AcceptedTheorem · Statement with omitted proof
Maximum principle for a one-dimensional elliptic operator
The sign of the elliptic operator controls the extrema of a function on the interval through its endpoint values.
Larsson & Thomée ↗
Theorem 2.1 · printed p. 16
Formal statement. The assumptions and conclusion are explicit; the theorem proof is omitted (sorry).
01 / MATHEMATICAL STATEMENT
Meaning & conditions
Mathematical summary
The sign of the elliptic operator controls the extrema of a function on the interval through its endpoint values.
Assumptions & context
- Smooth coefficients, a uniformly positive leading coefficient, and a twice continuously differentiable function on the closed unit interval. The zero-order coefficient is either zero or nonnegative.
Source
Larsson & Thomée. Partial differential equations with numerical methods.
Theorem 2.1 · printed p. 16
02 / LEAN REPRESENTATION
Formal statement
Statement with omitted proof. Expand the complete file below to read imports, local definitions and surrounding context.
theorem maximum_principle
(a b c u : ℝ → ℝ) (a₀ : ℝ)
(ha : ContDiffOn ℝ ((⊤ : ℕ∞) : WithTop ℕ∞) a (Set.Icc (0:ℝ) 1))
(hb : ContDiffOn ℝ ((⊤ : ℕ∞) : WithTop ℕ∞) b (Set.Icc (0:ℝ) 1))
(hc : ContDiffOn ℝ ((⊤ : ℕ∞) : WithTop ℕ∞) c (Set.Icc (0:ℝ) 1))
(ha₀ : 0 < a₀) (ha_lb : ∀ x ∈ Set.Icc (0:ℝ) 1, a₀ ≤ a x)
(hu : ContDiffOn ℝ 2 u (Set.Icc (0:ℝ) 1)) :
((∀ x ∈ Set.Ioo (0:ℝ) 1, opA a b c u x ≤ 0) →
((∀ x ∈ Set.Icc (0:ℝ) 1, c x = 0) →
sSup (u '' Set.Icc (0:ℝ) 1) = max (u 0) (u 1)) ∧
((∀ x ∈ Set.Ioo (0:ℝ) 1, 0 ≤ c x) →
sSup (u '' Set.Icc (0:ℝ) 1) ≤ max (max (u 0) (u 1)) 0)) ∧
((∀ x ∈ Set.Ioo (0:ℝ) 1, 0 ≤ opA a b c u x) →
((∀ x ∈ Set.Icc (0:ℝ) 1, c x = 0) →
sInf (u '' Set.Icc (0:ℝ) 1) = min (u 0) (u 1)) ∧
((∀ x ∈ Set.Ioo (0:ℝ) 1, 0 ≤ c x) →
min (min (u 0) (u 1)) 0 ≤ sInf (u '' Set.Icc (0:ℝ) 1))) := by
sorry
Complete Lean file and local definitions
import PDETextbook.Base
open MeasureTheory
open scoped BigOperators ENNReal
noncomputable section
namespace PDETextbook
namespace LarssonThomee.Thm21
/-- The differential operator of (2.1): `𝒜u := -(a u')' + b u' + c u`, evaluated at `x`.
It is used only at points `x ∈ Ω = (0,1)`. There `u ∈ C²(Ω̄)` and the smooth coefficient `a`
make the classical derivatives below genuine. -/
def opA (a b c u : ℝ → ℝ) (x : ℝ) : ℝ :=
-deriv (fun y => a y * deriv u y) x + b x * deriv u x + c x * u x
/-- Theorem 2.1 (maximum principle). This is for the operator `𝒜` of (2.1) on `Ω = (0,1)`.
The coefficients `a, b, c` are smooth on `Ω̄ = [0,1]`, and `a(x) ≥ a₀ > 0` on `Ω̄` as in (2.2).
We take `u ∈ C²(Ω̄)`. Then:
* If `𝒜u ≤ 0` in `Ω`:
* (i) when `c = 0`, `max_{Ω̄} u = max{u(0), u(1)}`;
* (ii) when `c ≥ 0` in `Ω`, `max_{Ω̄} u ≤ max{u(0), u(1), 0}`.
* If `𝒜u ≥ 0` in `Ω`, the corresponding `min` statements hold. -/
theorem maximum_principle
(a b c u : ℝ → ℝ) (a₀ : ℝ)
(ha : ContDiffOn ℝ ((⊤ : ℕ∞) : WithTop ℕ∞) a (Set.Icc (0:ℝ) 1))
(hb : ContDiffOn ℝ ((⊤ : ℕ∞) : WithTop ℕ∞) b (Set.Icc (0:ℝ) 1))
(hc : ContDiffOn ℝ ((⊤ : ℕ∞) : WithTop ℕ∞) c (Set.Icc (0:ℝ) 1))
(ha₀ : 0 < a₀) (ha_lb : ∀ x ∈ Set.Icc (0:ℝ) 1, a₀ ≤ a x)
(hu : ContDiffOn ℝ 2 u (Set.Icc (0:ℝ) 1)) :
((∀ x ∈ Set.Ioo (0:ℝ) 1, opA a b c u x ≤ 0) →
((∀ x ∈ Set.Icc (0:ℝ) 1, c x = 0) →
sSup (u '' Set.Icc (0:ℝ) 1) = max (u 0) (u 1)) ∧
((∀ x ∈ Set.Ioo (0:ℝ) 1, 0 ≤ c x) →
sSup (u '' Set.Icc (0:ℝ) 1) ≤ max (max (u 0) (u 1)) 0)) ∧
((∀ x ∈ Set.Ioo (0:ℝ) 1, 0 ≤ opA a b c u x) →
((∀ x ∈ Set.Icc (0:ℝ) 1, c x = 0) →
sInf (u '' Set.Icc (0:ℝ) 1) = min (u 0) (u 1)) ∧
((∀ x ∈ Set.Ioo (0:ℝ) 1, 0 ≤ c x) →
min (min (u 0) (u 1)) 0 ≤ sInf (u '' Set.Icc (0:ℝ) 1))) := by
sorry
end LarssonThomee.Thm21
end PDETextbook
How to read the formalization
- The formal statement includes both maximum and minimum principles, with separate conclusions for zero and nonnegative zero-order terms.