R ENDICONTI
del
S EMINARIO M ATEMATICO
della
U NIVERSITÀ DI P ADOVA
M. A. D OW R. V ÝBORNÝ
Maximum principles for some quasilinear second order partial differential equations
Rendiconti del Seminario Matematico della Università di Padova, tome 47 (1972), p. 331-351
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ORDER PARTIAL DIFFERENTIAL EQUATIONS M. A. Dow and R. VÝBORNÝ
ABSTRACT. We present proofs and extensions of a maximum principle announced by Horacek and V~born~ [1] for a quasilinear, non-hyperbolic, second order
partial differential operator of the form
The assumptions on the coefficients are less stringent than previously required.
From this basic theorem, we derive an interior maximum principle, a boundary
maximum principle, and a uniqueness theorem for the elliptic case.
1. Introduction.
Horacek and
Výbomy [ 1 ]
announced a maximumprinciple
for aquasilinear, non-hyperbolic
second orderpartial
differentialoperator
of the formThis theorem
generalized
results of Redheffer[2]
andVýborný [3]
for such
equations.
Redhefferrequired
that the differences u,0)-
u,
grad u) I
and u,0)-a(x,
u,grad u) I
be boundedby
afunction g of
grad
uI
that waspositive, increasing,
and satisfied the condition*) Indirizzo degli AA.: University of Queensland, Department of Mathematics, St. Lucia, Brisbane Q. 4067, Australia.
Výbomý
connected these differences with Redheffer’spotentials c(x)~
by assuming
the existence of a smoothpositive
function 1;on (?
thatwas zero on the
boundary.
Heproved
a maximumprinciple
for a bound-ary
point
thatrequired
the above differences to be boundedby
aproduct
of the above function g and a function B of 1; that was
positive
andsatisfied
In
[ 1 ] ,
this was carried further: the differences were boundedby
acontinuous function
,f
of T andI grad u I, satisfying,
among otherthings,
the condition that the initial value
problem cp’= cf (t, cp), cp~(o) = 0
hadunique
solution zero on some interval[0, A ] ,
where c was a certainconstant. In the present paper, we
improve
Theorem 1 of[ 1 ] ,
andalso prove an interior maximum
principle,
aboundary
maximumprin- ciple,
and auniqueness
theorem. Theuniqueness
theorem corrects thatannounced in
[1].
2.
Notation, definitions,
and conditions.We list the
following
for later reference.2.1. Let a,
A,
and b be real numbers and let F be a real-valued function defined on(a, oo)
X[0, oo).
A function cp will be considereda solution of the initial value
problem cp’(t)=F(t, cp(t)), rp(a)=b
onthe interval
[ a, A]
if cp is continuous on[ a, A],
differentiable on(a, A],
andcp(t))
for allte(a, A].
As
usual,
derivatives atendpoints
of intervals areinterpreted
asone-sided derivatives.
2.2.
Throughout
this paper, we shalllet f
denote a continuousnon-negative
function on(0,
X[Op -) satisfying
(i) f(t, 0)=0
for allte(0, oo),
(ii)
thereexists 8>0
such that for eachtE(0, 8),
we have(iii)
there exist constants A > 0 and c > 0 such that forthere is a solution 9,, to the
problem p’=cflt, cp)
on[0, A]
withfor
tE [0, A].
Notice that condition
(ii)
holds if(ii*) f
isnon-decreasing
in its second variable.Condition
(iii)
holds if thefollowing
condition holds.(iii*) f
is continuous on(0, oo)
X[0, ~ ),
and there exist A > 0 .and c > 0 such that the initial valueproblem
has
only
the zero solution on[0, A].
We prove that
(iii*) implies (iii).
Let E 0 and consider the initial valueproblem
By
Peano’s existencetheorem,
there is a solution pe to(**)
on some interval[a, A],
where With respect to the open set-Q = (o, A)
X(0, 2e),
this function can be extended to the left as a so-lution over a maximal interval
(~oc, A ] .
Since CPE isnon-decreasing
tothe
right, (t,
tends to thepoint (,m,
wherealso, (t):5F-
and is continuous on[oc, A ] . Clearly,
forA ] ; otherwise,
we could define a non-trivial solution to(*).
