PARTIAL DIFFERENTIAL EQUATIONS (110.

417S11)
LECTURE 12

CHENGBO WANG

Last time:

∂2u
• (Derive) wave equations: ∂t2 − k∆u = Q(x, t)
• Boundary conditions
Today: Maximum principle, Uniqueness

1. Introduction: Uniqueness
Recall that we have discussed two methods of solving PDEs (IBVP for wave/heat
equations, BVP for Laplace equation)
(1) method of separation of variables (MSV)
find the solutions in terms of Fourier series → existence of PDE
(2) method of eigenfunction expansion
• assuming existence of the solutions with certain smooth property,
then expand it as series of eigenfunctions, determine the coefficients
(uniqueness of PDE)
• after that, check existence and the assumption (existence of PDE)
So, we have discussed one method to prove uniqueness.
However, for the method of eigenfunction expansion,
• Pros
(1) prove existence/uniqueness at the same time
(2) express the solution explicitly
• Cons
(1) rely heavily on the knowledge of the eigenfunctions
(2) apply only to the problems with regular domains (like rectangle)
In this lecture, we want to present a general method to prove uniqueness for the
Laplace/heat equations. For simplicity, here, we will discuss only the 2-dimensional
Laplace equation.

2. Maximum Principle
Theorem 1 (Maximum Principle). Let D be a connected (regular) bounded open
set in R2 . Assuming u = u(x, y) is a solution of the Laplace equation ∆u = 0 in D
and continuous on D̄ = D ∪ ∂D (∂D is the boundary of D). Then the maximum
and minimum values of u are attained on ∂D, that is,
∃~xM , ~xm ∈ ∂D, s.t. u(~xm ) ≤ u(~x) ≤ u(~xM )∀~x ∈ D
1
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Proof.
1) If we have maximum value in D at, say, (x0 , y0 ), then we have
uxx ≤ 0, and uyy ≤ 0, at (x0 , y0 )
Since ∆u = uxx + uyy = 0, we see that uxx = uyy = 0 at (x0 , y0 ). This does not
give us enough information.
2) Instead, for any  > 0, consider
v(x, y) = u(x, y) + (x2 + y 2 )
∆v(x, y) = ∆u(x, y) + ∆(x2 + y 2 ) = 0 + 4 > 0
Recall that ∆v ≤ 0 at interior maximum points, this tells us that there is no interior
maximum points in D.
3) Since u is continuous on D̄ = D ∪ ∂D, v is also continuous on D̄ and so has
maximum value at ~x0 ∈ D̄. Thus ~x0 ∈ ∂D,
max v(x, y) ≤ v(~x0 ) ≤ max v(x, y)
(x,y)∈D (x,y)∈∂D

4) Now we are ready to prove the Maximum Principle. By the construction of

v, we see that for any (x, y) ∈ D,
u(x, y) ≤ v(x, y) ≤ v(~x0 ) = u(~x0 ) + |~x0 |2 ≤ max u(~x) + l
x∈∂D
~
2
where l = max~x∈∂D |~x| < ∞. Letting  → 0, we have
u(x, y) ≤ max u(~x)
x∈∂D
~
and so
max u(~x) ≤ max u(~x)
x∈D̄
~ x∈∂D
~
5) Similar proof yield
min u(~x) ≥ min u(~x)
x∈D̄
~ x∈∂D
~

3. Application of Maximum Principle: Uniqueness and Stability

With Maximum Principle, it will be easy to prove the uniqueness and stability
of the solutions for the Poisson equations.
Theorem 2 (Uniqueness). Considering the boundary value problem (BVP) of the
Poisson equation posed in a connected (regular) bounded open set D ∈ R2

∆u = F inD
(3.1)
u=f on∂D
there exists at most one solution (uniqueness).
Proof. Let u, v be any two solutions to (3.1). Let w = u − v, then by linearity of
the problem, 
∆w = ∆u − ∆v = F − F = 0 inD
w =u−v =f −f =0 on∂D
Applying Maximum Principle to w, we see that
0 = min w(x) ≤ min w(x) ≤ max w(x) ≤ max w(x) = 0,
∂D D D ∂D
that is w ≡ 0 and so u ≡ v.
 PDE (110.417S11) 3

Remark 1. A similar proof will yield the stability of the problem with respect of
the boundary conditions. That is, if v is a solution for

∆v = F inD
v=g on∂D
then
|u − v| ≤ max |f − g| .
∂D

4. Poisson’s formula and strong maximum principle

In fact, as we will see, we can have even more strong form of the maximum
principle.
Recall that when we have solved the Laplace equation on disk, by using polar
coordinates,


 ∆u = 0 r 2 = x2 + y 2 < R 2
u(R, θ) = f (θ)

