Maximum and Minimum Principles

Theorem 1: (Maximum Principle) Let D R2 be a smooth domain with a boundary B. Let D = D B. Let u satisfy uxx + uyy = 0 in D (1)

and let u be continuous on D. Then u attains its maximum on the boundary B of D. Proof: Let M = max {u(x, y)} = max {u(x, y) : (x, y) B}
(x,y)B

Let us suppose that the maximum of u on D is not attained on B. Let P (x0 , y0 ) D ((x0 , y0) B) such that u attains its maximum at P . Let M0 = u(x0 , y0 ). Then M0 > M. / Dene M0 M v(x, y) = u(x, y) + (x x0 )2 + (y y0 )2 , (x, y) D 4R2 and R is the radius of a circle with centre at (x0 , y0) and containing D. Notice v(x0 , y0 ) = u(x0 , y0 ) = M0 . On B, we have v(x, y) M + M0 M < M0 4

Now v attains its maximum in D (since v(x0 , y0 ) = M0 and v(x, y) < M0 on B), say at Q(x1 , y1 ). So vxx + vyy 0 at Q (2) M0 M >0 R2 Now (2) and (3) leads to a contradiction (at Q). Thus, u attains its maximum on B Remarks: vxx + vyy = But on D (3)

1. If u in Theorem 1 is not a constant, we actually have proved that the maximum of u on D is attained at a point in B. 2. Theorem 1 can be employed to establish: (Minimum Principle) If u satises (1) and if u is continuous on D, then u attains its minimum on B. 3. Theorem 1 can be used to proved the uniquness theorem (see Theorem 2 below). Theorem 2: (Uniqueness Theorem) The solution u (if it exits) of the Dirichlet problem, namely, 2 u = 0 in D and u = f on B (4)

is unique. Proof: Let u1 and u2 be two solutions of (4). Then u = u1 u2 satises 2 u = 0 in D and u = 0 on B 1

Now the maximum and minimum of u on the boundary is zero. Hence, by the maximum and minimum principle, we have 0 u = u1 u2 0 on D

i.e u1 u2 in D. Example: Let D = {(x, y) R2 : x2 + y 2 < 1} = {(r, ) : 0 r < 1, 0 < 2}. Consider the Dirichlet problem 2 u = 0 in D 0 < 2

u(1, ) = cos sin ,

Consider u(x, y) = x y. Obviously 2 u = 0. On the boundary x = cos and y = sin and hence u(x, y) = x y = cos sin on B. Thus, u(x, y) = x y is a solution of the Dirichlet problem. By uniqueness theorem, u(x, y) = x y is the unique solution of the given problem.