There-fore, and
is a solution to9’=cf(t, cp)
on[0, A ]
with2.3. We shall let G be an open, connected domain in Rn and
shall denote
by
E a differentialoperator
of the formwhere u is any twice differentiable function. For
simplicity,
we sup- pose that aand aij ( i, j =1,
...,n)
are functions defined on G X Ri X Rn .We shall refer to the
following
conditions on u:(v) I Diju(x)
for x E G andi, j =1,
..., n, where K is apositive
constant.2.4. Let B be a
continuous, positive
function on(0,
withfor all Without loss of
generality,
we assume that B is boundedaway from zero
by
apositive
constant Bo .2.5. Let -c be a function
on Z7 satisfying
the conditions(iii) grad
1;on Z7
andI grad’"t" ~’ m > 0
ona G
-1(iv)
can be extended to acontinuously
differentiable functionon an open set
containing C.
Condition
(iv)
is satisfied if aG ispiecewise continuously
differen-tiable. Partial derivatives at
boundary points
are understood in(iii)
aslimits of
corresponding partial
derivatives from the interior.3. Basic theoreum.
THEOREM 3.1. Let
E, G,
and usatisfy.
the conditionsof
2.3. Lety E aG
andu(x)u(y) for
allxeT7-fy). Suppose
there existfunctions f, B, satisfying
the conditionsof
2 .2, 2 .4 and 2.5except
pos-sibly
2.5(iv). Further,
supposefor
all x EG,
where constant c
of
2.2satisfies
Then
where I is any
half
rayemanating from
y at anangle
less than7c
widthtlze inner normal n at y.
2
PROOF. Choose
5
so that0 T Ti
There is anopen ball N centered at y such that
N
n G. Choose v such thatfor which exp We can take N small
enough
that
«x)min { A1, 6) 1
on N n G.(Recall
that 8 is the constant from 2.2(ii)).
to be chosen later. Let cp be thecorresponding
solu-tion of the
problem p)
on[0, A ] guaranteed by
2.2(iii).
We define theauxiliary
function vv onNnT; by w(x)=u(x)+z(’t(x))
withand
Now
on
[0, At],
andon
(0, A ]
becausecp > 0
on[0, A 1 ]
andB(t) > 0
on(0, A].
We shall show
by
contradiction that w cannot attain its maximumover N n G at an interior
point
of that set.Suppose,
on the contrary, there is a maximumpoint
xo in N n G. Let E~ be the linearoperator
associated with E and u andacting
on w, definedby Eow(x)=
u(x), O)Dijw(x).
Since xo is an interiormaximum, (see,
forexample,
Miranda[4],
p.4).
We shall now show thatLet and there
exists
11 > 0
such thatfor all p~ and (P2
satisfying
0::; (p2 1-1.Let us restrict E so that
At xo , we have 0=
grad w = grad u -f- z’ grad
~; so thatTherefore,
so that
giving
This
implies
thatNow
and also
Thus,
From this
contradiction,
we conclude that w can attain its maximumonly
on
a(N n G).
We now show thatby taking E
smallenough,
this maxi-mum can
only
be attained on N n aG. Thereexists n>0
such thaton (?n9N. Restricting
Efurther,
we choose EMn;
( )
tso that
on
[ 0, A 1 ] .
Thenon C
n aN.Therefore,
the maximum of vv is attainedonly
on N n aG.Since w = u
there,
on N n G. Inparticular,
forxelnN,
we have
Therefore,
This proves the theorem.
REMARK 3.1. All the conditions on u listed in 2.3 and the con-
ditons of
(ii)
in the statement of the theorem need be assumedonly
in some
neighbourhood
of y.Also,
the conditions on listed in 2.5can be
replaced by
thefollowing:
There exists a
neighbourhood
N of y and a function defined onN n ?7 satisfying
In view of the
above,
we may weaken theassumption « a~(x, u(x), 0) ? 0 »
to« a(x, u(x), 0) ? 0
ifu(x) > 0 »
if we assume thatu(y) > o.
REMARK 3.2. If we
modify
thehypothesis
of Theorem 3.1 so thatfor all with x ~ y, and
while
leaving
the other conditions asthey
are, thenREMARK 3.3. If ai;(x, u,
grad u),
we candrop
the as-sumption
that is bounded and the theorem remains valid. In theproof,
the difference. h .
1M
is zero, ’ ’ so that we
require only c > M .
1.1
REMARK 3.4. The existence condition on
f (see
2.2(iii))
is essen- tial. Consider the operatorEu = u" - a,a(x, u’)
on(0, 1),
whereLet
-c(x)=x, B(t)- 1,
andf(t, cp). Using
thesefunctions,
onecan show that for 0 ~oc 1 the
hypothesis
of the minimumprinciple (Remark 3.2)
holds at x= o, but that for oc? 1 theonly
condition thatdoes not hold is
(iii)
of 2.2. In the latter case, the function 3 satisfies butu’(0)=0.
