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Maximum principle

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4184: 3667: 4179:{\displaystyle \sum _{i=1}^{n}\sum _{j=1}^{n}a_{ij}{\frac {\partial ^{2}h}{\partial x^{i}\,\partial x^{j}}}+\sum _{i=1}^{n}b_{i}{\frac {\partial h}{\partial x^{i}}}=\varepsilon \alpha e^{-\alpha |x-x_{\text{c}}|^{2}}\left(4\alpha \sum _{i=1}^{n}\sum _{j=1}^{n}a_{ij}(x){\big (}x^{i}-x_{\text{c}}^{i}{\big )}{\big (}x^{j}-x_{\text{c}}^{j}{\big )}-2\sum _{i=1}^{n}a_{ii}-2\sum _{i=1}^{n}b_{i}{\big (}x^{i}-x_{\text{c}}^{i}{\big )}\right).} 1283: 1071: 4960: 4523: 875: 1464: 656:
The essence of the maximum principle is the simple observation that if each eigenvalue is positive (which amounts to a certain formulation of "ellipticity" of the differential equation) then the above equation imposes a certain balancing of the directional second derivatives of the solution. In
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Such statements give a striking qualitative picture of solutions of the given differential equation. Such a qualitative picture can be extended to many kinds of differential equations. In many situations, one can also use such maximum principles to draw precise quantitative conclusions about
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The maximum principle enables one to obtain information about solutions of differential equations without any explicit knowledge of the solutions themselves. In particular, the maximum principle is a useful tool in the numerical approximation of solutions of ordinary and partial differential
3047: 2806: 651: 400: 1292:, only says that a weighted average of manifestly nonpositive quantities is nonpositive. This is trivially true, and so one cannot draw any nontrivial conclusion from it. This is reflected by any number of concrete examples, such as the fact that 3535: 171: 1098: 886: 4778: 4341: 690: 4544:
The point of the continuity assumption is that continuous functions are bounded on compact sets, the relevant compact set here being the spherical annulus appearing in the proof. Furthermore, by the same principle, there is a number
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form a contradiction to this algebraic relation. This is the essence of the maximum principle. Clearly, the applicability of this idea depends strongly on the particular partial differential equation in question.
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These continuity assumptions are clearly not the most general possible in order for the proof to work. For instance, the following is Gilbarg and Trudinger's statement of the theorem, following the same proof:
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is maximized, all directional second derivatives are automatically nonpositive, and the "balancing" represented by the above equation then requires all directional second derivatives to be identically zero.
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Linear and quasilinear equations of parabolic type. Translated from the Russian by S. Smith. Translations of Mathematical Monographs, Vol. 23 American Mathematical Society, Providence, R.I. 1968 xi+648
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One cannot naively extend these statements to the general second-order linear elliptic equation, as already seen in the one-dimensional case. For instance, the ordinary differential equation
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above was very inessential. All that mattered was to have a function which extends continuously to the boundary and whose Laplacian is strictly positive. So we could have used, for instance,
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Gilbarg, David; Trudinger, Neil S. Elliptic partial differential equations of second order. Reprint of the 1998 edition. Classics in Mathematics. Springer-Verlag, Berlin, 2001. xiv+517 pp.
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This elementary reasoning could be argued to represent an infinitesimal formulation of the strong maximum principle, which states, under some extra assumptions (such as the continuity of
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Linear and quasilinear elliptic equations. Translated from the Russian by Scripta Technica, Inc. Translation editor: Leon Ehrenpreis. Academic Press, New York-London 1968 xviii+495 pp.
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E. Hopf. Elementare Bemerkungen Über die Lösungen partieller Differentialgleichungen zweiter Ordnung vom elliptischen Typus. Sitber. Preuss. Akad. Wiss. Berlin 19 (1927), 147-152.
1896: 1716: 2675: 1937: 1529: 5255:
Smoller, Joel. Shock waves and reaction-diffusion equations. Second edition. Grundlehren der Mathematischen Wissenschaften , 258. Springer-Verlag, New York, 1994. xxiv+632 pp.
2380: 2087: 1834: 1748: 1278:{\displaystyle \sum _{i=1}^{n}\sum _{j=1}^{n}a_{ij}{\frac {\partial ^{2}u}{\partial x^{i}\,\partial x^{j}}}+\sum _{i=1}^{n}b_{i}{\frac {\partial u}{\partial x^{i}}}\leq 0,} 1066:{\displaystyle \sum _{i=1}^{n}\sum _{j=1}^{n}a_{ij}{\frac {\partial ^{2}u}{\partial x^{i}\,\partial x^{j}}}+\sum _{i=1}^{n}b_{i}{\frac {\partial u}{\partial x^{i}}}\geq 0,} 4955:{\displaystyle \sum _{i=1}^{n}\sum _{j=1}^{n}a_{ij}{\frac {\partial ^{2}u}{\partial x^{i}\,\partial x^{j}}}+\sum _{i=1}^{n}b_{i}{\frac {\partial u}{\partial x^{i}}}\geq 0} 4518:{\displaystyle \sum _{i=1}^{n}\sum _{j=1}^{n}a_{ij}{\frac {\partial ^{2}u}{\partial x^{i}\,\partial x^{j}}}+\sum _{i=1}^{n}b_{i}{\frac {\partial u}{\partial x^{i}}}\geq 0} 5169:
Evans, Lawrence C. Partial differential equations. Second edition. Graduate Studies in Mathematics, 19. American Mathematical Society, Providence, RI, 2010. xxii+749 pp.
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Protter, Murray H.; Weinberger, Hans F. Maximum principles in differential equations. Corrected reprint of the 1967 original. Springer-Verlag, New York, 1984. x+261 pp.
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Morrey, Charles B., Jr. Multiple integrals in the calculus of variations. Reprint of the 1966 edition. Classics in Mathematics. Springer-Verlag, Berlin, 2008. x+506 pp.
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has sinusoidal solutions, which certainly have interior maxima. This extends to the higher-dimensional case, where one often has solutions to "eigenfunction" equations
2541: 1580: 870:{\displaystyle \sum _{i=1}^{n}\sum _{j=1}^{n}a_{ij}{\frac {\partial ^{2}u}{\partial x^{i}\,\partial x^{j}}}+\sum _{i=1}^{n}b_{i}{\frac {\partial u}{\partial x^{i}}}=0,} 4561:, as appearing in the proof, to be large relative to these bounds. Evans's book has a slightly weaker formulation, in which there is assumed to be a positive number 2302: 1777: 1459:{\displaystyle {\frac {\partial ^{2}}{\partial x^{2}}}{\big (}{-x}^{2}-y^{2}{\big )}+{\frac {\partial ^{2}}{\partial y^{2}}}{\big (}{-x}^{2}-y^{2}{\big )}\leq 0,} 4205:
along the inward-pointing radial line of the annulus is strictly positive. As described in the above summary, this will ensure that a directional derivative of
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also cannot attain a maximum value. However, it is possible for the pointwise limit of a sequence of functions without maxima to have a maxima. Nonetheless, if
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which is a sort of "non-local" differential equation, then the automatic strict positivity of the right-hand side shows, by the same analysis as above, that
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since the added term is automatically zero at any hypothetical maximum point. The reasoning is also unaffected if one considers the more general condition
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Cheng, S.Y.; Yau, S.T. Differential equations on Riemannian manifolds and their geometric applications. Comm. Pure Appl. Math. 28 (1975), no. 3, 333–354.
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This article describes the maximum principle in the theory of partial differential equations. For the maximum principle in optimal control theory, see
5280: 5134: 1084:) in this condition at the hypothetical maximum point. This phenomenon is important in the formal proof of the classical weak maximum principle. 5105:
Gidas, B.; Ni, Wei Ming; Nirenberg, L. Symmetry and related properties via the maximum principle. Comm. Math. Phys. 68 (1979), no. 3, 209–243.
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One can view a partial differential equation as the imposition of an algebraic relation between the various derivatives of a function. So, if
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Lieberman, Gary M. Second order parabolic differential equations. World Scientific Publishing Co., Inc., River Edge, NJ, 1996. xii+439 pp.
5112:. Mathematical analysis and applications, Part A, pp. 369–402, Adv. in Math. Suppl. Stud., 7a, Academic Press, New York-London, 1981. 4189:
There are various conditions under which the right-hand side can be guaranteed to be nonnegative; see the statement of the theorem below.
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is the solution of a partial differential equation, then it is possible that the above conditions on the first and second derivatives of
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Kreyberg, H. J. A. On the maximum principle of optimal control in economic processes, 1969 (Trondheim, NTH, Sosialøkonomisk institutt
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The following is the statement of the theorem in the books of Morrey and Smoller, following the original statement of Hopf (1927):
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particular, if one of the directional second derivatives is negative, then another must be positive. At a hypothetical point where
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Calabi, E. An extension of E. Hopf's maximum principle with an application to Riemannian geometry. Duke Math. J. 25 (1958), 45–56.
