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Strong maximum principle for harmonic functions

Statement

Let n≥2, let Ω⊆Rn be a domain, and let u∈C2(Ω) be harmonic. If u attains a global maximum or a global minimum at a point of Ω, it is constant.

Facts & Assumptions

Given: The objects and hypotheses in the statement.

[F2]

On R/2<∣x−y∣<R, the normalized exponential barrier v is subharmonic, equals 1 on the inner sphere and 0 on the outer sphere, and has strictly negative outward derivative there (Interior sphere barrier for the laplacian).

[F3]

A subharmonic C2 function continuous on the closure of a bounded open set has its maximum on the boundary (Weak maximum principle for the laplacian).

[F4]

Proof

technique · direct
1.1F1givenchoose

Suppose u attains its global maximum M, and put E={x∈Ω:u(x)=M}. This set is nonempty and relatively closed. Fix z∈E and choose r>0 with B‾3r(z)⊂Ω. The set E∩B‾2r(z) is nonempty compact. If there were y∈Br(z)∖E, its distance to this compact set would attain a positive minimum R at a point p, with 0<R≤∣y−z∣<r. The closed ball B‾R(y) lies inside B2r(z), and u<M on its interior while u(p)=M on its boundary.

2.1F1F2F3step 1.1

On the inner sphere ∣x−y∣=R/2, compactness and strict inequality give a:=M−max⁡u>0. Use the barrier v from [F2] with α=2n/R2. The function u+av is subharmonic on the annulus: Δu=0 and Δv≥0. On its inner boundary u+av=u+a≤M, and on its outer boundary u+av=u≤M. By [F3], u+av≤M throughout the annulus.

3.1F2F4step 1.1step 2.1algebra

Let ν=(p−y)/R. For 0<t<R/2, step 2.1 implies u(p)−u(p−tν)t≥av(p−tν)t. As t↓0, the left side tends to ∇u(p)⋅ν=0 by [F4], because p is an interior global maximum in Ω. Since v(p)=0, the right side tends to −a∂νv(p)>0 by [F2], which is impossible. Thus there is no such y, so Br(z)⊆E. Every z∈E therefore has a neighborhood in E.

4.1F4step 1.1step 3.1algebra∎

The nonempty set E is both open and closed in the connected domain Ω, so [F4] gives E=Ω. Thus u is constant. For a global minimum apply the same argument to −u, which is again harmonic. All choices above concern finitely many points and real parameters at a time; no mean-value or countable-choice hypothesis is used.

Depends on

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Sources