MathLabs
TheoremProved

Maximum principle for harmonic functions

Statement

Let uu be harmonic on a bounded, connected open set Ω\Omega and continuous on its closure Ω‾\overline{\Omega}. If uu is non-constant, then both its maximum and its minimum over Ω‾\overline{\Omega} are attained only on the boundary ∂Ω\partial\Omega, never at an interior point.

Why is it true?

The mean value property says every interior value equals the average of a whole circle of neighbouring values. An average can only equal the overall maximum if every value being averaged already equals that maximum — so a genuine, isolated interior peak is impossible: if the centre is as high as it can possibly be, the entire surrounding disk must be exactly that high too, and this spreads outward until it reaches the boundary.

Proof sketch

Suppose uu attains its maximum value MM over Ω‾\overline{\Omega} at an interior point x0∈Ωx_0 \in \Omega. Let S={x∈Ω:u(x)=M}S = \{x \in \Omega : u(x) = M\}; by continuity SS is closed in Ω\Omega, and it is nonempty since x0∈Sx_0 \in S.

SS is also open: for any x1∈Sx_1 \in S, choose a small disk Br(x1)⊂ΩB_r(x_1) \subset \Omega. The mean value property gives M=u(x1)=12π∫02πu(x1+rcos⁡θ,x1+rsin⁡θ) dθM = u(x_1) = \frac{1}{2\pi}\int_0^{2\pi} u(x_1 + r\cos\theta, x_1 + r\sin\theta)\, d\theta, an average of values all ≤M\le M. An average of quantities bounded above by MM can equal MM only if every one of those quantities equals MM, so u≡Mu \equiv M on the whole circle ∂Br(x1)\partial B_r(x_1), and by applying the same argument to every radius up to rr, on the whole disk Br(x1)B_r(x_1). Hence a neighbourhood of x1x_1 lies in SS, so SS is open.

Since Ω\Omega is connected and SS is a nonempty subset that is both open and closed in Ω\Omega, we must have S=ΩS = \Omega, i.e. u≡Mu \equiv M throughout Ω\Omega. But uu was assumed non-constant, a contradiction. Therefore no interior maximum exists; the same argument applied to −u-u (which is also harmonic) rules out an interior minimum, so both extremes occur only on ∂Ω\partial\Omega.

Topics that use this theorem

Step-by-step proofs

No step-by-step proof yet for this theorem.

References

  1. Lawrence C. Evans (2010). Partial Differential Equations
  2. Walter A. Strauss (2007). Partial Differential Equations: An Introduction