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Friedman, Avner. Partial differential equations of parabolic type. Prentice-Hall, Inc., Englewood Cliffs, N.J. 1964 xiv+347 pp.
3042:{\displaystyle a_{ij}{\frac {\partial ^{2}h}{\partial x^{i}\,\partial x^{j}}}+b_{i}{\frac {\partial h}{\partial x^{i}}}\geq 0,} 2801:{\displaystyle a_{ij}{\frac {\partial ^{2}u}{\partial x^{i}\,\partial x^{j}}}+b_{i}{\frac {\partial u}{\partial x^{i}}}\geq 0.} 1945: 5121:
Hopf, Eberhard. A remark on linear elliptic differential equations of second order. Proc. Amer. Math. Soc. 3 (1952), 791–793.
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are exponentials, and the character of the maxima of such functions is quite different from that of sinusoidal functions.
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Hamilton, Richard S. Four-manifolds with positive curvature operator. J. Differential Geom. 24 (1986), no. 2, 153–179.
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so that the right-hand side has a manifestly positive nature, then this will provide a contradiction to the fact that
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is a harmonic function, then the above sort of contradiction does not directly occur, since the existence of a point
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then one would not have such a contradiction, and the analysis given so far does not imply anything interesting. If
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in which one can even note the extra phenomena of having an outright contradiction if there is a strict inequality (
646:{\displaystyle \sum _{i=1}^{n}\lambda _{i}\left.{\frac {d^{2}}{dt^{2}}}\right|_{t=0}{\big (}u(x+tv_{i}){\big )}=0.} 5028: 24: 5130:
Yau, Shing Tung. Harmonic functions on complete Riemannian manifolds. Comm. Pure Appl. Math. 28 (1975), 201–228.
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Nirenberg, Louis. A strong maximum principle for parabolic equations. Comm. Pure Appl. Math. 6 (1953), 167–177.
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https://www.worldcat.org/title/on-the-maximum-principle-of-optimal-control-in-economic-processes/oclc/23714026
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There are many methods to extend the applicability of this kind of analysis in various ways. For instance, if
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Here we consider the simplest case, although the same thinking can be extended to more general scenarios. Let
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Note that the above reasoning is unaffected if one considers the more general partial differential equation
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is one of the most useful and best known tools of study. Solutions of a differential inequality in a domain
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Gidas, B.; Ni, Wei Ming; Nirenberg, L. Symmetry of positive solutions of nonlinear elliptic equations in
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The possibility of such analysis is not even limited to partial differential equations. For instance, if
1500: 2353: 2054: 1790: 3530:{\displaystyle h(x)=\varepsilon {\Big (}e^{-\alpha |x-x_{\text{c}}|^{2}}-e^{-\alpha R^{2}}{\Big )}.} 1724: 166:{\displaystyle {\frac {\partial ^{2}u}{\partial x^{2}}}+{\frac {\partial ^{2}u}{\partial y^{2}}}=0.} 5127:
Omori, Hideki. Isometric immersions of Riemannian manifolds. J. Math. Soc. Jpn. 19 (1967), 205–214.
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of linear algebra, all eigenvalues of the matrix are real, and there is an orthonormal basis of
35: 2092: 220:. There is no single or most general maximum principle which applies to all situations at once. 2512: 2498:
for harmonic functions. This does not, by itself, rule out the possibility that the maximum of
1541: 5256: 5234: 5224: 5214: 5183: 5170: 5156: 5058: 2281: 464: 5148: 3304:{\displaystyle -{\frac {u(x)-u(x_{0})}{|x-x_{0}|}}\geq {\frac {h(x)-h(x_{0})}{|x-x_{0}|}}} 2506:. That is the content of the "strong maximum principle," which requires further analysis. 1753: 228: 5207: 5196: 1779:
at any point of the domain. So, following the above observation, it is impossible for
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is relevant, as also seen in the one-dimensional case; for instance the solutions to
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since now the "balancing" condition, as evaluated at a hypothetical maximum point of
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equations and in the determination of bounds for the errors in such approximations.
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can be continuously extended to the boundary, it follows immediately that both
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However, the above reasoning no longer applies if one considers the condition
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be a point on this latter set which realizes the distance. The inner radius
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solutions of differential equations, such as control over the size of their
5155:. Providence, Rhode Island: American Mathematical Society. pp. 31–41. 4553:
in the annulus, the matrix has all eigenvalues greater than or equal to
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is a constant function, the maximum cannot also be achieved anywhere on
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cannot attain a maximum value. One might wish to consider the limit as
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In a simple two-dimensional case, consider a function of two variables
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everywhere. However, one could consider, for an arbitrary real number
227:, there is an analogous statement which asserts that the maximum of a 2677:
be a twice-differentiable function which attains its maximum value
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holds on this part of the boundary, together with the requirement
2397:, does not have a maximum, it follows that the maximum point of 1497:
denote an open subset of Euclidean space. If a smooth function
