ( r ) = 2 π ∫ 0 π /2 g ( r sin θ ) d θ + G ( r )
equals γ R \gamma_R γ R for r < a r<a r < a , and for small s > 0 s>0 s > 0
J R ( a + s ) = Z ( a + s ) − 2 π ∫ a a + s g ~ ( t ) ( a + s ) 2 − t 2 d t , Z ( a + s ) = γ R + o ( s 2 ) . (53) J_R(a+s)=Z(a+s)-2\pi\int_a^{a+s}\frac{\widetilde g(t)}{\sqrt{(a+s)^2-t^2}}\,dt,\qquad Z(a+s)=\gamma_R+o(s^2). \tag*{(53)} J R ( a + s ) = Z ( a + s ) − 2 π ∫ a a + s ( a + s ) 2 − t 2 g ( t ) d t , Z ( a + s ) = γ R + o ( s 2 ) . (53)
If g R ( a ) = 0 g_R(a)=0 g R ( a ) = 0 , substituting g ~ ( t ) = g R ′ ( a ) ( t − a ) + O ( ( t − a ) 2 ) \widetilde g(t)=g_R'(a)(t-a)+O((t-a)^2) g ( t ) = g R ′ ( a ) ( t − a ) + O (( t − a ) 2 ) gives
J R ( a + s ) − γ R = − 8 π g R ′ ( a ) 3 2 a s 3 / 2 + o ( s 3 / 2 ) . J_R(a+s)-\gamma_R=-\frac{8\pi g_R'(a)}{3\sqrt{2a}}s^{3/2}+o(s^{3/2}). J R ( a + s ) − γ R = − 3 2 a 8 π g R ′ ( a ) s 3/2 + o ( s 3/2 ) .
The leading coefficient is positive. On the annulus u = U R − γ R u=U_R-\gamma_R u = U R − γ R satisfies
u ′ ′ + 1 r u ′ − u = γ R − J R , u ( a ) = u ′ ( a ) = 0. u''+\frac{1}{r}u'-u=\gamma_R-J_R,\qquad u(a)=u'(a)=0. u ′′ + r 1 u ′ − u = γ R − J R , u ( a ) = u ′ ( a ) = 0.
Integrating twice would make u ( a + s ) u(a+s) u ( a + s ) negative for small s > 0 s>0 s > 0 , contrary to Proposition 3.11 . So g R ( a ) > 0 g_R(a)>0 g R ( a ) > 0 .
Now (50) follows from the Abel formula. In (53) , the constant term in the expansion of g ~ \widetilde g g contributes the leading term,
2 π ∫ a a + s g ~ ( t ) ( a + s ) 2 − t 2 d t = 4 π g R ( a ) 2 a s 1 / 2 + O ( s 3 / 2 ) , 2\pi\int_a^{a+s}\frac{\widetilde g(t)}{\sqrt{(a+s)^2-t^2}}\,dt=\frac{4\pi g_R(a)}{\sqrt{2a}}s^{1/2}+O(s^{3/2}), 2 π ∫ a a + s ( a + s ) 2 − t 2 g ( t ) d t = 2 a 4 π g R ( a ) s 1/2 + O ( s 3/2 ) ,
and (51) follows. Integrating the radial equation twice from a a a , with u ( a ) = u ′ ( a ) = 0 u(a)=u'(a)=0 u ( a ) = u ′ ( a ) = 0 , we obtain
u ( a + s ) = 4 π C R ∫ 0 s ( s − t ) t 1 / 2 d t + O ( s 7 / 2 ) = 16 π C R 15 s 5 / 2 + O ( s 7 / 2 ) . u(a+s)=4\pi C_R\int_0^s(s-t)t^{1/2}\,dt+O(s^{7/2})=\frac{16\pi C_R}{15}s^{5/2}+O(s^{7/2}). u ( a + s ) = 4 π C R ∫ 0 s ( s − t ) t 1/2 d t + O ( s 7/2 ) = 15 16 π C R s 5/2 + O ( s 7/2 ) .