REMARK 3.5. Theorem 3.1 is a
generalization
of Theorem 2 ofVy- borny [3].
If thehypothesis
ofVýbomý’s
theoremholds,
then so doesthe
hypothesis
of Theorem 3.1: letf(t,
forand
0 p oo ,
andf(t, 0 ) = o .
4. An extension of Theorem 3.1.
As it
stands,
Theorem 3.1 does not contain as aspecial
case thelinear operator treated
by
Pucci in[5].
In Pucci’stheorem,
the domainis a
sphere S,
and
"t’(x)==ro-I I x - ~ ~,
where roand 11
are the radius and center of S.The conditions on the coefficients are as follows:
(B)
there exists a continuous,positive, decreasing
functiondefined for O T Yp , such that
f
ando
where B is the function of condition
(B).
He concludes that u cannot attain a
non-negative
maximum atyEdS
unless either u is constant orwhere 1 is as in Theorem 3.1.
We
remark,
inpassing,
that ifu(y»O,
then the second part of condition(C)
may bedropped.
If for
i =1,
..., n, andu(y) > o,
then Pucci’shypo-
thesis
implies
ours, since there will be aneighbourhood
of y wherea(x, u(x), 0) _ - c(x)u(x) ? o. However,
ifu(y) = o,
theinequality a(x, u(x),
may not be satisfied in anyneighbour-
hood of y.
If n =1 and c-o, the
hypothesis
of Theorem 3.1 follows from Pucci’shypothesis
if we letHowever,
if I Pucci’s condition(B)
does notnecessarily imply
thatfor some functions t and
f.
In order to include Pucci’s
theorem,
wemodify
Theorem 3.1by adding
extra terms to E.THEOREM 4.1.
Suppose
thehypothesis of
Theorem 3.1 holds ex- cept that wereplace
Eby
E+ whereThe
functions bi
and c aredefined
on G X R, >CRn ,
in someneighbourhood of
y,where are the
functions of
Theorem 3.1.Moreover,
we assumeu(y)>0.
Then the conclusion
of
Theorem 3.1 holds.NOTE. If we can remove the condition
Also,
tri-vially,
we may use different functions B1 and B2 for the lastinequali- ties,
solong
asthey satisfy
the conditions of 2.4.PROOF. The
proof
follows that of Theorem 3.1 except that weuse the
auxiliary
functionwhere
and use the
auxiliary
operator definedby
REMARK 4.1. The
counterexamples provided by
Pucci[ 5 ]
showthat the bounds on the
growth
of the coefficients c andbi , i =1,
..., n, are essential.REMARK 4.2. Similar extensions can be made to the theorems of the
following
sections.However,
forsimplicity,
we consideronly
theoriginal
operator E.5. The interior maximum
principle.
THEOREM 5.1. Let G and E be as in 2.3. Let u be a
function satisfying
conditions(ii)-(iv) of
2.3 and(i’) UEC2(G). Suppose
thatG,
u, and the
coefficients of
Esatisfy
thefollowing
interior condition.(IC)
To eachsphere
S with S cG,
therecorrespond (a)
a constant Y,satisfying
f or all
XES and allXeRn;
and(b) functions fs, Bs,
and ~Ssatisfying
the conditionsof 2.2,
2.4 and 2.5(except possibly for iv)
with constantsMS ,
ms , cs , and so on, such thatand
for
all XE S(or just for
all x within a distance ~~of aS,
where ~S issome
positive
constantdepending
onS).
Let the constants involved sa-tisfy
theinequality
where
{ ~ I Diju(x) : x e S 1.
We conclude that u cannot attain its maximum in the interior
of
G unless u is constant.PROOF.
Suppose
u is not constant on G butu(xo) = max { u(x) : x E G I
for some xo E G.Then,
there are xi and x2 in G such thatu(xi) u(x2) = u(xo)
andxl - x2 ~
C dist(xl , aG).