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The classical strong maximum principle for linear elliptic PDE
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The classical weak maximum principle for linear elliptic PDE
180:, in this setting, says that for any open precompact subset 2331:
together with its boundary is compact, then supposing that
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and on any open region containing the origin, the function
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on the inner sphere, and hence on the entire boundary of
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and the compactness of the inner sphere, one can select
2026:{\displaystyle \Delta u-|du|^{4}=\int _{M}e^{u(x)}\,dx,} 2811:
Suppose that one can find (or prove the existence of):
4739:{\displaystyle \textstyle {\frac {|b_{i}|}{\lambda }}} 4705: 4666: 4655:, the symmetric matrix is positive-definite, and let 4565:
which is a lower bound of the eigenvalues of for all
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consists of two spheres; on the outer sphere, one has
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consisting of eigenvectors. Denote the eigenvalues by
4781: 4704: 4691:{\displaystyle \textstyle {\frac {a_{ii}}{\lambda }}} 4665: 4344: 3670: 3419: 3158: 2928: 2884: 2690: 2649: 2552: 2515: 2474: 2444: 2418: 2356: 2284: 2225: 2142: 2095: 2057: 1948: 1911: 1846: 1793: 1756: 1727: 1666: 1589: 1544: 1503: 1301: 1101: 889: 693: 514: 282: 251:
A partial formulation of the strong maximum principle
85: 5053:Protter, Murray H.; Weinberger, Hans Felix (1984). 3386:is selected to be the distance from this center to 3130:; according to the weak maximum principle, one has 4954: 4738: 4690: 4517: 4178: 3529: 3355:to be a spherical annulus; one selects its center 3303: 3041: 2904: 2800: 2669: 2615: 2535: 2486: 2456: 2430: 2374: 2296: 2267: 2205: 2110: 2081: 2025: 1931: 1890: 1828: 1771: 1742: 1710: 1629: 1574: 1523: 1458: 1277: 1065: 869: 645: 394: 165: 4321:, the symmetric matrix is positive-definite. If 3633:is constant on this inner sphere, one can select 3519: 3440: 2912:which is twice-differentiable on the interior of 1088:Non-applicability of the strong maximum principle 4192:Lastly, note that the directional derivative of 50:if they achieve their maxima at the boundary of 4579: 4245: 3351:The above "program" can be carried out. Choose 501:. Then the differential equation, at the point 4659:denote its smallest eigenvalue. Suppose that 4163: 4128: 4044: 4009: 4002: 3967: 1442: 1407: 1368: 1333: 632: 597: 259:be an open subset of Euclidean space and let 8: 5055:Maximum principles in differential equations 2089:is not in contradiction to the requirement 23:. For the theorem in complex analysis, see 2643:be an open subset of Euclidean space. Let 5057:. New York Berlin Heidelberg : Springer. 4937: 4919: 4913: 4903: 4892: 4876: 4868: 4862: 4844: 4837: 4828: 4818: 4807: 4797: 4786: 4780: 4724: 4718: 4709: 4706: 4703: 4673: 4667: 4664: 4500: 4482: 4476: 4466: 4455: 4439: 4431: 4425: 4407: 4400: 4391: 4381: 4370: 4360: 4349: 4343: 4162: 4161: 4155: 4150: 4137: 4127: 4126: 4120: 4110: 4099: 4080: 4070: 4059: 4043: 4042: 4036: 4031: 4018: 4008: 4007: 4001: 4000: 3994: 3989: 3976: 3966: 3965: 3947: 3937: 3926: 3916: 3905: 3882: 3877: 3870: 3855: 3848: 3826: 3808: 3802: 3792: 3781: 3765: 3757: 3751: 3733: 3726: 3717: 3707: 3696: 3686: 3675: 3669: 3518: 3517: 3509: 3498: 3483: 3478: 3471: 3456: 3449: 3439: 3438: 3418: 3293: 3287: 3272: 3261: 3233: 3222: 3216: 3201: 3190: 3162: 3157: 3021: 3003: 2997: 2981: 2973: 2967: 2949: 2942: 2933: 2927: 2905:{\displaystyle h:\Omega \to \mathbb {R} } 2898: 2897: 2883: 2783: 2765: 2759: 2743: 2735: 2729: 2711: 2704: 2695: 2689: 2663: 2662: 2648: 2607: 2602: 2593: 2557: 2551: 2525: 2520: 2514: 2473: 2443: 2417: 2355: 2283: 2254: 2249: 2233: 2224: 2206:{\displaystyle u_{s}(x)=u(x)+se^{x_{1}}.} 2192: 2187: 2147: 2141: 2094: 2056: 2013: 1998: 1988: 1975: 1970: 1958: 1947: 1925: 1924: 1910: 1873: 1868: 1856: 1845: 1820: 1815: 1803: 1792: 1755: 1726: 1693: 1688: 1676: 1665: 1597: 1588: 1543: 1517: 1516: 1502: 1441: 1440: 1434: 1421: 1413: 1406: 1405: 1396: 1382: 1376: 1367: 1366: 1360: 1347: 1339: 1332: 1331: 1322: 1308: 1302: 1300: 1257: 1239: 1233: 1223: 1212: 1196: 1188: 1182: 1164: 1157: 1148: 1138: 1127: 1117: 1106: 1100: 1045: 1027: 1021: 1011: 1000: 984: 976: 970: 952: 945: 936: 926: 915: 905: 894: 888: 849: 831: 825: 815: 804: 788: 780: 774: 756: 749: 740: 730: 719: 709: 698: 692: 631: 630: 621: 596: 595: 583: 570: 556: 550: 540: 530: 519: 513: 377: 369: 363: 345: 338: 329: 319: 308: 298: 287: 281: 148: 130: 123: 111: 93: 86: 84: 5251:. Princeton: Princeton University Press. 5004:which have interior maxima. The sign of 2268:{\displaystyle \Delta u_{s}=se^{x_{1}}.} 1783:to take on a maximum value. If, instead 1630:{\displaystyle (\nabla ^{2}u)(p)\leq 0,} 673:must be constant if there is a point of 5045: 3364:to be a point closer to the closed set 1898:then the same analysis would show that 2616:{\displaystyle u_{s}(x)=u(x)+s|x|^{2}} 1721:then it is clearly impossible to have 482:and the corresponding eigenvectors by 4585:be an open subset of Euclidean space 4251:be an open subset of Euclidean space 7: 3343:, so that its gradient must vanish. 2823:, with nonempty interior, such that 1891:{\displaystyle \Delta u=|du|^{2}-2,} 1711:{\displaystyle \Delta u=|du|^{2}+2,} 4973:does not attain a maximum value on 4536:does not attain a maximum value on 2670:{\displaystyle u:M\to \mathbb {R} } 1932:{\displaystyle u:M\to \mathbb {R} } 1524:{\displaystyle u:M\to \mathbb {R} } 5153:Fully Nonlinear Elliptic Equations 4930: 4922: 4869: 4855: 4841: 4493: 4485: 4432: 4418: 4404: 3819: 3811: 3758: 3744: 3730: 3014: 3006: 2974: 2960: 2946: 2891: 2776: 2768: 2736: 2722: 2708: 2475: 2445: 2419: 2363: 2226: 2216:It is straightforward to see that 2096: 2058: 1949: 1847: 1794: 1728: 1667: 1594: 1389: 1379: 1315: 1305: 1250: 1242: 1189: 1175: 1161: 1038: 1030: 977: 963: 949: 842: 834: 781: 767: 753: 370: 356: 342: 141: 127: 104: 90: 14: 3149:. This can be reorganized to say 2509:The use of the specific function 2438:By the sequential compactness of 2375:{\displaystyle M\cup \partial M.