Threshold asymptotics
Let U ∂ ( R ) = 2 π ∫ 0 π / 2 e − 2 R sin t d t U_{\partial}(R)=\frac{2}{\pi}\int_{0}^{\pi/2}e^{-2R\sin t}\,dt U ∂ ( R ) = π 2 ∫ 0 π /2 e − 2 R s i n t d t be the circle value of Proposition 3.4, now as a function of R R R , put F ( R ) = U ∂ ( R ) − e − R \mathcal{F}(R)=U_{\partial}(R)-e^{-R} F ( R ) = U ∂ ( R ) − e − R , which vanishes at R 2 R_2 R 2 , and
d ∗ = 1 − e − R 2 , c ∗ = e − R 2 ( 1 − 1 R 2 ) . d_* = 1-e^{-R_2}, \qquad c_* = e^{-R_2}\left(1-\frac{1}{R_2}\right). d ∗ = 1 − e − R 2 , c ∗ = e − R 2 ( 1 − R 2 1 ) .
Theorem 5.10 Let m R = μ R ( B a R ) m_R=\mu_R(B_{a_R}) m R = μ R ( B a R ) and define the probability ν R \nu_R ν R on the closed unit disk by
μ R = m R ( T a R ) # ν R + ( 1 − m R ) σ R , T a ( z ) = a z . \mu_R=m_R(T_{a_R})_{\#}\nu_R+(1-m_R)\sigma_R,\qquad T_a(z)=az. μ R = m R ( T a R ) # ν R + ( 1 − m R ) σ R , T a ( z ) = a z . Then R 2 > 1 R_2>1 R 2 > 1 , F ′ ( R 2 ) > 0 \mathcal{F}'(R_2)>0 F ′ ( R 2 ) > 0 , and, as ε = R − R 2 ↓ 0 \varepsilon=R-R_2\downarrow0 ε = R − R 2 ↓ 0 ,
m R = F ′ ( R 2 ) d ∗ ε + o ( ε ) , (54) m_R=\frac{\mathcal{F}'(R_2)}{d_*}\varepsilon+o(\varepsilon), \tag*{(54)} m R = d ∗ F ′ ( R 2 ) ε + o ( ε ) , (54) a R = π F ′ ( R 2 ) 2 c ∗ d ∗ ε + o ( ε ) , (55) a_R=\frac{\pi\mathcal{F}'(R_2)}{2c_*d_*}\varepsilon+o(\varepsilon), \tag*{(55)} a R = 2 c ∗ d ∗ π F ′ ( R 2 ) ε + o ( ε ) , (55) $\nu_R\rightharpoonup\mu_C$.
The equilibrium level and maximum diversity satisfy
γ R = U ∂ ( R ) − F ( R ) 2 d ∗ + o ( ε 2 ) , (56) \gamma_R=U_{\partial}(R)-\frac{\mathcal{F}(R)^2}{d_*}+o(\varepsilon^2), \tag*{(56)} γ R = U ∂ ( R ) − d ∗ F ( R ) 2 + o ( ε 2 ) , (56) D_{\max}(\overline{B_R})-\frac{1}{U_{\partial}(R)} =\frac{e^{2R_2}\mathcal{F}'(R_2)^2}{d_*}\varepsilon^2+o(\varepsilon^2).
{#eq:56}
Proof. The two chord bounds
sin t ≥ 3 t π ( 0 ≤ t ≤ π / 6 ) , sin t ≥ 1 4 + 3 t 2 π ( π / 6 ≤ t ≤ π / 2 ) \sin t\ge\frac{3t}{\pi}\quad(0\le t\le\pi/6),\qquad
\sin t\ge\frac14+\frac{3t}{2\pi}\quad(\pi/6\le t\le\pi/2) sin t ≥ π 3 t ( 0 ≤ t ≤ π /6 ) , sin t ≥ 4 1 + 2 π 3 t ( π /6 ≤ t ≤ π /2 )
give
U ∂ ( 1 ) < 1 + e − 1 − 2 e − 2 3 < e − 1 . U_{\partial}(1)<\frac{1+e^{-1}-2e^{-2}}{3}<e^{-1}. U ∂ ( 1 ) < 3 1 + e − 1 − 2 e − 2 < e − 1 .