There is an opensphere
81 about x, in which
u(x) C u(xo). Expand
81 if necessary, until its sur-face touches a
point
x3 whereu(x3) = u(xo)
butu(x) u(xa)
for x E S, . Note that we have ensured Let S be asubsphere
of 81 withWe may
apply
Theorem 3.1 to thesphere
S at x3 be-cause
Thus, D"u(x3)
0 where v is the inner normal to aS at X3 , contrary to the fact that x3 is an interior maximum. This proves the theorem.REMARK 5.1. We can weaken the uniform
ellipticity
conditionIC (a)
tofor all XE G and
provided
that the coefficientsu(x), 0)
are continuous in x on G andprovided
that theinequality involving
theconstants is
replaced by
thestronger
condition that for each S there isa sequence such
that fs
satisfies2.2 (iii)
for each csk , in thiscase, there will be a
positive
constanty~(x3)
and aneighbourhood
ofx3 in which
In
applying
Theorem 3.1, we confine ourselves to thisneighbourhood
and take ko
large enough
thatREMARK 5.2. We may weaken the interior condition
(IC)
to thefollowing.
To eachsphere
S withS c G
and eachpoint
therecorrespond
(a)
aneighbourhood Nsy
of y;(b)
a constant ysy such thatfor all
XES n Nsy
and and(c)
functionsfry, Bsy ,
and 1:5ysatisfying
the conditions of2.2,
2.4, and 2.5 except(iv),
with constantsMsy ,
msy , csy , and so on, such thatfor all Let the constants involved
satisfy
theinequality
where
Ksy = sup {
nNsy } .
REMARK 5.3. There is a
corresponding
interior minimumprinci- ple.
If wemodify
thehypothesis
of Theorem 5.1 so thatEu ~ 0~
a(x, u(x), 0)~0,
andwhile
leaving
the other conditions asthey
are, then u cannot attain its minimum in the interior of G unless u is constant.REMARK 5.4. Theorem 5.1 is a
generalization
of Theorem 4 of Redheffer[2].
If Redhef f er’shypothesis
holds then so does thehypo-
thesis of Theorem 5.1. For a
sphere
p Swith ?c:G,
letYs L2
’YS 1"t"s(x)==r-I x -x|2,
where r and ac are the radius and center ofS;
and
f(t, cp) = g(cp)
for and0 C cp C ~ ,
andf(t, 0) = o.
6. The
boundary
maximumprinciple.
Before
stating
the main result of the section, Theorem6.2,
we mo-dify
Theorem 3.1, so that thehypothesis
nolonger requires
for
points
x ~ y on theboundary
a G.THEOREM 6.1.
Suppose
thehypothesis of
Theorem 3.1 holds on G except thatu(x)u(y)
on G insteadof
and condition(iii)
isreplaced by
the two conditions(i)
is bounded on Gfor
eachi, j =1,
..., n(at
least insome
neighbourhood of y) by B(-~),
(ii)
B isnon-increasing
andaii(x, u(x), 0)
is continuous at yfor
alli, i = 1,
..., n.Suppose
also(iii) f
is anon-increasing function of
itsfirst
variable t(at
least in someneighbourhood of t= 0)
and condition(iv) of
2.5 holdsfor
"t.Then the conclusion
of
Theorem 3.1 holds.PROOF. The
proof
consists indeforming
G in aneighbourhood
ofy in such a way that
u(x) C u(y)
on theboundary
of the deformed domain and Theorem 3.1 can beapplied.
Since
>
0 onaG,
we have 0 for somei,
say n.Without loss of
generality,
letDn~(y) > o.
Let li~ be asphere
centredat y in which is
continuously differentiable,
and condi- tions(i)-(iii)
of thehypothesis hold;
for condition(iii)
this means thatf(t, (p)
is anon-increasing
function of t for ali t withDefine the transformation g : Rll
by
Let h be the inverse of g, and let G1 be the
image
of G under g. Theimplicit
functions theorem guarantees the existence of asphere
S inRn-i with center
(y, ,
...,yn-i)
and aunique
continuous functions(xi ,
..., defined on S such that ...,Yn-1)
andif one takes N small
enough,
theequation xn= s(xi ,
...,xn-i)
represents aG inN,
and no otherpoints
of aG lie in N. Since in G n N,G n N lies in the
positive
xn direction from thegraph
of s. Theimage
si of s under g is the
boundary
ofG1;
thepoint
y remains fixed and for any otherpoint
in Ssatisfying (xi ,
..., ...,y.-,),
wehave
si(xi ,
...,xn-1) > s(xl ,
..., Define the function ri on~1
n Nby
We
verify
that if N is smallenough,
thehypothesis
of Theorem 3. ~holds in G1 n N.