} 2082:{\displaystyle \Delta u(p)\leq 0} 1840:solved the differential equation 1829:{\displaystyle \Delta u=|du|^{2}} 1787:solved the differential equation 1657:solves the differential equation 4218:is nonzero, in contradiction to 3322:. If one can make the choice of 1902:cannot take on a minimum value. 3594:. On the inner sphere, one has 2464:it follows that the maximum of 2319:to 0 in order to conclude that 2040:cannot attain a maximum value. 196:is achieved on the boundary of 5281:Partial differential equations 4725: 4710: 3962: 3956: 3878: 3856: 3479: 3457: 3429: 3423: 3294: 3273: 3267: 3254: 3245: 3239: 3223: 3202: 3196: 3183: 3174: 3168: 2894: 2659: 2603: 2594: 2584: 2578: 2569: 2563: 2502:is also attained somewhere on 2174: 2168: 2159: 2153: 2070: 2064: 2008: 2002: 1971: 1959: 1921: 1869: 1857: 1816: 1804: 1743:{\displaystyle \Delta u\leq 0} 1689: 1677: 1615: 1609: 1606: 1590: 1563: 1557: 1554: 1545: 1535:, then one automatically has: 1513: 627: 605: 30:In the mathematical fields of 21:Pontryagin's maximum principle 1: 2845:, and such that there exists 4289:be continuous functions on 3604:. Due to the continuity of 2487:{\displaystyle \partial M.} 2457:{\displaystyle \partial M,} 2431:{\displaystyle \partial M.} 16:Theorem in complex analysis 5302: 3551:; due to the selection of 2350:attain a maximum value on 2278:By the above analysis, if 2111:{\displaystyle \Delta u=0} 18: 5029:Maximum modulus principle 4746:are bounded functions on 4227:being a maximum point of 3661:Direct calculation shows 2536:{\displaystyle e^{x_{1}}} 2382:Since we have shown that 2327:has a boundary such that 1575:{\displaystyle (du)(p)=0} 1480:certainly has a maximum. 25:Maximum modulus principle 4647:. Suppose that for all 4313:. Suppose that for all 4239:Statement of the theorem 1939:is a function such that 1531:is maximized at a point 202:strong maximum principle 5286:Mathematical principles 5151:; Xavier Cabre (1995). 3565:on this sphere, and so 3382:, and the outer radius 3375:than to the closed set 1637:as a matrix inequality. 5204:Ladyzhenskaya, Olga A. 5034:Hopf maximum principle 4979: 4956: 4908: 4823: 4802: 4740: 4692: 4542: 4519: 4471: 4386: 4365: 4180: 4115: 4075: 3942: 3921: 3797: 3712: 3691: 3531: 3335:is a maximum point of 3305: 3053:and such that one has 3043: 2906: 2878:a continuous function 2802: 2671: 2626:with the same effect. 2617: 2537: 2496:weak maximum principle 2488: 2458: 2432: 2376: 2298: 2297:{\displaystyle s>0} 2269: 2207: 2112: 2083: 2027: 1933: 1892: 1830: 1773: 1744: 1712: 1631: 1576: 1525: 1460: 1279: 1228: 1143: 1122: 1067: 1016: 931: 910: 871: 820: 735: 714: 647: 535: 505:, can be rephrased as 396: 324: 303: 178:weak maximum principle 167: 32:differential equations 5195:; Solonnikov, V. A.; 4957: 4888: 4803: 4782: 4741: 4693: 4520: 4451: 4366: 4345: 4181: 4095: 4055: 3922: 3901: 3777: 3692: 3671: 3532: 3410:is arbitrary. Define 3306: 3044: 2907: 2803: 2672: 2618: 2538: 2489: 2459: 2433: 2377: 2299: 2270: 2208: 2113: 2084: 2028: 1934: 1893: 1831: 1774: 1745: 1713: 1632: 1577: 1526: 1461: 1280: 1208: 1123: 1102: 1068: 996: 911: 890: 872: 800: 715: 694: 648: 515: 397: 304: 283: 168: 4779: 4702: 4663: 4342: 3668: 3540:Now the boundary of 3417: 3156: 2926: 2882: 2688: 2647: 2550: 2513: 2472: 2442: 2416: 2354: 2282: 2223: 2140: 2093: 2055: 1946: 1909: 1844: 1791: 1772:{\displaystyle du=0} 1754: 1725: 1664: 1587: 1542: 1501: 1299: 1099: 887: 691: 512: 280: 83: 5208:Ural'tseva, Nina N. 5193:Ladyženskaja, O. A. 5149:Caffarelli, Luis A. 4160: 4041: 3999: 3126:on the boundary of 3067:on the boundary of 2854:on the boundary of 2841:in the interior of 2393:, as a function on 463:. According to the 455:Fix some choice of 238:is attained on the 225:convex optimization 5276:Harmonic functions 5245:Rockafellar, R. T. 4952: 4736: 4735: 4688: 4687: 4549:such that for all 4515: 4176: 4146: 4027: 3985: 3527: 3301: 3039: 2902: 2798: 2667: 2613: 2533: 2484: 2454: 2428: 2372: 2294: 2265: 2203: 2108: 2079: 2023: 1929: 1888: 1826: 1769: 1740: 1708: 1627: 1572: 1521: 1489:The essential idea 1456: 1275: 1063: 867: 643: 392: 204:says that, unless 192:on the closure of 163: 36:geometric analysis 5229:978-3-540-69915-6 5175:978-0-8218-4974-3 5094:Research articles 5064:978-3-540-96068-3 4944: 4883: 4762:is a nonconstant 4733: 4685: 4557:. One then takes 4507: 4446: 4325:is a nonconstant 4153: 4034: 3992: 3873: 3833: 3772: 3474: 3299: 3228: 3028: 2988: 2815:a compact subset 2790: 2750: 1653:For instance, if 1403: 1329: 1264: 1203: 1052: 991: 856: 795: 577: 428:is a function on 384: 188:, the maximum of 184:of the domain of 155: 118: 48:maximum principle 40:maximum principle 5293: 5252: 5197:Uralʹceva, N. N. 5166: 5111: 5082: 5075: 5069: 5068: 5050: 5018: 5003: 4991: 4976: 4972: 4968: 4961: 4959: 4958: 4953: 4945: 4943: 4942: 4941: 4928: 4920: 4918: 4917: 4907: 4902: 4884: 4882: 4881: 4880: 4867: 4866: 4853: 4849: 4848: 4838: 4836: 4835: 4822: 4817: 4801: 4796: 4771: 4767: 4761: 4757: 4753: 4749: 4745: 4743: 4742: 4737: 4734: 4729: 4728: 4723: 4722: 4713: 4707: 4697: 4695: 4694: 4689: 4686: 4681: 4680: 4668: 4658: 4654: 4650: 4646: 4626: 4623:be functions on 4622: 4611: 4600: 4596: 4592: 4588: 4584: 4572: 4568: 4564: 4560: 4556: 4552: 4548: 4539: 4535: 4531: 4524: 4522: 4521: 4516: 4508: 4506: 4505: 4504: 4491: 4483: 4481: 4480: 4470: 4465: 4447: 4445: 4444: 4443: 4430: 4429: 4416: 4412: 4411: 4401: 4399: 4398: 4385: 4380: 4364: 4359: 4334: 4330: 4324: 4320: 4316: 4312: 4292: 4288: 4277: 4266: 4262: 4258: 4254: 4250: 4234: 4231:on the open set 4230: 4226: 4217: 4208: 4204: 4195: 4185: 4183: 4182: 4177: 4172: 4168: 4167: 4166: 4159: 4154: 4151: 4142: 4141: 4132: 4131: 4125: 4124: 4114: 4109: 4088: 4087: 4074: 4069: 4048: 4047: 4040: 4035: 4032: 4023: 4022: 4013: 4012: 4006: 4005: 3998: 3993: 3990: 3981: 3980: 3971: 3970: 3955: 3954: 3941: 3936: 3920: 3915: 3889: 3888: 3887: 3886: 3881: 3875: 3874: 3871: 3859: 3834: 3832: 3831: 3830: 3817: 3809: 3807: 3806: 3796: 3791: 3773: 3771: 3770: 3769: 3756: 3755: 3742: 3738: 3737: 3727: 3725: 3724: 3711: 3706: 3690: 3685: 3657: 3653: 3639: 3632: 3628: 3614: 3607: 3603: 3593: 3579: 3564: 3554: 3550: 3543: 3536: 3534: 3533: 3528: 3523: 3522: 3516: 3515: 3514: 3513: 3490: 3489: 3488: 3487: 3482: 3476: 3475: 3472: 3460: 3444: 