Maximum principle (elliptic)

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(1)

Let ff be a complex function which is analytic on an open set containing the disc ∣z∣≤1\left|z\right| \leq 1, and which is real valued on the unit circle. Prove that ff is constant.

(2)

Find a nonconstant function which is analytic at every point of the complex plane except for a single point on the unit circle ∣z∣=1\left|z\right| = 1, and which is real valued at every other point of the unit circle.

Prove that a function u(x,y)u(x,y) that is harmonic in a bounded closed domain and is not constant in this domain cannot attain its maximum or minimum at an interior point of the domain (the maximum principle).

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Prove that a function u=u(x,y,z)u=u(x,y,z) that is continuous on a bounded closed domain VV and harmonic in its interior, if it is not constant, cannot attain its maximum and minimum values at interior points of the domain (the maximum principle).

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Consider the regular pentagram centered at the origin in the complex plane. Let uu be the harmonic function in the interior of the pentagram which has boundary values 11 on the two segments shown and 00 on the rest of the boundary. What is the value of uu at the origin? Justify your claim.

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(a)

Let u∈W01,2(Ω)u \in W_0^{1,2}(\Omega ) satisfy

∫Ω∇u⋅∇ϕ dx≥0∀ϕ∈W01,2(Ω),ϕ≥0.(I) \int _{\Omega } \nabla u \cdot \nabla \phi \, dx \geq 0 \quad \forall \phi \in W_0^{1,2}(\Omega ), \phi \geq 0. \tag {I}

Show that u≥0u \geq 0 a.e. in Ω\Omega.

(b)

Let u∈W1,2(Ω)u \in W^{1,2}(\Omega ) satisfy (I) above, show that

inf⁡Ωu≥inf⁡∂Ωu(ess inf⁡) \inf _{\Omega } u \geq \inf _{\partial \Omega } u \quad (\operatorname {ess\, inf})

Let Ω⊂Rn\Omega \subset \mathbb {R}^{n}, n>1n > 1, be a bounded domain with smooth boundary. Let u∈C1(Ω‾)u \in C^1(\overline{\Omega }) be harmonic in Ω\Omega.

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(a)

Prove that

max⁡Ω‾∣∇u∣=max⁡∂Ω∣∇u∣. \max _{\overline{\Omega }} \left|\nabla u\right| = \max _{\partial \Omega } \left|\nabla u\right|.
(b)

Suppose there exist functions Φ1,Φ2∈C2(Ω)∩C1(Ω‾)\Phi_1, \Phi_2 \in C^2(\Omega ) \cap C^1(\overline{\Omega }) such that

ΔΦ1≤0,ΔΦ2≥0,Φ1=u=Φ2on ∂Ω. \Delta \Phi _1 \leq 0, \quad \Delta \Phi _2 \geq 0, \quad \Phi _1 = u = \Phi _2 \quad \text{on } \partial \Omega .

Prove that

max⁡Ω‾∣∇u∣≤max⁡(max⁡∂Ω∣∇Φ1∣,max⁡∂Ω∣∇Φ2∣). \max _{\overline{\Omega }} \left|\nabla u\right| \leq \max \left(\max _{\partial \Omega } \left|\nabla \Phi _1\right|, \max _{\partial \Omega } \left|\nabla \Phi _2\right|\right).
Remark.
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In both parts (a) and (b) of this question, you may cite, without proof, any standard maximum principles you are using.

Let Ω\Omega be an open subset of Rn\mathbb {R}^{n}. Suppose u∈C2(Ω‾)u \in C^2(\overline{\Omega }) is a solution of the equation Δu=u3\Delta u = u^3 with the property that ∣∇u(x)∣≤1\left|\nabla u(x)\right| \leq 1 for each x∈∂Ωx \in \partial \Omega. Prove that ∣∇u(x)∣≤1\left|\nabla u(x)\right| \leq 1 for all x∈Ωx \in \Omega.

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Consider (a nonlinear) equation

-u = u^2(1-u) in , u = 0 on , 1

where λ>0\lambda > 0 is a parameter, and ∂Ω\partial \Omega sufficiently smooth.

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(a)

Prove that for any solution uu of (1), 0≤u≤10 \leq u \leq 1.

(b)

Show that if λ>0\lambda > 0 is sufficiently small, the only solution of (1) is u≡0u \equiv 0.

