Harmonic measures for a point may form a square (Q1959446)

Let \(X\) be an open set in \(\mathbb R^d\), \(d\geqslant 2\), such that \(X^c\) is non-polar if \(d = 2\), and let \(x\in X\). Earlier the authors showed that any convex combination of harmonic measures \(\mu_x^{U_1}, \dots,\mu_x^{U_k}\), where \(U_1, \dots , U_k\) are open neighborhoods of \(x\) in \(X\), can be approximated by a sequence (\(\mu_x^{W_n}\)) of harmonic measures such that each \(W_n\) is an open neighborhood of \(x\) in \(U_1\cup \cdots \cup U_k\) [\textit{W. Hansen} and \textit{I. Netuka}, Adv. Math. 218, No. 4, 1181--1223 (2008; Zbl 1146.31006)]. Harmonic measures \(\mu_x^{U}\), \(x\in U\), \(U\) open in \(X\), are obtained by balayage (with respect to \(X\)) of the Dirac measure \(\varepsilon_x\) at \(x\) on \(X \setminus U: \mu_x^{U} = \varepsilon_x^{X\setminus U}\). They are special cases of measures \(\mu\) on \(X\) which are representing measures for \(x\) with respect to the convex cone \(\mathcal P(X)\) of all continuous real potentials on \(X\), that is, such that \(\mu(p)\leqslant p(x)\) for all \(p\in \mathcal P(X)\). The convex set \(\mathcal M_x(\mathcal P(X))\) of these representing measures is compact and metrizable with respect to the topology of weak convergence. It seemed to be widely believed that \(\mathcal M_x(\mathcal P(X))\) is a simplex, and hence a Poulsen simplex. The authors disprove this belief by exhibiting open neighborhoods \(U_0\), \(U_1\), \(U_2\), \(U_3\) of \(x\) in \(X\) such that the harmonic measures \(\mu_x^{U_j}\in \big(\mathcal M_x\big(\mathcal P(X)\big)\big)_e\), \(0\leqslant j\leqslant 3\), are pairwise different and satisfy \[ \mu_x^{U_0}+\mu_x^{U_2}=\mu_x^{U_1}+\mu_x^{U_3}.\tag{1} \] Assuming without loss of generality that \(x\) is the origin, the open sets \(U_j\), \(0\leqslant j\leqslant 3\), are related in a very simple way. For \(y = (y_1, \dots , y_d)\in\mathbb R^d\), let \[ T(y_1, y_2, y_3,\dots, y_d):= (-y_2, y_1,y_3,\dots, y_d), \] that is, \(T\) turns the \((y_1,y_2)\)-part of \(y\) counterclockwise around the origin by \(\pi/2\). Then we have \[ U_j=T^j(U_0),\qquad 0\leqslant j\leqslant 3. \] More precisely, given any open ball \(U\) centered at 0 (or any other non-empty \(T\)-invariant connected open neighborhood \(U\) of 0) and any non-polar Borel set \(A\) in \(\{y\in U:y_1 > 0, y_2 = 0\}\) which is finely closed in \(U\), (1) holds if we take \[ U_j := U \setminus \big(T^j(A)\cup T^{j+1}(A)\big),\qquad 0\leqslant j\leqslant 3. \] The measures \(\mu_0,\mu_1,\mu_2,\mu_3\) form a square, in the sense that their densities with respect to a \(T\)-invariant measure \(\tau\) on \(\overline U\) form a square in \(L^2(\overline U,\tau)\). In fact, equalities like (1) show that none of the compact convex sets \(\mathcal M_x(S(W)\), \(x\in W\), \(W\) open in \(X\), is a simplex. By definition, \(\mathcal M_x\big(S(W)\big)\) is the set of all measures \(\mu\) on \(X\) which are representing measures for \(x\) with respect to the convex cone \(S(W)\) of all \(\mathcal P(X)\)-bounded continuous real functions on \(X\) which are superharmonic on \(W\). \(\mathcal M_x\big(S(W)\big)\) is a closed face of \(\mathcal M_x(\mathcal P(X))\) and \[ \left\{\varepsilon_x^{A\cup W^c}: A\text{ is a Borel set in }W\right\}\subset \Big(\mathcal M_x\big(S(W)\big)\Big)_e \] (with equality if \(W\) is regular). Note that \(S(X) =\mathcal P(X)\), and hence \(\mathcal M_x\big(S(X)\big)=\mathcal M_x\big(\mathcal P(X)\big)\). As long as we have certain symmetries, the same is true for many potential-theoretic settings (Riesz potentials, heat equation, Laplace-Kohn operator on the Heisenberg group, general sub-Laplacians on stratified Lie algebras). Finally, in many parabolic cases (whenever one has a space-time structure), including the heat equation, it is proved that the compact convex sets \(\mathcal M_x\big(\mathcal P(X)\big)\) and \(\mathcal M_x\big(S(W)\big)\), \(x\in W\), \(W\) open in \(X\), are never simplices.