3443: 3409: 3405: 3396: 3385: 3381: 3374: 3363: 3354: 3342: 3338: 3334: 3325: 3321: 3317: 3310: 3308: 3307: 3302: 3300: 3298: 3297: 3292: 3291: 3276: 3270: 3266: 3265: 3234: 3229: 3227: 3226: 3221: 3220: 3205: 3199: 3195: 3194: 3163: 3148: 3144: 3129: 3125: 3110: 3106: 3084: 3070: 3066: 3048: 3046: 3045: 3040: 3029: 3027: 3026: 3025: 3012: 3004: 3002: 3001: 2989: 2987: 2986: 2985: 2972: 2971: 2958: 2954: 2953: 2943: 2941: 2940: 2915: 2911: 2909: 2908: 2903: 2901: 2874: 2857: 2853: 2844: 2840: 2836: 2822: 2818: 2807: 2805: 2804: 2799: 2791: 2789: 2788: 2787: 2774: 2766: 2764: 2763: 2751: 2749: 2748: 2747: 2734: 2733: 2720: 2716: 2715: 2705: 2703: 2702: 2680: 2676: 2674: 2673: 2668: 2666: 2642: 2635:Summary of proof 2622: 2620: 2619: 2614: 2612: 2611: 2606: 2597: 2562: 2561: 2542: 2540: 2539: 2534: 2532: 2531: 2530: 2529: 2505: 2501: 2493: 2491: 2490: 2485: 2467: 2463: 2461: 2460: 2455: 2437: 2435: 2434: 2429: 2411: 2407: 2396: 2392: 2381: 2379: 2378: 2373: 2349: 2338: 2334: 2330: 2326: 2322: 2318: 2314: 2303: 2301: 2300: 2295: 2274: 2272: 2271: 2266: 2261: 2260: 2259: 2258: 2238: 2237: 2212: 2210: 2209: 2204: 2199: 2198: 2197: 2196: 2152: 2151: 2132: 2121: 2117: 2115: 2114: 2109: 2088: 2086: 2085: 2080: 2050: 2046: 2039: 2032: 2030: 2029: 2024: 2012: 2011: 1993: 1992: 1980: 1979: 1974: 1962: 1938: 1936: 1935: 1930: 1928: 1901: 1897: 1895: 1894: 1889: 1878: 1877: 1872: 1860: 1839: 1835: 1833: 1832: 1827: 1825: 1824: 1819: 1807: 1786: 1782: 1778: 1776: 1775: 1770: 1749: 1747: 1746: 1741: 1717: 1715: 1714: 1709: 1698: 1697: 1692: 1680: 1656: 1648: 1644: 1636: 1634: 1633: 1628: 1602: 1601: 1581: 1579: 1578: 1573: 1534: 1530: 1528: 1527: 1522: 1520: 1496: 1479: 1465: 1463: 1462: 1457: 1446: 1445: 1439: 1438: 1426: 1425: 1420: 1411: 1410: 1404: 1402: 1401: 1400: 1387: 1386: 1377: 1372: 1371: 1365: 1364: 1352: 1351: 1346: 1337: 1336: 1330: 1328: 1327: 1326: 1313: 1312: 1303: 1291: 1284: 1282: 1281: 1276: 1265: 1263: 1262: 1261: 1248: 1240: 1238: 1237: 1227: 1222: 1204: 1202: 1201: 1200: 1187: 1186: 1173: 1169: 1168: 1158: 1156: 1155: 1142: 1137: 1121: 1116: 1083: 1079: 1072: 1070: 1069: 1064: 1053: 1051: 1050: 1049: 1036: 1028: 1026: 1025: 1015: 1010: 992: 990: 989: 988: 975: 974: 961: 957: 956: 946: 944: 943: 930: 925: 909: 904: 876: 874: 873: 868: 857: 855: 854: 853: 840: 832: 830: 829: 819: 814: 796: 794: 793: 792: 779: 778: 765: 761: 760: 750: 748: 747: 734: 729: 713: 708: 680: 676: 672: 668: 660: 652: 650: 649: 644: 636: 635: 626: 625: 601: 600: 594: 593: 582: 578: 576: 575: 574: 561: 560: 551: 545: 544: 534: 529: 504: 500: 496: 492: 481: 470: 465:spectral theorem 462: 458: 451: 431: 427: 416: 412: 408: 401: 399: 398: 393: 385: 383: 382: 381: 368: 367: 354: 350: 349: 339: 337: 336: 323: 318: 302: 297: 272: 268: 262: 258: 223:In the field of 211: 207: 199: 195: 191: 187: 183: 172: 170: 169: 164: 156: 154: 153: 152: 139: 135: 134: 124: 119: 117: 116: 115: 102: 98: 97: 87: 75: 5301: 5300: 5296: 5295: 5294: 5292: 5291: 5290: 5266: 5265: 5249:Convex analysis 5243: 5163: 5147: 5144: 5109: 5096: 5091: 5086: 5085: 5076: 5072: 5065: 5052: 5051: 5047: 5042: 5025: 5009: 4993: 4982: 4974: 4970: 4966: 4933: 4929: 4921: 4909: 4872: 4858: 4854: 4840: 4839: 4824: 4777: 4776: 4769: 4763: 4759: 4755: 4751: 4747: 4714: 4708: 4700: 4699: 4669: 4661: 4660: 4656: 4652: 4648: 4645: 4636: 4628: 4624: 4621: 4613: 4610: 4602: 4598: 4594: 4590: 4586: 4582: 4570: 4566: 4562: 4558: 4554: 4550: 4546: 4537: 4533: 4529: 4496: 4492: 4484: 4472: 4435: 4421: 4417: 4403: 4402: 4387: 4340: 4339: 4332: 4326: 4322: 4318: 4314: 4311: 4302: 4294: 4290: 4287: 4279: 4276: 4268: 4264: 4260: 4256: 4252: 4248: 4241: 4232: 4228: 4225: 4219: 4216: 4210: 4206: 4203: 4197: 4193: 4133: 4116: 4076: 4014: 3972: 3943: 3894: 3890: 3876: 3866: 3844: 3822: 3818: 3810: 3798: 3761: 3747: 3743: 3729: 3728: 3713: 3666: 3665: 3655: 3641: 3634: 3630: 3616: 3609: 3605: 3595: 3591: 3581: 3566: 3556: 3552: 3545: 3541: 3505: 3494: 3477: 3467: 3445: 3415: 3414: 3407: 3404: 3398: 3387: 3383: 3376: 3365: 3362: 3356: 3352: 3349: 3340: 3336: 3333: 3327: 3323: 3319: 3315: 3283: 3271: 3257: 3235: 3212: 3200: 3186: 3164: 3154: 3153: 3146: 3131: 3127: 3112: 3108: 3089: 3082: 3072: 3068: 3054: 3017: 3013: 3005: 2993: 2977: 2963: 2959: 2945: 2944: 2929: 2924: 2923: 2913: 2880: 2879: 2869: 2859: 2855: 2852: 2846: 2842: 2838: 2824: 2820: 2816: 2779: 2775: 2767: 2755: 2739: 2725: 2721: 2707: 2706: 2691: 2686: 2685: 2681:. Suppose that 2678: 2645: 2644: 2640: 2637: 2632: 2601: 2553: 2548: 2547: 2521: 2516: 2511: 2510: 2503: 2499: 2470: 2469: 2468:is attained on 2465: 2440: 2439: 2414: 2413: 2409: 2406: 2398: 2394: 2391: 2383: 2352: 2351: 2348: 2340: 2336: 2332: 2328: 2324: 2320: 2316: 2313: 2305: 2280: 2279: 2250: 2245: 2229: 2221: 2220: 2188: 2183: 2143: 2138: 2137: 2131: 2123: 2122:, the function 2119: 2091: 2090: 2053: 2052: 2048: 2044: 2037: 1994: 1984: 1969: 1944: 1943: 1907: 1906: 1899: 1867: 1842: 1841: 1837: 1814: 1789: 1788: 1784: 1780: 1752: 1751: 1723: 1722: 1687: 1662: 1661: 1654: 1646: 1642: 1593: 1585: 1584: 1540: 1539: 1532: 1499: 1498: 1494: 1491: 1486: 1470: 1430: 1412: 1392: 1388: 1378: 1356: 1338: 1318: 1314: 1304: 1297: 1296: 1289: 1253: 1249: 1241: 1229: 1192: 1178: 1174: 1160: 1159: 1144: 1097: 1096: 1090: 1081: 1077: 1041: 1037: 1029: 1017: 980: 966: 962: 948: 947: 932: 885: 884: 845: 841: 833: 821: 784: 770: 766: 752: 751: 736: 689: 688: 678: 674: 670: 666: 658: 617: 566: 562: 552: 547: 546: 536: 510: 509: 502: 498: 494: 491: 483: 480: 472: 468: 460: 456: 450: 441: 433: 429: 426: 418: 414: 410: 406: 405:where for each 373: 359: 355: 341: 340: 325: 278: 277: 270: 264: 260: 256: 253: 248: 229:convex function 209: 205: 197: 193: 189: 185: 181: 144: 140: 126: 125: 107: 103: 89: 88: 81: 80: 62: 28: 17: 12: 11: 5: 5299: 5297: 5289: 5288: 5283: 5278: 5268: 5267: 5264: 5263: 5253: 5241: 5231: 5221: 5211: 5201: 5190: 5180: 5177: 5167: 5161: 5143: 5140: 5139: 5138: 5131: 5128: 5125: 5122: 5119: 5116: 5113: 5106: 5103: 5100: 5095: 5092: 5090: 5087: 5084: 5083: 5077:Chapter 32 of 5070: 5063: 5044: 5043: 5041: 5038: 5037: 5036: 5031: 5024: 5021: 4963: 4962: 4951: 4948: 4940: 4936: 4932: 4927: 4924: 4916: 4912: 4906: 4901: 4898: 4895: 4891: 4887: 4879: 4875: 4871: 4865: 4861: 4857: 4852: 4847: 4843: 