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LemmaStatement: Literature-sourcedProof: AI-adaptedPipeline-generatedjudge pass (gpt-6.1-sol)
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Strict-subsolution perturbation for the heat operator

Statement

Let Q=Ω×(0,T] be a parabolic cylinder (Parabolic cylinder and parabolic boundary) with Ω bounded, and let u∈C2,1(Q‾) satisfy ut−Δu≤0 in Q. Then:

(i) for every ε>0 the function v:=u+ε∣x∣2 is in C2,1(Q‾) and satisfies vt−Δv≤−2nε<0in Q;

(ii) if w∈C2,1(Q‾) satisfies wt−Δw<0 in Q, then max⁡Q‾w=max⁡∂pQw.

Facts & Assumptions

Given: A parabolic cylinder Q=Ω×(0,T] with Ω bounded, u∈C2,1(Q‾) with ut−Δu≤0 in Q, and w∈C2,1(Q‾) with wt−Δw<0 in Q.

[F1]

On the open cylinder, C2,1(Q‾) means continuous on Q‾ with C2 spatial and C1 time derivatives on Q extending continuously, and Q‾ is compact while ∂pQ is closed (Parabolic cylinder and parabolic boundary).

[F4]

At an interior local maximum of a C2 function the Hessian is negative semidefinite, so the Laplacian is ≤0 (The Hessian is negative semidefinite at an interior local maximum).

Proof

Given: A bounded parabolic cylinder Q, u∈C2,1(Q‾) with ut−Δu≤0 in Q, and w∈C2,1(Q‾) with wt−Δw<0 in Q.

1.1F2F3given

For ∣x∣2=⟨x,x⟩ the chain rule and product rule give ∂i∣x∣2=2xi and hence ∂i∂i∣x∣2=2 by [F3], so [F2] gives Δ∣x∣2=∑i2=2n; therefore for v=u+ε∣x∣2 one has vt=ut and Δv=Δu+2nε, hence vt−Δv=(ut−Δu)−2nε≤−2nε<0 on Q.

1.2F1F4F6given

By [F6] the function w attains its maximum on Q‾; suppose it is attained at a point P=(x0,t0)∉∂pQ. Then t0≠0 and x0∉∂Ω by the definition of ∂pQ, so x0 is an interior point of Ω and 0<t0≤T; since x0 is an unconstrained local maximum of the spatial function x↦w(x,t0), [F4] gives Δw(P)≤0.

2.1step 1.2F5given

If t0<T, then t0 is an interior point of (0,T) at which the one-variable function t↦w(x0,t) has a local maximum, so [F5] gives wt(P)=0; with step 1.2 this yields (wt−Δw)(P)≥0−0=0, contradicting wt−Δw<0 in Q.

2.2step 1.2F1F5given

If t0=T, then for every 0<h<T the difference quotient (w(x0,T)−w(x0,T−h))/h is ≥0 because T maximises t↦w(x0,t); [F5] gives an interior point ch∈(T−h,T) with wt(x0,ch) equal to that quotient, and continuity of wt up to the top face (the class of [F1]) gives wt(x0,T)=lim⁡h↓0wt(x0,ch)≥0; with Δw(x0,T)≤0 from step 1.2 this again contradicts wt−Δw<0.

3.1step 1.1step 2.1step 2.2given∎

Steps 1.1, 2.1 and 2.2 show (i) and that the maximum of any strict subsolution w is attained on ∂pQ, which is (ii).

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