Obviously,
Ti satisfies conditions(i)
and(ii)
of 2.5 v We check(iii).
Choose Mi > M such that and letWe may take N small
enough
that thisexpression
is lessthan 1")
forxeNnG.
Then for and1>"2
2for xeN n 8Gi . Now, we show that conditions
(i)-(iii)
of thehypothesis
of Theorem 3.1 hold.
(ii)
Themonotonicity of f
and the fact that in N n G1imply
that theinequalities
in(ii)
hold.(iii)
Calculation of the second derivatives of andapplication
of conditions
(i)
and(ii)
of thehypothesis give
us thaton
N n G1 ,
where T is a constant. Thus defines a func- tionsatisfying
2.4 and condition(iii)
of Theorem 3.1.We conclude that the
hypothesis
of Theorem 3.1 holds on N n G1 .Since G~ contains an interval of a half ray I with
endpoint
y if thesame is true of
G,
Theorem 6.1 isproved.
THEOREM 6.2
(Boundary
maximumprinciple).
LetG,
E and usatisfy
2.3 and suppose thatfor
all xE G in someneighbourhood of
aG and allÀERn. Suppose
that
part (b) of
the interior condition(IC) of
Theorem 5.1 holds with°y
for
ysand,
inaddition,
thefollowing boundary
condition(BC)
holds.(BC)
There arefunctions f,
B and 1:satisfying 2.2,
2.4 and 2.5 such thatin G in some
neighbourhood of aG;
(b) f
isnon-increasing
in thefirst
variable t, at least in someneighbourhood of
t=O;(c)
the constant c associated withf satisfies
(d)
is bounded in someneighbourhood of
aGfor
each~, j =1,
..., nby B(~c);
(e)
B isnon-increasing
andaii(x, u(x), 0)
is continuous at yfor
all
i, j =1,
..., n.Then u does not attain its maximum at any
point
yof
aG unlesseither u is constant in G or
where 1 is any
half
rayof
thetype
described in Theorem 3.1.PROOF. This is a
simple
consequence of Theorems 5.1 and 6.1.REMARK 6.1. Uniform
elli,pticity
can be weakened tofor all and
XeRn provided
that the coefficientsai.j(x, u(x), 0)
are continuous in x
on Z7
andprovided
that the constants c and c,corresponding
tof
in(BC)
andeach fs
in(IC)
can be chosen arbi-trarily large,
as described in Remark 5.1.There is also a
boundary
minimumprinciple.
7.
Application
to aboundary
valueproblem.
In the usual way, Theorems 5.1 and 6.2
give
us thefollowing
uni-queness theorem.
THEOREM 7.1. Let
C2(G)
withDi;u(x) for
allx E G. Let u be a solution
of
theboundary
valueproblem
where
and
1 denotes a vector
forming
an acuteangle
with the inner normal to aG at x(I
may vary withx). Suppose, also,
thatu(x).a(x, u(x), 0)
onG,
and both the interior andboundary conditions,
(IC)
and~(BC),
hold with absolute valuesigns
aroundThen u is constant in G.
PROOF. It follows from Theorems 5.1 and 6.2 and their cor-
responding
minimumprinciples (Remarks
5.3 and6.1)
that u cannot attain apositive
maximum or anegative
minimumon T7
unless u is constant.REMARK 7.1. If c~==0 at any
point
inaG,
then u --- 0 in G.REFERENCES
[1] HORÁ010DEK, O. and VÝBORNÝ, R.: Über eine fastlineare partielle Differential- gleichung vom nichthyperbolischen Typus, Comment. Math. Univ. Carolinae,
7 (1966), 261-264.
[2] REDHEFFER, R. M.: An extension of certain maximum principles, Monatsh.
Math., 66 (1962), 32-42.
[3] VÝBORNÝ, R.: On a certain extension of the maximum principle, Conference
on Differential Equations and their applications, Prague, 1962, pp. 223-228.
[4] MIRANDA, C.: Equazioni alle derivate parziali di tipo ellittico, Springer, 1955.
[5] PUCCI, C.: Proprietà di massimo e minimo delle soluzioni di equazioni a
derivate parziale del secondo ordine di tipo ellittico e parabolico, I, II Atti Accad. Naz. Lincei. Rend. Cl. Sci. Fis. Mat. Nat. (8), 23 (1957), 370-375;
24 (1958), 3-6.
Manoscritto pervenuto in redazione il 28 gennaio 1972.