The last inequality uses e < 1 + 3 e<1+\sqrt{3} e < 1 + 3 . The unique positive crossing from Proposition 3.4 thus satisfies R 2 > 1 R_2>1 R 2 > 1 . Also χ ( R ) = e R U ∂ ( R ) \chi(R)=e^R U_{\partial}(R) χ ( R ) = e R U ∂ ( R ) is strictly convex, with χ ( 0 ) = χ ( R 2 ) = 1 \chi(0)=\chi(R_2)=1 χ ( 0 ) = χ ( R 2 ) = 1 and χ ′ ( 0 ) < 0 \chi'(0)<0 χ ′ ( 0 ) < 0 , whence χ ′ ( R 2 ) > 0 \chi'(R_2)>0 χ ′ ( R 2 ) > 0 and F ′ ( R 2 ) = e − R 2 χ ′ ( R 2 ) > 0 \mathcal{F}'(R_2)=e^{-R_2}\chi'(R_2)>0 F ′ ( R 2 ) = e − R 2 χ ′ ( R 2 ) > 0 . In particular c ∗ , d ∗ > 0 c_*,d_*>0 c ∗ , d ∗ > 0 .
Let R j ↓ R 2 R_j\downarrow R_2 R j ↓ R 2 . All μ R j \mu_{R_j} μ R j are supported in a fixed compact disk, so a subsequence converges weakly to a probability η \eta η supported on B R 2 ‾ \overline{B_{R_2}} B R 2 . For every probability ν \nu ν on B R 2 ‾ \overline{B_{R_2}} B R 2 , let T j x = ( R j / R 2 ) x T_jx=(R_j/R_2)x T j x = ( R j / R 2 ) x . Minimality and continuity of the energy kernel give
I ( η ) = lim j I ( μ R j ) ≤ lim j I ( ( T j ) # ν ) = I ( ν ) . I(\eta)=\lim_j I(\mu_{R_j})\le\lim_j I((T_j)_{\#}\nu)=I(\nu). I ( η ) = j lim I ( μ R j ) ≤ j lim I (( T j ) # ν ) = I ( ν ) .
Uniqueness at R 2 R_2 R 2 implies η = σ R 2 \eta=\sigma_{R_2} η = σ R 2 . Every subsequential limit is therefore the same, so μ R ⇀ σ R 2 \mu_R\rightharpoonup\sigma_{R_2} μ R ⇀ σ R 2 as R ↓ R 2 R\downarrow R_2 R ↓ R 2 . By their common Lipschitz bound the potentials converge uniformly on compact sets. Hence γ R → e − R 2 \gamma_R\to e^{-R_2} γ R → e − R 2 .
The limiting circle potential has the expansion
K ∗ σ R 2 ( r ) = e − R 2 + c ∗ 4 r 2 + O ( r 4 ) . K*\sigma_{R_2}(r)=e^{-R_2}+\frac{c_*}{4}r^2+O(r^4). K ∗ σ R 2 ( r ) = e − R 2 + 4 c ∗ r 2 + O ( r 4 ) .
A positive subsequential limit of a R a_R a R would make this potential constant on a nonempty disk, contradicting c ∗ > 0 c_*>0 c ∗ > 0 . So a R → 0 a_R\to0 a R → 0 . With the central disk shrinking to the origin, weak convergence to σ R 2 \sigma_{R_2} σ R 2 implies m R → 0 m_R\to0 m R → 0 too. By Lemma 5.4 the identity J R = γ R J_R=\gamma_R J R = γ R holds pointwise on the central disk, and since ∣ e − u − 1 ∣ ≤ u |e^{-u}-1|\le u ∣ e − u − 1∣ ≤ u and the circle’s L L L -potential is smooth and radial near the origin, it gives, uniformly for ∣ z ∣ < 1 |z|<1 ∣ z ∣ < 1 ,
m R a R ( C ∗ ν R ) ( z ) = γ R − ( 1 − m R ) e − R R + O ( m R + a R 2 ) . (57) \frac{m_R}{a_R}(C\ast\nu_R)(z)=\gamma_R-(1-m_R)\frac{e^{-R}}{R}+O(m_R+a_R^2). \tag*{(57)} a R m R ( C ∗ ν R ) ( z ) = γ R − ( 1 − m R ) R e − R + O ( m R + a R 2 ) . (57)
Integrate against μ C \mu_C μ C , using Lemma 5.3 and Tonelli’s theorem, to get
π 2 m R a R = γ R − ( 1 − m R ) e − R R + O ( m R + a R 2 ) ⟶ c ∗ . \frac{\pi}{2}\frac{m_R}{a_R}=\gamma_R-(1-m_R)\frac{e^{-R}}{R}+O(m_R+a_R^2)\longrightarrow c_*. 2 π a R m R = γ R − ( 1 − m R ) R e − R + O ( m R + a R 2 ) ⟶ c ∗ .