Let Ω\Omega be a bounded domain in Rn\mathbb {R}^{n} with smooth boundary ∂Ω\partial \Omega and assume u∈C2(Ω‾)u \in C^2(\overline{\Omega }) satisfies the following

Δu=f in Ω,u=ϕ on ∂Ω, \Delta u = f \text{ in } \Omega , \quad u = \phi \text{ on } \partial \Omega ,

where f∈C0(Ω‾)f \in C^0(\overline{\Omega }) and ϕ∈C0(∂Ω‾)\phi \in C^0(\partial \overline{\Omega }). Let BR(O)B_R(O) be the smallest ball centered at the origin OO such that Ω⊂BR(O)\Omega \subset B_R(O). Show that

sup⁡Ω∣u∣≤sup⁡∂Ω∣ϕ∣+R22n⋅sup⁡Ω∣f∣. \sup _{\Omega } \left|u\right| \leq \sup _{\partial \Omega } \left|\phi \right| + \frac{R^2}{2n} \cdot \sup _{\Omega } \left|f\right|.

Also give an example to demonstrate that the estimate is sharp, i.e., the equality sign can be attained in your example.

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We suppose that the functions φ(z)\varphi (z) and ψ(z)\psi (z) are regular in the closed disk ∣z∣≤1\left|z\right|\leq 1 and non-zero in the open disk ∣z∣<1\left|z\right|<1 and that, besides, φ(0)\varphi (0) and ψ(0)\psi (0) are real and positive. If φ(z)\varphi (z) and ψ(z)\psi (z) have the same modulus on the circle ∣z∣=1\left|z\right|=1 then φ(z)=ψ(z)\varphi (z)=\psi (z) identically.

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In three dimensional space, the nn points P1,P2,…,PnP_{1},P_{2},\ldots ,P_{n} are given and PP denotes a variable point. The function

φ(P)=PP1‾⋅PP2‾⋯PPn‾ \varphi (P) = \overline{PP_{1}}\cdot \overline{PP_{2}}\cdots \overline{PP_{n}}

(PPν‾\overline{PP_{\nu }} is the distance between PP and PνP_{\nu }) of the point PP assumes its maximum in any domain on the boundary. (Generalization of problem 137.)

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An analytic function that is regular in the closed disk R\mathfrak {R} cannot assume real values at all the boundary points of R\mathfrak {R} except if it is a real constant.

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A harmonic function is supposed to be regular and single-valued in a domain D\mathfrak {D}. Then it attains its maximum and its minimum on the boundary and only on the boundary unless it is a constant.

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A harmonic function that is regular in the domain D\mathfrak {D} and vanishes at all the boundary points of D\mathfrak {D} is identically zero.

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The equilibrium described in solution 31 is not stable.

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A harmonic function is assumed to be single-valued in the domain D\mathfrak {D} and regular with the exception of finitely many points at which it becomes −∞-\infty (i.e.the function converges to −∞-\infty as zz approaches such a point). Then it assumes its maximum on the boundary of D\mathfrak {D}.

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Let u1(x,y),u2(x,y),…,un(x,y)u_{1}(x,y),u_{2}(x,y),\ldots ,u_{n}(x,y), z=x+iyz=x+iy, be regular harmonic functions in a domain D\mathfrak {D}. The continuous function

∣u1(x,y)∣+∣u2(x,y)∣+⋯+∣un(x,y)∣ \left|u_{1}(x,y)\right| + \left|u_{2}(x,y)\right| + \cdots + \left|u_{n}(x,y)\right|

assumes its maximum on the boundary of D\mathfrak {D}.

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The closed curve C\mathfrak {C} without double points is the boundary of the region R\mathfrak {R}, a part of the x,yx,y-plane. The function f(x,y)f(x,y) is continuous in the closure of R\mathfrak {R} (the union of R\mathfrak {R} and C\mathfrak {C}) and has continuous partial derivatives of the second order in R\mathfrak {R}. If f(x,y)f(x,y) vanishes along C\mathfrak {C} and also at some interior point of R\mathfrak {R}, then there exists a point ξ,η\xi ,\eta in R\mathfrak {R} at which

∂2f∂x2+∂2f∂y2=0. \frac{\partial ^2 f}{\partial x^2} + \frac{\partial ^2 f}{\partial y^2} = 0.
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Prove that a function, harmonic in some domain and not identically constant, can attain neither its greatest nor its least value at an interior point of this domain. (The maximum principle for harmonic functions.)

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Let the function u(z)u(z) be harmonic in a domain GG. Denote M=sup⁡{u(z):z∈G},m=inf⁡{u(z):z∈G}M = \sup \left\{ u(z): z \in G\right\} , m = \inf \left\{ u(z): z \in G\right\}. Prove that if m<Mm < M, then at every point of the domain GG the inequalities m<u(z)<Mm < u(z) < M hold. (The maximum and minimum principle for harmonic functions.)

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Prove the maximum principle for harmonic functions. This says that if hh is harmonic in a bounded domain DD, then

sup⁡x∈Dˉ∣h(x)∣≤sup⁡x∈∂D∣h(x)∣.  \sup _{x \in \bar{D}}\left|h(x)\right| \leq \sup _{x \in \partial D}\left|h(x)\right| \text{. }
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References

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