4834: 4831: 4827: 4821: 4816: 4813: 4810: 4806: 4800: 4795: 4792: 4789: 4785: 4754:between 1 and 4732: 4727: 4721: 4717: 4712: 4684: 4679: 4676: 4672: 4641: 4632: 4617: 4606: 4597:between 1 and 4526: 4525: 4514: 4511: 4503: 4499: 4495: 4490: 4487: 4479: 4475: 4469: 4464: 4461: 4458: 4454: 4450: 4442: 4438: 4434: 4428: 4424: 4420: 4415: 4410: 4406: 4397: 4394: 4390: 4384: 4379: 4376: 4373: 4369: 4363: 4358: 4355: 4352: 4348: 4307: 4298: 4283: 4272: 4263:between 1 and 4240: 4237: 4223: 4214: 4201: 4187: 4186: 4175: 4171: 4165: 4158: 4149: 4145: 4140: 4136: 4130: 4123: 4119: 4113: 4108: 4105: 4102: 4098: 4094: 4091: 4086: 4083: 4079: 4073: 4068: 4065: 4062: 4058: 4054: 4051: 4046: 4039: 4030: 4026: 4021: 4017: 4011: 4004: 3997: 3988: 3984: 3979: 3975: 3969: 3964: 3961: 3958: 3953: 3950: 3946: 3940: 3935: 3932: 3929: 3925: 3919: 3914: 3911: 3908: 3904: 3900: 3897: 3893: 3885: 3880: 3869: 3865: 3862: 3858: 3854: 3851: 3847: 3843: 3840: 3837: 3829: 3825: 3821: 3816: 3813: 3805: 3801: 3795: 3790: 3787: 3784: 3780: 3776: 3768: 3764: 3760: 3754: 3750: 3746: 3741: 3736: 3732: 3723: 3720: 3716: 3710: 3705: 3702: 3699: 3695: 3689: 3684: 3681: 3678: 3674: 3589: 3538: 3537: 3526: 3521: 3512: 3508: 3504: 3501: 3497: 3493: 3486: 3481: 3470: 3466: 3463: 3459: 3455: 3452: 3448: 3442: 3437: 3434: 3431: 3428: 3425: 3422: 3402: 3360: 3348: 3345: 3331: 3312: 3311: 3296: 3290: 3286: 3282: 3279: 3275: 3269: 3264: 3260: 3256: 3253: 3250: 3247: 3244: 3241: 3238: 3232: 3225: 3219: 3215: 3211: 3208: 3204: 3198: 3193: 3189: 3185: 3182: 3179: 3176: 3173: 3170: 3167: 3161: 3086: 3085: 3080: 3051: 3050: 3049: 3038: 3035: 3032: 3024: 3020: 3016: 3011: 3008: 3000: 2996: 2992: 2984: 2980: 2976: 2970: 2966: 2962: 2957: 2952: 2948: 2939: 2936: 2932: 2918: 2917: 2900: 2896: 2893: 2890: 2887: 2876: 2867: 2850: 2809: 2808: 2797: 2794: 2786: 2782: 2778: 2773: 2770: 2762: 2758: 2754: 2746: 2742: 2738: 2732: 2728: 2724: 2719: 2714: 2710: 2701: 2698: 2694: 2665: 2661: 2658: 2655: 2652: 2636: 2633: 2631: 2628: 2624: 2623: 2610: 2605: 2600: 2596: 2592: 2589: 2586: 2583: 2580: 2577: 2574: 2571: 2568: 2565: 2560: 2556: 2528: 2524: 2519: 2483: 2480: 2477: 2453: 2450: 2447: 2427: 2424: 2421: 2402: 2387: 2371: 2368: 2365: 2362: 2359: 2344: 2309: 2293: 2290: 2287: 2276: 2275: 2264: 2257: 2253: 2248: 2244: 2241: 2236: 2232: 2228: 2214: 2213: 2202: 2195: 2191: 2186: 2182: 2179: 2176: 2173: 2170: 2167: 2164: 2161: 2158: 2155: 2150: 2146: 2127: 2107: 2104: 2101: 2098: 2078: 2075: 2072: 2069: 2066: 2063: 2060: 2034: 2033: 2022: 2019: 2016: 2010: 2007: 2004: 2001: 1997: 1991: 1987: 1983: 1978: 1973: 1968: 1965: 1961: 1957: 1954: 1951: 1927: 1923: 1920: 1917: 1914: 1887: 1884: 1881: 1876: 1871: 1866: 1863: 1859: 1855: 1852: 1849: 1823: 1818: 1813: 1810: 1806: 1802: 1799: 1796: 1768: 1765: 1762: 1759: 1739: 1736: 1733: 1730: 1719: 1718: 1707: 1704: 1701: 1696: 1691: 1686: 1683: 1679: 1675: 1672: 1669: 1639: 1638: 1626: 1623: 1620: 1617: 1614: 1611: 1608: 1605: 1600: 1596: 1592: 1582: 1571: 1568: 1565: 1562: 1559: 1556: 1553: 1550: 1547: 1519: 1515: 1512: 1509: 1506: 1490: 1487: 1485: 1482: 1467: 1466: 1455: 1452: 1449: 1444: 1437: 1433: 1429: 1424: 1419: 1416: 1409: 1399: 1395: 1391: 1385: 1381: 1375: 1370: 1363: 1359: 1355: 1350: 1345: 1342: 1335: 1325: 1321: 1317: 1311: 1307: 1286: 1285: 1274: 1271: 1268: 1260: 1256: 1252: 1247: 1244: 1236: 1232: 1226: 1221: 1218: 1215: 1211: 1207: 1199: 1195: 1191: 1185: 1181: 1177: 1172: 1167: 1163: 1154: 1151: 1147: 1141: 1136: 1133: 1130: 1126: 1120: 1115: 1112: 1109: 1105: 1089: 1086: 1074: 1073: 1062: 1059: 1056: 1048: 1044: 1040: 1035: 1032: 1024: 1020: 1014: 1009: 1006: 1003: 999: 995: 987: 983: 979: 973: 969: 965: 960: 955: 951: 942: 939: 935: 929: 924: 921: 918: 914: 908: 903: 900: 897: 893: 878: 877: 866: 863: 860: 852: 848: 844: 839: 836: 828: 824: 818: 813: 810: 807: 803: 799: 791: 787: 783: 777: 773: 769: 764: 759: 755: 746: 743: 739: 733: 728: 725: 722: 718: 712: 707: 704: 701: 697: 681:is maximized. 654: 653: 642: 639: 634: 629: 624: 620: 616: 613: 610: 607: 604: 599: 592: 589: 586: 581: 573: 569: 565: 559: 555: 549: 543: 539: 533: 528: 525: 522: 518: 487: 476: 446: 437: 422: 413:between 1 and 403: 402: 391: 388: 380: 376: 372: 366: 362: 358: 353: 348: 344: 335: 332: 328: 322: 317: 314: 311: 307: 301: 296: 293: 290: 286: 252: 249: 247: 244: 174: 173: 162: 159: 151: 147: 143: 138: 133: 129: 122: 114: 110: 106: 101: 96: 92: 15: 13: 10: 9: 6: 4: 3: 2: 5298: 5287: 5284: 5282: 5279: 5277: 5274: 5273: 5271: 5262: 5261:0-387-94259-9 5258: 5254: 5250: 5246: 5242: 5240: 5239:0-387-96068-6 5236: 5232: 5230: 5226: 5222: 5220: 5219:981-02-2883-X 5216: 5212: 5209: 5205: 5202: 5198: 5194: 5191: 5189: 5188:3-540-41160-7 5185: 5181: 5178: 5176: 5172: 5168: 5164: 5162:0-8218-0437-5 5158: 5154: 5150: 5146: 5145: 5141: 5136: 5132: 5129: 5126: 5123: 5120: 5117: 5114: 5107: 5104: 5101: 5098: 5097: 5093: 5088: 5080: 5074: 5071: 5066: 5060: 5056: 5049: 5046: 5039: 5035: 5032: 5030: 5027: 5026: 5022: 5020: 5016: 5012: 5007: 5001: 4997: 4989: 4985: 4978: 4949: 4946: 4938: 4934: 4925: 4914: 4910: 4904: 4899: 4896: 4893: 4889: 4885: 4877: 4873: 4863: 4859: 4850: 4845: 4832: 4829: 4825: 4819: 4814: 4811: 4808: 4804: 4798: 4793: 4790: 4787: 4783: 4775: 4774: 4773: 4766: 4730: 4719: 4715: 4682: 4677: 4674: 4670: 4644: 4640: 4635: 4631: 4620: 4616: 4609: 4605: 4578: 4574: 4541: 4512: 4509: 4501: 4497: 4488: 4477: 4473: 4467: 4462: 4459: 4456: 4452: 4448: 4440: 4436: 4426: 4422: 4413: 4408: 4395: 4392: 4388: 4382: 4377: 4374: 4371: 4367: 4361: 4356: 4353: 4350: 4346: 4338: 4337: 4336: 4329: 4310: 4306: 4301: 4297: 4286: 4282: 4275: 4271: 4244: 4238: 4236: 4222: 4213: 4200: 4190: 4173: 4169: 4156: 4147: 4143: 4138: 4134: 4121: 4117: 4111: 4106: 4103: 4100: 4096: 4092: 4089: 4084: 4081: 4077: 4071: 4066: 4063: 4060: 4056: 4052: 4049: 4037: 4028: 4024: 4019: 4015: 3995: 3986: 3982: 3977: 3973: 3959: 3951: 3948: 3944: 3938: 3933: 3930: 3927: 3923: 3917: 3912: 3909: 3906: 3902: 3898: 3895: 3891: 3883: 3867: 3863: 3860: 3852: 3849: 3845: 3841: 3838: 3835: 3827: 3823: 3814: 3803: 3799: 3793: 3788: 3785: 3782: 3778: 3774: 3766: 3762: 3752: 3748: 3739: 3734: 3721: 3718: 3714: 3708: 3703: 3700: 3697: 3693: 3687: 3682: 3679: 3676: 3672: 3664: 3663: 3662: 3659: 3652: 3648: 