Scalar weak maximum principle

Definition

Let $M$ be a differential manifold and $F$ be a differential operator that acts on functions $M\to \mathbb{R}$. Consider the flow equation associated with $f$, namely the equation for $u:\mathbb{R}\times M\to \mathbb{R}$ given as:

$\frac{\partial u}{\partial t}=F(u)$

An initial value problem corresponding to this differential equation is a specification of $u(x,0)$ for each $x\in M$.

Such a differential equation is said to satisfy the scalar weak maximum principle if whenever $u$ is a solution for which there are constants $C_1$ and $C_2$ such that $C_1\le u(0,x)\le C_2$ for all $x\in M$, then $C_1\le u(t,x)\le C_2$ for all $x\in M,t\in {\mathbb{R}}^{+}$.

In other words, any bounded set in which the range of $u(x,0)$ lies also contains the image of $u(t,x)$ for all $t$.

Significance

The maximum principle makes sense for diffusion processes, where we are in general trying to equalize the value of $u$ across the manifold. Thus, there is no reason for the value at a point to go up unless the value in its neighbourhood is higher than it. In particular, the value at no point can exceed the maximum.

In fact, this can also be used to rigourously establish that diffusion equations (such as the heat equation) satisfy the maximum principle.

Relation with other properties

One-sided maximum principles

• The flow equation is said to satisfy a