Let u satisfy ut=k∇2u in a space-time cylinder Ω×(0,T] where Ω⊂Rn is a bounded domain. Define the parabolic boundary as:
Γ=(Ω×{0})∪(∂Ω×[0,T])
Claim: If u attains its maximum M at some interior point (x0,t0) with t0>0, then u≡M in Ω×[0,t0].
Step 1: Weak Maximum Principle
First, we establish that maxΩ×[0,T]u=maxΓu.
Suppose for contradiction that u attains a maximum M at an interior point (x1,t1) with t1>0 and M>maxΓu. Define:
v(x,t)=u(x,t)+ϵ(∣x∣2+t)
for small ϵ>0.
Then v also attains its maximum at some interior point (xϵ,tϵ), and for small enough ϵ:
vt(xϵ,tϵ)≥0,∇v(xϵ,tϵ)=0,∇2v(xϵ,tϵ)≤0
At (xϵ,tϵ):
vt=ut+ϵ
∇2v=∇2u+2nϵ
Since u satisfies the heat equation:
ϵ=vt−ut=k(∇2v−∇2u)−ut=k⋅2nϵ−k∇2u
But ∇2v≤0 at a maximum, so ∇2u≤−2nϵ<0. This gives:
ut=k∇2u<−2nkϵ<0
contradicting vt≥0 at the maximum. Thus maxΩ×[0,T]u=maxΓu.
Step 2: Strong Form
Now suppose u attains its maximum M at an interior point (x0,t0) with t0>0.
Define S={t∈[0,t0]:u(x0,t)=M}. Since u is continuous and achieves M at t0, we have S=∅ and t0∈S.
Let t∗=infS. We claim t∗=0.
If t∗>0, then u(x0,t∗)=M (by continuity) and u(x0,t)<M for t∈[t∗−δ,t∗) for some δ>0.
Consider u in a small ball Br(x0)×[t∗,t∗+τ]. By the weak maximum principle on this cylinder:
maxBr(x0)×[t∗,t∗+τ]u=M
But at (x0,t∗), we have ut(x0,t∗)≥0 (since u is increasing at x0 from t∗) and ∇2u(x0,t∗)≤0 (since u(x0,t∗)=M).
The heat equation gives: 0≤ut=k∇2u≤0
Thus ∇2u(x0,t∗)=0, which means u(x,t∗)=M in a neighborhood of x0. By continuity arguments (repeated application in space), u≡M in Ω×{t∗}.
By similar reasoning backward in time, u≡M in Ω×[0,t∗], contradicting the definition of t∗ unless t∗=0.