(4.1)

 |u(0, θ)| < ∞ singularBC
u(R, −π) = u(R, π), ∂θ u(R, −π) = ∂θ u(R, π) periodicBC


we find the solutions are of the form (by MSV or eigenfunction expansion)
X∞ ∞
X
(4.2) u(r, θ) = a0 + an rn cos(nθ) + bn rn sin(nθ)
n=1 n=1
with Z π Z π
1 1
a0 = f (θ)dθ an = f (θ) cos(nθ)dθ, n ≥ 1
2π −π πRn −π
Z π
1
bn = f (θ) sin(nθ)dθ n ≥ 1.
πRn −π
It turns out that we can simplify the formula (4.2).
Theorem 3 (Poisson’s formula). The solution of (4.1) is given by
R2 − r 2 π
Z
f (α)
(4.3) u(r, θ) = 2 − 2Rr cos(θ − α) + r 2
dα .
2π −π R
Proof. By the formulas of the coefficients and (4.2), we see that
Z π ∞ Z π
1 X 1
u(r, θ) = f (θ)dθ + ( n f (α) cos(nα)dα)rn cos(nθ)
2π −π n=1
πR −π
∞ Z π
X 1
+ ( n f (α) sin(nα)dα)rn sin(nθ)
n=1
πR −π
Z π ∞ Z π
1 X rn
= f (θ)dθ + f (α)[cos(nα) cos(nθ) + sin(nα) sin(nθ)]dα
2π −π n=1
πRn −π
∞
Z π " #
1 X 2rn
= f (α) 1 + cos(n(α − θ)) dα .
2π −π n=1
πRn
P∞ 2rn
Question: what is 1 + n=1 πR n cos(n(α − θ))?

Recall again the Euler’s identity eix = cos x + i sin x,

2 cos nα = einα + e−inα ,
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thus
∞ ∞  n
X 2rn X r
1+ cos(nα) = 1+ (einα + e−inα )
n=1
πRn n=1
R
∞  n ∞  n
X r X r
= eiα + e−iα −1
n=0
R n=0
R
1 1
= + −1
1 − Rr eiα 1 − Rr e−iα
2 − 2 Rr cos(α)
= −1
|1 − Rr eiα |2
2 − 2 Rr cos(α)
=
2 − 1
1 − 2 Rr cos(α) + Rr

2
1 − Rr
=
2
1 − 2 Rr cos(α) + Rr
R2 − r 2
=
R2 − 2Rr cos(α) + r2
Substituting this identity to the previous identity gives us (4.3).
With Poisson’s formula, it will be easy to obtain a remarkable property of the
solution for the Laplace equation.
Corollary 4 (mean value property). Let ∆u = 0 in an open disk with radius R,
BR , and u be continuous function in BR ∪ ∂BR , then the value of u at the center
is the same as the average value of u on the circle ∂BR .
Proof. Without loss of generality, assume BR center at the origin. Then an
application of (4.3) with r = 0 gives us
Z π
1
u(0) = u(R, θ)dθ .
2π −π

As an application of the mean value property, it will be easy to prove a stronger

form of the maximal principle.
Theorem 5 (Strong maximum principle). Let D be a connected (regular) bounded
open set in R2 . Assuming u = u(x, y) is a solution of the Laplace equation ∆u = 0
in D and continuous on D̄ = D ∪ ∂D. Then there is no maximum or minimum
points of u in D, unless u is a constant.
Proof. The proof is straightforward application of the mean value property. By
contradiction, if there is maximum points of u in D at, say (x0 , y0 )
u(x0 , y0 ) = max u(x, y) = M .
D

Then there must exist a R0 > 0 such that B2R (x0 , y0 ) ⊂ D for any R < R0 . Notice
that
u(x0 , y0 ) = average of u on∂BR (x0 , y0 ) ≤ M
 PDE (110.417S11) 5

with the equality if and only if u = M for any (x, y) ∈ ∂BR (x0 , y0 ). This forces
u = M for any (x, y) ∈ BR0 (x0 , y0 ). By connectivity of D, we see that u(x, y) = M
for any (x, y) ∈ D, which completes the proof.
In fact, for the mean value property, we can have another simple proof, without
using the Poisson’s formula.
Another simple proof of the mean value property. Let
Z Z π
1 1
φ(r) := u(~y )dS(~y ) = u((x, y) + r(cos α, sin α))dα .
2πr ∂B(~x,r) 2π −π
Then
Z π
0 1
φ (r) = (cos α, sin α) · (∇u)((x, y) + r(cos α, sin α))dα
2π −π
~y − ~x
Z
1
= · (∇u)(~y )dS(~y )
2πr ∂B(~x,r) r
Z
1 ∂u
= dS(~y )
2πr ∂B(~x,r) ∂~n
Z
1
= ∆u(~y )d~y = 0 .
2πr B(~x,r)
Hence φ is a constant, and so
Z
1
φ(r) = lim φ(t) = lim u(~y )dS(~y ) = u(~x) ,
t→0 t→0 2πt ∂B(~
x,t)
which is the mean value property.
Department of Mathematics, Johns Hopkins University, Baltimore, Maryland 21218
E-mail address: cwang@math.jhu.edu