3644: 3637: 3627: 3623: 3619: 3612: 3602: 3598: 3588: 3584: 3577: 3573: 3569: 3563: 3559: 3548: 3524: 3510: 3506: 3502: 3499: 3495: 3491: 3484: 3468: 3464: 3461: 3453: 3450: 3446: 3435: 3432: 3426: 3420: 3413: 3412: 3411: 3401: 3394: 3390: 3380: 3372: 3368: 3359: 3346: 3344: 3330: 3288: 3284: 3280: 3277: 3262: 3258: 3251: 3248: 3242: 3236: 3230: 3217: 3213: 3209: 3206: 3191: 3187: 3180: 3177: 3171: 3165: 3159: 3152: 3151: 3150: 3142: 3138: 3134: 3123: 3119: 3115: 3104: 3100: 3096: 3092: 3079: 3075: 3065: 3061: 3057: 3052: 3036: 3033: 3030: 3022: 3018: 3009: 2998: 2994: 2990: 2982: 2978: 2968: 2964: 2955: 2950: 2937: 2934: 2930: 2922: 2921: 2920: 2919: 2888: 2885: 2877: 2873: 2866: 2862: 2849: 2835: 2831: 2827: 2814: 2813: 2812: 2795: 2792: 2784: 2780: 2771: 2760: 2756: 2752: 2744: 2740: 2730: 2726: 2717: 2712: 2699: 2696: 2692: 2684: 2683: 2682: 2656: 2653: 2650: 2634: 2629: 2627: 2608: 2598: 2590: 2587: 2581: 2575: 2572: 2566: 2558: 2554: 2546: 2545: 2544: 2526: 2522: 2517: 2507: 2497: 2481: 2478: 2451: 2448: 2425: 2422: 2405: 2401: 2390: 2386: 2369: 2366: 2360: 2357: 2347: 2343: 2312: 2308: 2291: 2288: 2285: 2262: 2255: 2251: 2246: 2242: 2239: 2234: 2230: 2219: 2218: 2217: 2200: 2193: 2189: 2184: 2180: 2177: 2171: 2165: 2162: 2156: 2148: 2144: 2136: 2135: 2134: 2130: 2126: 2105: 2102: 2099: 2076: 2073: 2067: 2061: 2041: 2020: 2017: 2014: 2005: 1999: 1995: 1989: 1985: 1981: 1976: 1966: 1963: 1955: 1952: 1942: 1941: 1940: 1918: 1915: 1912: 1903: 1885: 1882: 1879: 1874: 1864: 1861: 1853: 1850: 1821: 1811: 1808: 1800: 1797: 1766: 1763: 1760: 1757: 1737: 1734: 1731: 1705: 1702: 1699: 1694: 1684: 1681: 1673: 1670: 1660: 1659: 1658: 1651: 1624: 1621: 1618: 1612: 1603: 1598: 1583: 1569: 1566: 1560: 1551: 1548: 1538: 1537: 1536: 1510: 1507: 1504: 1488: 1483: 1481: 1478: 1474: 1453: 1450: 1447: 1435: 1431: 1427: 1422: 1417: 1414: 1397: 1393: 1383: 1373: 1361: 1357: 1353: 1348: 1343: 1340: 1323: 1319: 1309: 1295: 1294: 1293: 1272: 1269: 1266: 1258: 1254: 1245: 1234: 1230: 1224: 1219: 1216: 1213: 1209: 1205: 1197: 1193: 1183: 1179: 1170: 1165: 1152: 1149: 1145: 1139: 1134: 1131: 1128: 1124: 1118: 1113: 1110: 1107: 1103: 1095: 1094: 1093: 1087: 1085: 1060: 1057: 1054: 1046: 1042: 1033: 1022: 1018: 1012: 1007: 1004: 1001: 997: 993: 985: 981: 971: 967: 958: 953: 940: 937: 933: 927: 922: 919: 916: 912: 906: 901: 898: 895: 891: 883: 882: 881: 864: 861: 858: 850: 846: 837: 826: 822: 816: 811: 808: 805: 801: 797: 789: 785: 775: 771: 762: 757: 744: 741: 737: 731: 726: 723: 720: 716: 710: 705: 702: 699: 695: 687: 686: 685: 682: 663: 640: 637: 622: 618: 614: 611: 608: 602: 590: 587: 584: 579: 571: 567: 563: 557: 553: 541: 537: 531: 526: 523: 520: 516: 508: 507: 506: 490: 486: 479: 475: 466: 453: 449: 445: 440: 436: 425: 421: 389: 386: 378: 374: 364: 360: 351: 346: 333: 330: 326: 320: 315: 312: 309: 305: 299: 294: 291: 288: 284: 276: 275: 274: 267: 250: 245: 243: 241: 237: 234: 230: 226: 221: 219: 213: 203: 179: 160: 157: 149: 145: 136: 131: 120: 112: 108: 99: 94: 79: 78: 77: 73: 69: 65: 59: 55: 53: 49: 45: 41: 37: 33: 26: 22: 5248: 5152: 5073: 5054: 5048: 5014: 5010: 5005: 4999: 4995: 4987: 4983: 4980: 4964: 4768:function on 4764: 4642: 4638: 4633: 4629: 4618: 4614: 4607: 4603: 4580: 4575: 4543: 4527: 4331:function on 4327: 4308: 4304: 4299: 4295: 4284: 4280: 4273: 4269: 4246: 4242: 4220: 4211: 4198: 4191: 4188: 3660: 3650: 3646: 3642: 3635: 3625: 3621: 3617: 3610: 3600: 3596: 3586: 3582: 3575: 3571: 3567: 3561: 3557: 3546: 3539: 3399: 3392: 3388: 3378: 3370: 3366: 3357: 3350: 3328: 3313: 3140: 3136: 3132: 3121: 3117: 3113: 3102: 3098: 3094: 3090: 3087: 3077: 3073: 3063: 3059: 3055: 2871: 2864: 2860: 2847: 2833: 2829: 2825: 2810: 2638: 2625: 2508: 2495: 2494:This is the 2403: 2399: 2388: 2384: 2345: 2341: 2310: 2306: 2277: 2215: 2128: 2124: 2042: 2035: 1904: 1720: 1652: 1640: 1492: 1476: 1472: 1468: 1287: 1091: 1080:rather than 1075: 879: 683: 664: 655: 488: 484: 477: 473: 454: 447: 443: 438: 434: 423: 419: 404: 269:function on 265: 254: 222: 214: 201: 177: 175: 71: 67: 63: 60: 56: 51: 47: 46:satisfy the 43: 39: 29: 5079:Rockafellar 5013:″ - 2 4986:″ + 2 4589:. For each 4255:. For each 2133:defined by 5270:Categories 5089:References 4772:such that 4335:such that 3640:such that 3615:such that 3555:, one has 2408:, for any 497:from 1 to 273:such that 236:convex set 76:such that 5142:Textbooks 4947:≥ 4931:∂ 4923:∂ 4890:∑ 4870:∂ 4856:∂ 4842:∂ 4805:∑ 4784:∑ 4750:for each 4731:λ 4683:λ 4510:≥ 4494:∂ 4486:∂ 4453:∑ 4433:∂ 4419:∂ 4405:∂ 4368:∑ 4347:∑ 4144:− 4097:∑ 4090:− 4057:∑ 4050:− 4025:− 3983:− 3924:∑ 3903:∑ 3899:α 3864:− 3853:α 3850:− 3842:α 3839:ε 3820:∂ 3812:∂ 3779:∑ 3759:∂ 3745:∂ 3731:∂ 3694:∑ 3673:∑ 3503:α 3500:− 3492:− 3465:− 3454:α 3451:− 3436:ε 3281:− 3249:− 3231:≥ 3210:− 3178:− 3160:− 3031:≥ 3015:∂ 3007:∂ 2975:∂ 2961:∂ 2947:∂ 2895:→ 2892:Ω 2793:≥ 2777:∂ 2769:∂ 2737:∂ 2723:∂ 2709:∂ 2660:→ 2476:∂ 2446:∂ 2420:∂ 2364:∂ 2361:∪ 2227:Δ 2097:Δ 2074:≤ 2059:Δ 1986:∫ 1956:− 1950:Δ 1922:→ 1880:− 1848:Δ 1795:Δ 1735:≤ 1729:Δ 1668:Δ 1619:≤ 1595:∇ 1514:→ 1448:≤ 1428:− 1415:− 1390:∂ 1380:∂ 1354:− 1341:− 1316:∂ 1306:∂ 1267:≤ 1251:∂ 1243:∂ 1210:∑ 1190:∂ 1176:∂ 1162:∂ 1125:∑ 1104:∑ 1055:≥ 1039:∂ 1031:∂ 998:∑ 978:∂ 964:∂ 950:∂ 913:∑ 892:∑ 843:∂ 835:∂ 802:∑ 782:∂ 768:∂ 754:∂ 717:∑ 696:∑ 538:λ 517:∑ 371:∂ 357:∂ 343:∂ 306:∑ 285:∑ 246:Intuition 142:∂ 128:∂ 105:∂ 91:∂ 5247:(1970). 5023:See also 3629:. Since 3314:for all 2916:and with 2837:for all 2412:, is on 669:), that 240:boundary 218:gradient 212:itself. 5081:(1970). 4969:, then 4532:, then 2832:) < 233:compact 5259:  5237:  5227:  5217:  5186:  5173:  5159:  5061:  4601:, let 4267:, let 3638:> 0 3613:> 0 3397:; let 2051:where 677:where 493:, for 200:. The 38:, the 5040:Notes 4758:. If 4627:with 4293:with 3624:< 3599:< 3592:) = 0 3347:Proof 3111:with 3105:) ≥ 0 3088:Then 3083:) = 0 3071:with 2858:with 2304:then 432:with 263:be a 231:on a 5257:ISBN 5235:ISBN 5225:ISBN 5215:ISBN 5184:ISBN 5171:ISBN 5157:ISBN 5059:ISBN 4698:and 4657:λ(x) 4612:and 4593:and 4581:Let 4278:and 4259:and 4247:Let 2870:) = 2639:Let 2339:and 2289:> 1750:and 1493:Let 1078:> 409:and 176:The 34:and 5200:pp. 5017:= 0 5002:= 0 4990:= 0 4965:on 4651:in 4569:in 4528:on 4317:in 4209:at 4196:at 3578:≤ 0 3549:= 0 3339:on 3318:in 3145:on 3143:≤ 0 3124:≤ 0 3107:on 2819:of 459:in 5272:: 5206:; 5000:cu 4998:+ 4643:ji 4637:= 4634:ij 4608:ij 4573:. 