Hari Rau-Murthy

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The proof given here is a similar, but heavily simplied version of what is given
in A. Friedmans journal article Friedman Remarks on the maximum principle
for parabolic PDEs, 1952. I also borrow from Evans proof of Hopf boundary
point lemma. No weird functions needed. All I need is path connectedness and
a way to lift the path in in such that implicit function theorem holds. I dont
need any big inequalities like Harnacks inequality. I thought it was a good
warmup for what we are doing in class today.
1.1 Simplied proof of the strong (parabolic)maximum
principle
1.1.1
If a closed ball E in the interior of D = [0, T] contains P = (x
0
, t
0
) E s.t.
u(P) > u(x, t) in EP and (
t
)u 0 in D, then x
0
= x
c
where (x
c
, t
c
) is the
center of the ellipse : If not x
0
= x
c
. Make r small enough that u(P) > u(x, t)
in B
r
(P) P and B
r
(P) D
0
. B
r
(P) is compact and P / B
r
(P) so
max
B
r
(p)
u < u(P). But by W.M.P. max
B
r
(p)
u u(P) = max
B
r
(p)
= u(P) .
contradiction.
1.1.2
Interior max at P u((), t
0
) constant: If not x
1
s.t. u(x
1
, t
0
) < u(P).
Take injective path : [0, 1] {0}, (0) = (x
1
, t
0
), (1) = P. In a nbhd
of (x
1
, t
0
), u < u(P), so 0 < inf
()=u(P)
=
0
1. Since is smooth,
take
1
<
0
s.t. B
|(
1
)(
0
)|=R
((
1
)) D
0
. Since > 0 s.t. u < u(P)
in B

((
1
)), we have 0 < r = inf{r

|P B
r
((
1
)) {t
0
} s.t. u(P) <
u(P)} < R. There is (x, t
0
) B
r
((
1
)) s.t. u(x, t
0
) = u(P) and u < u(P)
on B
r
((
1
)) (x, t
0
). Section 1.1.1 applies and x = x-coordinate of (
1
).
But this contradicts |(x, t
0
) (
1
)| = r since the path lies in t
0
.
1.1.3
If P D
0
, then u constant: Assuming the statement is not true when solving
in [0, T], since T, and is arbitrary, it is not true when we solve the heat
equation in [0, t
0
] where
0
. Then Q = (x
q
, t
q
), s.t. u(Q) < u(P).
t
q
< t
0
by section 1.1.2. Take a path : [0, t
q
] , (0) = x
q
, (t
0
) = x
0
and
then lift the path into [0, t
0
] by sending (t) to ((t), t). There is a t
1
< t
0
s.t. t (t
1
, t
0
), u((t), t) < u(P). Then consider the further constrained
problem with the initial data given as u(x,t) and solving up to the nal time
t
0
. By working in [t
1
, t
0
] we conclude that u(x, t) < u(P) in ( [t
1
, t
0
])
0
since otherwise u(x, t) = u(P) > u((t), t) which contradicts section 1.1.2, and
therefore u(x, t) < u(P) in (t
1
, t
0
). But by the weak maximum principle
on the problem on (t
1
, t
0
), U(P) = max
[0,t]
u max
[t
1
,t
0
]t
1
u.
But max
[t
1
,t
0
]t
1
u < u(P) by the previous remark. Contradiction.
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