Weak maximum principle for the heat equation
Statement
Let be continuous on and satisfy on the open rectangle . Then the maximum of over the whole closed rectangle is already attained on the "parabolic boundary" — the initial edge or one of the two sides , — never at an interior point with unless is constant there.
Why is it true?
Heat has nowhere to come from except the initial data and the boundary temperatures: if a hidden interior point were the single hottest spot at some later time, heat would have to be spontaneously created there, which the diffusion process forbids — diffusion only ever moves heat from hot to cold, it never manufactures a new peak in empty space.
Proof sketch
Fix and define , so everywhere on the open rectangle. Suppose, for contradiction, that attains its maximum over the closed rectangle at an interior point with and — i.e. off the parabolic boundary.
Because is an interior spatial maximum, the second-derivative test gives . Because is where the maximum over is reached (either an interior critical time, giving , or the endpoint approached from the left, giving ), in either case .
Combining the two inequalities, , which contradicts at every point. Hence no such interior maximum exists, so 's maximum lies on the parabolic boundary (the initial edge together with the two lateral edges), giving everywhere. Letting proves the maximum principle for itself.
Topics that use this theorem
Step-by-step proofs
No step-by-step proof yet for this theorem.
References
- Lawrence C. Evans (2010). Partial Differential Equations
- James Ward Brown, Ruel V. Churchill (2011). Fourier Series and Boundary Value Problems