Therefore m R / a R → 2 c ∗ / π m_R/a_R\to2c_*/\pi m R / a R → 2 c ∗ / π , and by (57) C ∗ ν R → π / 2 C\ast\nu_R\to\pi/2 C ∗ ν R → π /2 uniformly on the open unit disk. The measures ν R \nu_R ν R have zero mass on its boundary, so E C ( ν R ) → π / 2 E_C(\nu_R)\to\pi/2 E C ( ν R ) → π /2 . Lower semicontinuity of Coulomb energy [15 Lemma 2.2.1(e)] and uniqueness in Lemma 5.3 imply that every weak limit equals μ C \mu_C μ C . That is (54).
For the rates let
A R = ∫ e − a R ∣ z ∣ d ν R ( z ) , X R = ∫ ( K ∗ σ R ) ( a R ∣ z ∣ ) d ν R ( z ) . A_R=\int e^{-a_R|z|}\,d\nu_R(z),\qquad X_R=\int(K\ast\sigma_R)(a_R|z|)\,d\nu_R(z). A R = ∫ e − a R ∣ z ∣ d ν R ( z ) , X R = ∫ ( K ∗ σ R ) ( a R ∣ z ∣ ) d ν R ( z ) .
The contact equations at the center and on the outer circle yield
( 1 − m R ) F ( R ) = m R ( A R − X R ) . (1-m_R)F(R)=m_R(A_R-X_R). ( 1 − m R ) F ( R ) = m R ( A R − X R ) .
Here A R = 1 + O ( a R ) A_R=1+O(a_R) A R = 1 + O ( a R ) and X R = e − R + O ( a R 2 ) X_R=e^{-R}+O(a_R^2) X R = e − R + O ( a R 2 ) , so m R / F ( R ) → 1 / d ∗ m_R/F(R)\to1/d_* m R / F ( R ) → 1/ d ∗ , and the simple zero of F F F with the limit of m R / a R m_R/a_R m R / a R proves (52) and (53).
Finally put
Y R = ∬ e − a R ∣ z − w ∣ d ν R ( z ) d ν R ( w ) = 1 + O ( a R ) . Y_R=\iint e^{-a_R|z-w|}\,d\nu_R(z)\,d\nu_R(w)=1+O(a_R). Y R = ∬ e − a R ∣ z − w ∣ d ν R ( z ) d ν R ( w ) = 1 + O ( a R ) .
The energy decomposes as
γ R = ( 1 − m R ) 2 U ∂ ( R ) + 2 m R ( 1 − m R ) X R + m R 2 Y R . \gamma_R=(1-m_R)^2U_{\partial}(R)+2m_R(1-m_R)X_R+m_R^2Y_R. γ R = ( 1 − m R ) 2 U ∂ ( R ) + 2 m R ( 1 − m R ) X R + m R 2 Y R .
Since a R , m R = O ( ε ) a_R,m_R=O(\varepsilon) a R , m R = O ( ε ) , it becomes
γ R = U ∂ ( R ) − 2 m R F ( R ) + m R 2 [ 1 − 2 e − R + U ∂ ( R ) ] + O ( ε 3 ) . \gamma_R=U_{\partial}(R)-2m_RF(R)+m_R^2[1-2e^{-R}+U_{\partial}(R)]+O(\varepsilon^3). γ R = U ∂ ( R ) − 2 m R F ( R ) + m R 2 [ 1 − 2 e − R + U ∂ ( R )] + O ( ε 3 ) .
Substituting m R = F ( R ) / d ∗ + o ( ε ) m_R=F(R)/d_*+o(\varepsilon) m R = F ( R ) / d ∗ + o ( ε ) and 1 − 2 e − R 2 + U ∂ ( R 2 ) = d ∗ 1-2e^{-R_2}+U_{\partial}(R_2)=d_* 1 − 2 e − R 2 + U ∂ ( R 2 ) = d ∗ gives (55), and taking reciprocals, with U ∂ ( R 2 ) = e − R 2 U_{\partial}(R_2)=e^{-R_2} U ∂ ( R 2 ) = e − R 2 , leads to (56). □
Together with the boundary formula in Proposition 3.4, (56) shows that D max ( B R ‾ ) D_{\max}(\overline{B_R}) D m a x ( B R ) is differentiable at R 2 R_2 R 2 . Its difference from the circle magnitude begins at second order above the threshold.
