ProofComplete

Elliptic PDE Theory - Key Proof

We prove the weak maximum principle for elliptic equations, a cornerstone result with immediate applications to uniqueness and a priori estimates.

ProofWeak Maximum Principle for Elliptic Equations

Let Lu=−∑ij∂i(aij∂ju)+∑ibi∂iu+cuLu = -\sum_{ij}\partial_i(a^{ij}\partial_j u) + \sum_i b^i\partial_i u + cu with LL uniformly elliptic, and suppose Lu≤0Lu \leq 0 in Ω\Omega and c≤0c \leq 0.

Claim: max⁡Ω‾u=max⁡∂Ωu\max_{\overline{\Omega}} u = \max_{\partial\Omega} u

Step 1: Assume Strict Inequality

Suppose for contradiction that uu attains its maximum MM at an interior point x0∈Ωx_0 \in \Omega and M>max⁡∂ΩuM > \max_{\partial\Omega} u.

Choose ϵ>0\epsilon > 0 small and define: v(x)=u(x)+ϵ∣x−x0∣2v(x) = u(x) + \epsilon|x - x_0|^2

For small ϵ\epsilon, vv also attains an interior maximum at some point xϵx_\epsilon near x0x_0.

Step 2: Compute LvLv at the Maximum

At xϵx_\epsilon, we have ∇v(xϵ)=0\nabla v(x_\epsilon) = 0 and the Hessian D2v≤0D^2v \leq 0 (since it's a maximum).

Computing: Lv=Lu+ϵL(∣x−x0∣2)Lv = Lu + \epsilon L(|x - x_0|^2)

The second term is: L(∣x−x0∣2)=−∑ijaij∂ij∣x−x0∣2+lower orderL(|x - x_0|^2) = -\sum_{ij}a^{ij}\partial_{ij}|x - x_0|^2 + \text{lower order} =−2∑ijaijδij+lower order=−2tr(A)+lower order= -2\sum_{ij}a^{ij}\delta_{ij} + \text{lower order} = -2\text{tr}(A) + \text{lower order}

By uniform ellipticity, tr(A)≥nλ>0\text{tr}(A) \geq n\lambda > 0, so: L(∣x−x0∣2)≤−2nλ+CL(|x - x_0|^2) \leq -2n\lambda + C

for some constant CC depending on bounds of lower-order terms.

Step 3: Derive Contradiction at Maximum

For small enough ϵ\epsilon, at the interior maximum xϵx_\epsilon: Lv(xϵ)=Lu(xϵ)+ϵL(∣x−x0∣2)<0Lv(x_\epsilon) = Lu(x_\epsilon) + \epsilon L(|x - x_0|^2) < 0

since Lu≤0Lu \leq 0 and the second term is negative for small ϵ\epsilon.

But at an interior maximum xϵx_\epsilon where ∇v=0\nabla v = 0 and D2v≤0D^2v \leq 0: Lv=−∑ijaij∂ijv+∑ibi∂iv+cvLv = -\sum_{ij}a^{ij}\partial_{ij}v + \sum_i b^i\partial_i v + cv

The first term is −∑aij(D2v)ij≥0-\sum a^{ij}(D^2v)_{ij} \geq 0 by ellipticity and D2v≤0D^2v \leq 0. The second term vanishes since ∇v=0\nabla v = 0. The third term is cv(xϵ)≤0cv(x_\epsilon) \leq 0 since c≤0c \leq 0 and v>0v > 0 near the max.

Therefore Lv(xϵ)≥0Lv(x_\epsilon) \geq 0, contradicting Lv(xϵ)<0Lv(x_\epsilon) < 0.

Step 4: Conclude

The contradiction shows uu cannot attain its maximum strictly inside Ω\Omega. Hence: max⁡Ω‾u=max⁡∂Ωu\max_{\overline{\Omega}} u = \max_{\partial\Omega} u

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Remark

This proof uses a perturbation technique (v=u+ϵ∣x−x0∣2v = u + \epsilon|x - x_0|^2) to reduce to analyzing behavior at a strict interior maximum. The key is that ellipticity forces −∑aij∂ij-\sum a^{ij}\partial_{ij} to see the negative curvature of vv at a maximum, while lower-order terms are controlled.

The maximum principle immediately implies uniqueness: if u1,u2u_1, u_2 solve Lu=fLu = f with same boundary data, then w=u1−u2w = u_1 - u_2 satisfies Lw=0Lw = 0 with w=0w = 0 on ∂Ω\partial\Omega, so w≡0w \equiv 0 by the maximum principle.