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The Hessian is negative semidefinite at an interior local maximum
Statement
Let , let be open, let , and let be a local maximum of . Then in particular and .
Facts & Assumptions
Given: An open , , an interior local maximum , and an arbitrary .
At an interior local extremum of a differentiable scalar field the gradient vanishes: (Fermat's theorem: an interior differentiable local extremum has zero gradient).
For a scalar field, (Second-order Taylor expansion ).
The Hessian is the matrix of second partial derivatives, and is the trace of the Hessian (The Hessian matrix and critical points of a scalar field, The Laplacian of a function and of a vector field).
Local maximality means for all in some Euclidean neighbourhood of (Local and strict local extrema for scalar fields on Euclidean open sets).
Proof
Given: An open , , an interior local maximum , and .
Since is an interior point of at which has a local maximum, [F1] applies and gives .
Suppose ; then and [F2] and step 1.1 give for every sufficiently small , and lies in the neighbourhood of on which the local maximum is attained for small ; this contradicts [F4]. Hence , and since was arbitrary the quadratic form of the Hessian is negative semidefinite.
Taking in step 2.1 gives for every coordinate index , and by the trace formula [F3] the Laplacian is ; together with step 1.1 this is the stated conclusion.
Depends on
- Local and strict local extrema for scalar fields on Euclidean open sets
- Fermat's theorem: an interior differentiable local extremum has zero gradient
- Second-order Taylor expansion $f(a+h)=f(a)+\nabla f(a)\cdot h+\tfrac12h^TH_f(a)h+o(\|h\|^2)$
- The Hessian matrix and critical points of a scalar field
- The Laplacian of a $C^2$ function and of a $C^2$ vector field
Used by
Dependency tree · two levels
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Sources
- Haim Brezis, Functional Analysis, Sobolev Spaces and Partial Differential Equations (Universitext, Springer 2011) (standard reference, not scraped)
- Gerald Teschl, Partial Differential Equations: From Classical to Modern (2025 archived author manuscript, AMS Graduate Studies in Mathematics) (standard reference, not scraped)