Math 2.0

Potential theory Harmonic functions Theorem

Maximum principle for harmonic functions

Builds on Harmonic functionMean value propertyMaximum principle

Statement

Let U⊆ℝnU \subseteq \R^n be a domain, that is, a connected open set, and let u ⁣:U→ℝu \colon U \to \R be harmonic.

  1. (Strong maximum principle.) If there is a∈Ua \in U with u(a)=sup⁡Uuu(a) = \sup_U u, then uu is constant on UU.
  2. (Weak maximum principle.) If UU is bounded and uu extends continuously to the closure U‾\overline{U}, then max⁡U‾u=max⁡∂Uu\max_{\overline{U}} u = \max_{\partial U} u.

Remarks

Proof idea for part 1: the set A={x∈U:u(x)=sup⁡Uu}A = \set{x \in U : u(x) = \sup_U u} is closed in UU by continuity. It is open: if x∈Ax \in A and B‾(x,r)⊆U\overline{B}(x, r) \subseteq U, the mean value property over the ball makes u(x)u(x) the average of values ≤u(x)\le u(x), which forces u=u(x)u = u(x) on the ball. As UU is connected and AA is not empty, A=UA = U. Part 2 follows: the maximum of uu on the compact set U‾\overline{U} is attained, and if it were attained only inside, part 1 would make uu constant. Example: u(x,y)=x2−y2u(x, y) = x^2 - y^2 on the unit disc takes its maximum 11 on the boundary, at (±1,0)(\pm 1, 0), and the value 00 at the centre. Boundedness is needed in part 2: on the half-plane {x>0}\set{x > 0}, u=xu = x is 00 on the boundary and positive inside. Connectedness is needed in part 1. On two disjoint discs, the function equal to 00 on one and 11 on the other is harmonic and attains its maximum without being constant. This is the harmonic case of the general maximum principle for elliptic operators.

Going deeper

For a student

The weak maximum principle gives uniqueness for the Dirichlet problem. Two harmonic functions with the same boundary values differ by a harmonic function that is 00 on the boundary, hence 00 inside. It also gives stability: if the boundary values of two solutions differ by at most ε\varepsilon, then the solutions differ by at most ε\varepsilon everywhere. Subharmonic functions satisfy the same maximum principle, and Perron's method builds solutions of the Dirichlet problem from it.

Reading path

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Complex numbers, object, no evidence levelComplex numbersobjectContinuously differentiable function, concept, no evidence levelContinuously differen…conceptElliptic operator, concept, no evidence levelElliptic operatorconceptEuclidean space, object, no evidence levelEuclidean spaceobjectFunction, concept, no evidence levelFunctionconceptLaplace's equation, concept, no evidence levelLaplace's equationconceptReal numbers, object, no evidence levelReal numbersobjectSet bounded above, definition, no evidence levelSet bounded abovedefinitionComplex exponential, definition, no evidence levelComplex exponentialdefinitionContour integral, definition, no evidence levelContour integraldefinitionPower series in the complex plane, definition, no evidence levelPower series in the c…definitionReal and imaginary parts, definition, no evidence levelReal and imaginary pa…definitionMaximum principle, statement, no evidence levelMaximum principlestatementTotal derivative, concept, no evidence levelTotal derivativeconceptFunction of several variables, concept, no evidence levelFunction of several v…conceptVector-valued function, concept, no evidence levelVector-valued functionconceptSupremum, definition, no evidence levelSupremumdefinitionCircle integral, definition, no evidence levelCircle integraldefinitionDisc of convergence, definition, no evidence levelDisc of convergencedefinitionVector field, concept, no evidence levelVector fieldconceptDifferentiable function of several variables, concept, no evidence levelDifferentiable functi…conceptPartial derivative, concept, no evidence levelPartial derivativeconceptCompleteness axiom, statement, no evidence levelCompleteness axiomstatementDivergence, concept, no evidence levelDivergenceconceptGradient, concept, no evidence levelGradientconceptExistence of square roots of nonnegative reals, statement, no evidence levelExistence of square r…statementLaplacian, concept, no evidence levelLaplacianconceptSquare root, definition, no evidence levelSquare rootdefinitionHarmonic function, concept, no evidence levelHarmonic functionconceptModulus of a complex number, definition, no evidence levelModulus of a complex …definitionComplex differentiability, definition, no evidence levelComplex differentiabi…definitionHolomorphic function, definition, no evidence levelHolomorphic functiondefinitionCauchy–Riemann equations, statement, no evidence levelCauchy–Riemann equati…statementCauchy's integral formula, statement, no evidence levelCauchy's integral for…statementPower series are holomorphic in the disc of convergence, statement, no evidence levelPower series are holo…statementHolomorphic functions are analytic, statement, no evidence levelHolomorphic functions…statementHolomorphic functions are infinitely differentiable, statement, no evidence levelHolomorphic functions…statementThe real part of a holomorphic function is harmonic, statement, no evidence levelThe real part of a ho…statementMean value property, statement, no evidence levelMean value propertystatementMaximum principle for harmonic functions, statement, no evidence levelMaximum principle for…statement
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  1. Complex numbers object
  2. Continuously differentiable function concept
  3. Elliptic operator concept
  4. Euclidean space object
  5. Function concept
  6. Laplace's equation concept
  7. Real numbers object
  8. Set bounded above definition
  9. Complex exponential definition
  10. Contour integral definition
  11. Power series in the complex plane definition
  12. Real and imaginary parts definition
  13. Maximum principle statement
  14. Total derivative concept
  15. Function of several variables concept
  16. Vector-valued function concept
  17. Supremum definition
  18. Circle integral definition
  19. Disc of convergence definition
  20. Vector field concept
  21. Differentiable function of several variables concept
  22. Partial derivative concept
  23. Completeness axiom statement
  24. Divergence concept
  25. Gradient concept
  26. Existence of square roots of nonnegative reals statement
  27. Laplacian concept
  28. Square root definition
  29. Harmonic function concept
  30. Modulus of a complex number definition
  31. Complex differentiability definition
  32. Holomorphic function definition
  33. Cauchy–Riemann equations statement
  34. Cauchy's integral formula statement
  35. Power series are holomorphic in the disc of convergence statement
  36. Holomorphic functions are analytic statement
  37. Holomorphic functions are infinitely differentiable statement
  38. The real part of a holomorphic function is harmonic statement
  39. Mean value property statement
  40. Maximum principle for harmonic functions statement

Where this leads

3 pages build on this one.

Further reading

  1. Web https://en.wikipedia.org/wiki/Maximum_principle
About this page
TagT62HHSRHP5
URIm2://T62HHSRHP5
Kindstatement, theorem
WritingW0 stub
MSC31B05, 35B50
StatusThis copy of the site has no build data. Run m2 status T62HHSRHP5.
AboutHarmonic function
UsesHarmonic function, Mean value property, Maximum principle

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