Discussion
How many interior support components can occur in dimensions N ≥ 4 N\ge4 N ≥ 4 ? The outer sphere still carries positive mass, with an open annulus separating it from any interior support (Lemma 3.7). We had hoped to extend the same support argument to higher dimensions. The interior contact bound J ≤ γ J\le\gamma J ≤ γ persists (Lemma 3.6), but Δ L \Delta L Δ L in (3) changes sign for N ≥ 4 N\ge4 N ≥ 4 . The kernel calculation therefore no longer provides the subharmonicity used above to exclude mass-free regions between interior contact radii. See Appendix B for numerical experiments performed for N = 4 , 5 N=4,5 N = 4 , 5 .
Maximum diversity is continuous in Gromov–Hausdorff distance on compact positive definite metric spaces [7 ] . For a nonempty compact set E ⊂ R N E \subset\mathbb{R}^{N} E ⊂ R N and a finite h h h -net E h ⊂ E E_h \subset E E h ⊂ E ,
D max ( E h ) ≤ D max ( E ) ≤ e 2 h D max ( E h ) . D_{\max}(E_h) \leq D_{\max}(E) \leq e^{2h}D_{\max}(E_h). D m a x ( E h ) ≤ D m a x ( E ) ≤ e 2 h D m a x ( E h ) .
A measurable nearest point map T : E → E h T:E \to E_h T : E → E h satisfies ∣ T x − T y ∣ ≥ ∣ x − y ∣ − 2 h \lvert Tx-Ty\rvert\geq\lvert x-y\rvert- 2h ∣ T x − T y ∣ ≥ ∣ x − y ∣ − 2 h , so pushing a probability measure forward increases its energy by at most a factor e 2 h e^{2h} e 2 h . Minimizing and taking reciprocals proves the right inequality, and inclusion proves the left. With rigorous bounds for the finite optimization the estimate bounds the maximum diversity value. Support transitions still require control of the potential between the sampled points.
Leinster and Roff also ask about cubes. On a box with the ℓ 1 \ell_1 ℓ 1 metric the exponential kernel factorizes, and the positive weight measure is a product of interval weight measures [9 ] . For the Euclidean metric, the proof of Lemma 3.6 uses only that U ≥ γ U \geq\gamma U ≥ γ near the contact point, so J ≤ γ J \leq\gamma J ≤ γ at interior contact on any compact set, and for N = 2 , 3 N=2,3 N = 2 , 3 the function J J J is strictly subharmonic off of the support whatever the set. The cube lacks the radial control of J J J up to the boundary of a mass-free region (Lemma 3.8 ) and the radial monotonicity that puts the whole boundary in the support (Lemma 3.7), and its support is yet to be determined.
Does the interior support component remain separated from the outer boundary under a small smooth perturbation of a three-dimensional ball with R > R 3 R>R_3 R > R 3 ? A perturbed construction would require constant potential on an unknown interior region and nonnegative surface masses on both boundaries, with the equilibrium inequality between them. The potential excess must be controlled up to the moving inner boundary, where it vanishes.
In the planar construction the contraction factor tends to one as the inner radius grows. Direct Neumann iteration gets slow on large disks, and the inverse square root edge law suggests putting the singular factor into the numerical basis. Quantitative error bounds for the quadrature and scalar root are needed as the inner radius grows. The planar large-radius asymptotics also remain to be determined.
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Proof of analyticity
Proof of Lemma 3.9 Set g = H − c g = H - c g = H − c , a tempered distribution given by a locally integrable function vanishing almost everywhere in B a B_a B a ; since B ( c ) = c B(c) = c B ( c ) = c it suffices to compute B g Bg B g there. Against a test function compactly supported in B a B_a B a the first term of (19) pairs to zero with g g g , and the test support has positive distance from R 2 ∖ B a \mathbb{R}^{2} \setminus B_a R 2 ∖ B a , so Fubini in the remaining heat integral yields
B g ( x ) = − ∫ R 2 ∖ B a g ( y ) n ( x − y ) d y . Bg(x) = -\int_{\mathbb{R}^{2}\setminus B_a} g(y)n(x-y)\,\mathrm{d}y. B g ( x ) = − ∫ R 2 ∖ B a g ( y ) n ( x − y ) d y .
