Maximum Principle for Elliptic PDEs
Let be harmonic () in a connected open domain , continuous on . Then: (1) attains its maximum and minimum on (weak maximum principle); (2) if attains its maximum at an interior point, then is constant (strong maximum principle). More generally, for with , satisfies .
Proof
Weak maximum principle. Suppose is attained at an interior point . At a maximum: (sum of second derivatives is non-positive). But , so , which is consistent. A direct argument is needed.
Proof via mean value property. For harmonic : (mean value property over balls). If , then since everywhere: . Equality implies a.e. on . By continuity, on .
Strong maximum principle. Let . We showed is open (every point of has a ball neighborhood in ). is also closed in (as the preimage of under the continuous function ). Since is connected: or . If attains its maximum at any interior point, , so and is constant.
Mean value property (proof sketch). For harmonic and ball : define (surface average). Differentiate: . So , proving the mean value property.
For steady-state heat conduction (, no sources): the temperature cannot have a local maximum or minimum inside the domain. Hot spots and cold spots must occur on the boundary. This is physically intuitive: heat flows from hot to cold, so an interior maximum would cause outward heat flow, contradicting the steady state.
The maximum principle implies uniqueness for Dirichlet problems: if with on , then is harmonic with on . By the maximum principle: and , so .