4309:ji 4303:= 4300:ij 4274:ij 4235:. 3658:. 3649:≤ 3645:+ 3620:+ 3574:− 3570:+ 3560:≤ 3139:− 3135:+ 3120:− 3116:+ 3101:− 3097:+ 3062:≤ 3058:+ 2796:0. 641:0. 452:. 448:ji 442:= 439:ij 424:ij 417:, 242:. 161:0. 54:. 5165:. 5137:) 5110:R 5067:. 5015:y 5011:y 5006:c 4996:u 4994:Δ 4988:y 4984:y 4977:. 4975:M 4971:u 4967:M 4950:0 4939:i 4935:x 4926:u 4915:i 4911:b 4905:n 4900:1 4897:= 4894:i 4886:+ 4878:j 4874:x 4864:i 4860:x 4851:u 4846:2 4833:j 4830:i 4826:a 4820:n 4815:1 4812:= 4809:j 4799:n 4794:1 4791:= 4788:i 4770:M 4765:C 4760:u 4756:n 4752:i 4748:M 4726:| 4720:i 4716:b 4711:| 4678:i 4675:i 4671:a 4653:M 4649:x 4639:a 4630:a 4625:M 4619:i 4615:b 4604:a 4599:n 4595:j 4591:i 4587:ℝ 4583:M 4571:M 4567:x 4563:λ 4559:α 4555:λ 4551:x 4547:λ 4540:. 4538:M 4534:u 4530:M 4513:0 4502:i 4498:x 4489:u 4478:i 4474:b 4468:n 4463:1 4460:= 4457:i 4449:+ 4441:j 4437:x 4427:i 4423:x 4414:u 4409:2 4396:j 4393:i 4389:a 4383:n 4378:1 4375:= 4372:j 4362:n 4357:1 4354:= 4351:i 4333:M 4328:C 4323:u 4319:M 4315:x 4305:a 4296:a 4291:M 4285:i 4281:b 4270:a 4265:n 4261:j 4257:i 4253:ℝ 4249:M 4233:M 4229:u 4224:0 4221:x 4215:0 4212:x 4207:u 4202:0 4199:x 4194:h 4174:. 4170:) 4164:) 4157:i 4152:c 4148:x 4139:i 4135:x 4129:( 4122:i 4118:b 4112:n 4107:1 4104:= 4101:i 4093:2 4085:i 4082:i 4078:a 4072:n 4067:1 4064:= 4061:i 4053:2 4045:) 4038:j 4033:c 4029:x 4020:j 4016:x 4010:( 4003:) 3996:i 3991:c 3987:x 3978:i 3974:x 3968:( 3963:) 3960:x 3957:( 3952:j 3949:i 3945:a 3939:n 3934:1 3931:= 3928:j 3918:n 3913:1 3910:= 3907:i 3896:4 3892:( 3884:2 3879:| 3872:c 3868:x 3861:x 3857:| 3846:e 3836:= 3828:i 3824:x 3815:h 3804:i 3800:b 3794:n 3789:1 3786:= 3783:i 3775:+ 3767:j 3763:x 3753:i 3749:x 3740:h 3735:2 3722:j 3719:i 3715:a 3709:n 3704:1 3701:= 3698:j 3688:n 3683:1 3680:= 3677:i 3656:Ω 3651:C 3647:h 3643:u 3636:ε 3631:h 3626:C 3622:δ 3618:u 3611:δ 3606:u 3601:C 3597:u 3590:0 3587:x 3585:( 3583:h 3576:C 3572:h 3568:u 3562:C 3558:u 3553:R 3547:h 3542:Ω 3525:. 3520:) 3511:2 3507:R 3496:e 3485:2 3480:| 3473:c 3469:x 3462:x 3458:| 3447:e 3441:( 3433:= 3430:) 3427:x 3424:( 3421:h 3408:ρ 3403:0 3400:x 3395:) 3393:C 3391:( 3389:u 3384:R 3379:M 3377:∂ 3373:) 3371:C 3369:( 3367:u 3361:c 3358:x 3353:Ω 3341:M 3337:u 3332:0 3329:x 3324:h 3320:Ω 3316:x 3295:| 3289:0 3285:x 3278:x 3274:| 3268:) 3263:0 3259:x 3255:( 3252:h 3246:) 3243:x 3240:( 3237:h 3224:| 3218:0 3214:x 3207:x 3203:| 3197:) 3192:0 3188:x 3184:( 3181:u 3175:) 3172:x 3169:( 3166:u 3147:Ω 3141:C 3137:h 3133:u 3128:Ω 3122:C 3118:h 3114:u 3109:Ω 3103:C 3099:h 3095:u 3093:( 3091:L 3081:0 3078:x 3076:( 3074:h 3069:Ω 3064:C 3060:h 3056:u 3037:, 3034:0 3023:i 3019:x 3010:h 2999:i 2995:b 2991:+ 2983:j 2979:x 2969:i 2965:x 2956:h 2951:2 2938:j 2935:i 2931:a 2914:Ω 2899:R 2889:: 2886:h 2875:. 2872:C 2868:0 2865:x 2863:( 2861:u 2856:Ω 2851:0 2848:x 2843:Ω 2839:x 2834:C 2830:x 2828:( 2826:u 2821:M 2817:Ω 2785:i 2781:x 2772:u 2761:i 2757:b 2753:+ 2745:j 2741:x 2731:i 2727:x 2718:u 2713:2 2700:j 2697:i 2693:a 2679:C 2664:R 2657:M 2654:: 2651:u 2641:M 2609:2 2604:| 2599:x 2595:| 2591:s 2588:+ 2585:) 2582:x 2579:( 2576:u 2573:= 2570:) 2567:x 2564:( 2559:s 2555:u 2527:1 2523:x 2518:e 2504:M 2500:u 2482:. 2479:M 2466:u 2452:, 2449:M 2426:. 2423:M 2410:s 2404:s 2400:u 2395:M 2389:s 2385:u 2370:. 2367:M 2358:M 2346:s 2342:u 2337:u 2333:u 2329:M 2325:M 2321:u 2317:s 2311:s 2307:u 2292:0 2286:s 2263:. 2256:1 2252:x 2247:e 2243:s 2240:= 2235:s 2231:u 2201:. 2194:1 2190:x 2185:e 2181:s 2178:+ 2175:) 2172:x 2169:( 2166:u 2163:= 2160:) 2157:x 2154:( 2149:s 2145:u 2129:s 2125:u 2120:s 2106:0 2103:= 2100:u 2077:0 2071:) 2068:p 2065:( 2062:u 2049:p 2045:u 2038:u 2021:, 2018:x 2015:d 2009:) 2006:x 2003:( 2000:u 1996:e 1990:M 1982:= 1977:4 1972:| 1967:u 1964:d 1960:| 1953:u 1926:R 1919:M 1916:: 1913:u 1900:u 1886:, 1883:2 1875:2 1870:| 1865:u 1862:d 1858:| 1854:= 1851:u 1838:u 1822:2 1817:| 1812:u 1809:d 1805:| 1801:= 1798:u 1785:u 1781:u 1767:0 1764:= 1761:u 1758:d 1738:0 1732:u 1706:, 1703:2 1700:+ 1695:2 1690:| 1685:u 1682:d 1678:| 1674:= 1671:u 1655:u 1647:u 1643:u 1625:, 1622:0 1616:) 1613:p 1610:( 1607:) 1604:u 1599:2 1591:( 1570:0 1567:= 1564:) 1561:p 1558:( 1555:) 1552:u 1549:d 1546:( 1533:p 1518:R 1511:M 1508:: 1505:u 1495:M 1477:y 1475:− 1473:x 1471:− 1454:, 1451:0 1443:) 1436:2 1432:y 1423:2 1418:x 1408:( 1398:2 1394:y 1384:2 1374:+ 1369:) 1362:2 1358:y 1349:2 1344:x 1334:( 1324:2 1320:x 1310:2 1290:u 1273:, 1270:0 1259:i 1255:x 1246:u 1235:i 1231:b 1225:n 1220:1 1217:= 1214:i 1206:+ 1198:j 1194:x 1184:i 1180:x 1171:u 1166:2 1153:j 1150:i 1146:a 1140:n 1135:1 1132:= 1129:j 1119:n 1114:1 1111:= 1108:i 1082:≥ 1061:, 1058:0 1047:i 1043:x 1034:u 1023:i 1019:b 1013:n 1008:1 1005:= 1002:i 994:+ 986:j 982:x 972:i 968:x 959:u 954:2 941:j 938:i 934:a 928:n 923:1 920:= 917:j 907:n 902:1 899:= 896:i 865:, 862:0 859:= 851:i 847:x 838:u 827:i 823:b 817:n 812:1 809:= 806:i 798:+ 790:j 786:x 776:i 772:x 763:u 758:2 745:j 742:i 738:a 732:n 727:1 724:= 721:j 711:n 706:1 703:= 700:i 679:u 675:M 671:u 667:a 659:u 638:= 633:) 628:) 623:i 619:v 615:t 612:+ 609:x 606:( 603:u 598:( 591:0 588:= 585:t 580:| 572:2 568:t 564:d 558:2 554:d 542:i 532:n 527:1 524:= 521:i 503:x 499:n 495:i 489:i 485:v 478:i 474:λ 469:ℝ 461:M 457:x 444:a 435:a 430:M 420:a 415:n 411:j 407:i 390:0 387:= 379:j 375:x 365:i 361:x 352:u 347:2 334:j 331:i 327:a 321:n 316:1 313:= 310:j 300:n 295:1 292:= 289:i 271:M 266:C 261:u 257:M 210:M 206:u 198:M 194:M 190:u 186:u 182:M 158:= 150:2 146:y 137:u 132:2 121:+ 113:2 109:x 100:u 95:2 74:) 72:y 70:, 68:x 66:( 64:u 52:D 44:D 27:.

Index

Pontryagin's maximum principle
Maximum modulus principle
differential equations
geometric analysis
gradient
convex optimization
convex function
compact
convex set
boundary
spectral theorem
Maximum modulus principle
Hopf maximum principle
ISBN
978-3-540-96068-3
Rockafellar
https://www.worldcat.org/title/on-the-maximum-principle-of-optimal-control-in-economic-processes/oclc/23714026
Caffarelli, Luis A.
ISBN
0-8218-0437-5
ISBN
978-0-8218-4974-3
ISBN
3-540-41160-7
Ladyženskaja, O. A.
Uralʹceva, N. N.
Ladyzhenskaya, Olga A.
Ural'tseva, Nina N.
ISBN
981-02-2883-X

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