The interchange is absolutely convergent because n n n is bounded for ∣ z ∣ ≥ δ > 0 |z| \ge\delta> 0 ∣ z ∣ ≥ δ > 0 and has an integrable exponential tail, and ∣ g ( y ) ∣ ≤ ∣ H ( y ) ∣ + ∣ c ∣ |g(y)| \le|H(y)| + |c| ∣ g ( y ) ∣ ≤ ∣ H ( y ) ∣ + ∣ c ∣ .
For analyticity we extend this integral to a complex neighborhood. Fix x 0 ∈ B a x_0 \in B_a x 0 ∈ B a and choose δ > 0 \delta> 0 δ > 0 with dist ( x 0 , R 2 ∖ B a ) ≥ δ \operatorname{dist}(x_0,\mathbb{R}^{2}\setminus B_a) \ge\delta dist ( x 0 , R 2 ∖ B a ) ≥ δ . For z ∈ C 2 z \in\mathbb{C}^{2} z ∈ C 2 with ∣ z − x 0 ∣ < δ / 4 |z-x_0| < \delta/4 ∣ z − x 0 ∣ < δ /4 and real y ∉ B a y \notin B_a y ∈ / B a use the principal square root in d ( z , y ) = ( z − y ) ⋅ ( z − y ) d(z,y) = \sqrt{(z-y)\cdot(z-y)} d ( z , y ) = ( z − y ) ⋅ ( z − y ) , with the complex bilinear dot product. With u = x 0 − y u = x_0-y u = x 0 − y the expression under the root differs from ∣ u ∣ 2 |u|^{2} ∣ u ∣ 2 by less than ( 9 / 16 ) ∣ u ∣ 2 (9/16)|u|^{2} ( 9/16 ) ∣ u ∣ 2 and stays in the right half-plane, and the same estimate yields R e d ( z , y ) ≥ ( 7 / 4 ) ∣ u ∣ \mathop{\mathrm{Re}}d(z,y) \ge(\sqrt{7}/4)|u| Re d ( z , y ) ≥ ( 7 /4 ) ∣ u ∣ and ∣ d ( z , y ) ∣ ≥ ( 7 / 4 ) ∣ u ∣ |d(z,y)| \ge(\sqrt{7}/4)|u| ∣ d ( z , y ) ∣ ≥ ( 7 /4 ) ∣ u ∣ . Multiplied by ∣ H ( y ) ∣ + ∣ c ∣ |H(y)| + |c| ∣ H ( y ) ∣ + ∣ c ∣ , the holomorphic kernel ( 1 + d ) e − d / ( 2 π d 3 ) (1+d)e^{-d}/(2\pi d^{3}) ( 1 + d ) e − d / ( 2 π d 3 ) has an integrable majorant, uniform on every smaller complex ball. The integral in (21) is consequently holomorphic there. Its restriction to the real ball is real analytic. □
Numerical values and experiments
The left table is for R 3 \mathbb{R}^{3} R 3 (Remark 4.6) and the right one for the plane. All values in those two tables are rounded to four decimal places. The planar values use Chebyshev–Nyström discretization of (42) with 24, 36 and 48 nodes, graded angular quadrature, and a bracketed solve of (44). The computed potential agrees with γ \gamma γ at five sampled central radii and on the outer circle, and exceeds it at nineteen sampled interior annular radii.
Table 1.
Table 2.
Table 3.
For N = 4 , 5 N = 4, 5 N = 4 , 5 we solved the contact and stationarity equations for finitely many spheres and followed the solutions in R R R . Potential excess was evaluated at 1,000 radial samples and minimized locally near sampled minima, with acceptance tolerance − 10 − 15 -10^{-15} − 1 0 − 15 . The computations indicate that boundary measure is optimal up to the thresholds in the table, the radii at which the potential of σ R \sigma_R σ R at the center, e − R e^{-R} e − R , falls to its value U ∂ ( R ) U_{\partial}(R) U ∂ ( R ) on ∂ B R \partial B_R ∂ B R . Just above each threshold the interior mass sits on a single sphere whose radius grows from zero.
Further spheres appear at the center, and a minimization on a grid of 800 radii, without continuation, finds the same number of spheres between successive birth radii. The intervals between successive birth radii shrink by the factors in the table, so the births appear to accumulate near the listed accumulation radii. Up to those radii the computed support is a finite union of concentric spheres whose number grows with the radius. At larger radii the discrete minimizers spread mass over a central region. We were unable to distinguish concentric spheres from a central ball.
References