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Strong maximum principle for harmonic functions
Statement
Let , let be a domain, and let be harmonic. If attains a global maximum or a global minimum at a point of , it is constant.
Facts & Assumptions
Given: The objects and hypotheses in the statement.
Closed bounded Euclidean sets are compact, and continuous real functions attain their extrema on nonempty compact sets (Heine-Borel in : with the Euclidean metric a subset of is compact if and only if it is closed and bounded, and the proof by bisection uses no choice principle; the same holds on the real line, A continuous real-valued function on a nonempty compact metric space is bounded and attains a greatest and a least value).
On , the normalized exponential barrier is subharmonic, equals on the inner sphere and on the outer sphere, and has strictly negative outward derivative there (Interior sphere barrier for the laplacian).
A subharmonic function continuous on the closure of a bounded open set has its maximum on the boundary (Weak maximum principle for the laplacian).
At an interior differentiable extremum the gradient vanishes (Fermat's theorem: an interior differentiable local extremum has zero gradient). A connected space has no nontrivial clopen subset (Separation of a topological space, connected and disconnected spaces, clopen sets, and connected subsets).
Proof
Suppose attains its global maximum , and put . This set is nonempty and relatively closed. Fix and choose with . The set is nonempty compact. If there were , its distance to this compact set would attain a positive minimum at a point , with . The closed ball lies inside , and on its interior while on its boundary.
On the inner sphere , compactness and strict inequality give . Use the barrier from [F2] with . The function is subharmonic on the annulus: and . On its inner boundary , and on its outer boundary . By [F3], throughout the annulus.
Let . For , step 2.1 implies As , the left side tends to by [F4], because is an interior global maximum in . Since , the right side tends to by [F2], which is impossible. Thus there is no such , so . Every therefore has a neighborhood in .
The nonempty set is both open and closed in the connected domain , so [F4] gives . Thus is constant. For a global minimum apply the same argument to , 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
- Separation of a topological space, connected and disconnected spaces, clopen sets, and connected subsets
- Interior sphere barrier for the laplacian
- Weak maximum principle for the laplacian
- Heine-Borel in $\mathbb{R}^n$: with the Euclidean metric a subset of $\mathbb{R}^n$ is compact if and only if it is closed and bounded, and the proof by bisection uses no choice principle; the same holds on the real line
- A continuous real-valued function on a nonempty compact metric space is bounded and attains a greatest and a least value
- Fermat's theorem: an interior differentiable local extremum has zero gradient
Used by
- Nonnegative harmonic function with an interior zero vanishes Corollary
- Strong maximum principle needs connectedness Counterexample
- Subharmonic quartic and harmonic saddle Example
- A bounded-domain Dirichlet Green function is unique and positive Lemma
- Maximum principles need domain and boundary hypotheses Remark
Dependency tree · two levels
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Sources
- Hunter, Notes on Partial Differential Equations (standard reference, not scraped)