advanced33 min studyLesson 399 in Mathematics

Harnack inequality and positive solutions

Compare interior values of a nonnegative homogeneous solution and identify the roles of positivity, scale, and source terms.

On this page

What you’ll understand

  • State an interior Harnack inequality for nonnegative weak solutions with measurable coefficients.
  • Explain why interior overlap chains propagate positivity without controlling an arbitrary boundary approach.
  • Construct an inhomogeneous example showing why the homogeneous hypothesis matters.

The maximum principle controls a solution using boundary information. Harnack's inequality compares different interior values of one nonnegative homogeneous solution, even without knowing its boundary values. A positive peak cannot sit beside an arbitrarily deep interior trough when the equation is uniformly elliptic on a surrounding ball. The surrounding region, the sign of the solution, and the absence of a source are essential. We state one precise divergence-form theorem rather than silently extending its constant to every equation with lower-order terms.

A local ratio bound has a surrounding buffer

Let A be real symmetric, bounded measurable and uniformly elliptic on a ball of radius two R. Let u be a nonnegative H-one-local weak solution of minus divergence of A gradient u equals zero there. The interior Harnack inequality bounds the essential supremum on the concentric radius-R ball by a constant times the essential infimum on that ball. The constant depends on dimension and ellipticity bounds, and the fixed ratio of the two radii; it does not depend on the size of u.

Essential extrema are the appropriate starting language for weak functions defined only almost everywhere. De Giorgi–Nash–Moser theory also supplies a locally Hölder-continuous representative for this scalar homogeneous divergence equation with measurable coefficients. With that representative, the same inequality becomes a pointwise interior comparison. This conclusion does not upgrade a rough coefficient field to differentiability or promise continuous gradients. A weak solution can have substantially less derivative regularity than a harmonic function with constant coefficients.

ess sup⁡BRu≤C(n,λ,Λ)ess inf⁡BRu,−div⁡(A∇u)=0 in B2R,u≥0\operatorname*{ess\,sup}_{B_R}u\leq C(n,\lambda,\Lambda)\operatorname*{ess\,inf}_{B_R}u,\qquad -\operatorname{div}(A\nabla u)=0\ \text{in }B_{2R},\quad u\geq0
Assume a scalar H¹loc weak solution and bounded measurable symmetric uniformly elliptic coefficients on the larger ball. The displayed radius ratio is fixed at two; changing it changes the admissible constant.↔ Scroll wide equations horizontally.

Energy and iteration connect upper and lower values

For harmonic functions the mean-value property provides a direct route to local comparison. With measurable coefficients there is generally no ordinary spherical mean-value formula. Moser's approach instead tests with cutoff-weighted powers, uses energy and Sobolev inequalities, and iterates integrability bounds. Positive and negative powers address opposite sides of the comparison. Replacing u by u plus a small positive number permits the negative-power steps before taking a limit. This describes the strategy rather than supplying the full proof and all exponent choices.

Overlapping interior balls transmit the ratio estimate along a finite path in a connected domain. This gives a constant depending on the chain, not a universal comparison for points arbitrarily near every boundary feature. Together with the continuous representative, the inequality shows that a nonnegative homogeneous solution which vanishes at an interior point must vanish on that ball and then throughout its connected component. The conclusion uses nonnegativity: sign-changing harmonic functions can certainly vanish without being identically zero.

u≥0,Lu=0,u(x0)=0 at an interior point⟹u≡0 on the connected componentu\geq0,\quad Lu=0,\quad u(x_0)=0\ \text{at an interior point}\quad\Longrightarrow\quad u\equiv0\ \text{on the connected component}
This positivity alternative follows from the stated Harnack setting and its continuous representative, then overlapping interior balls. It is not a uniqueness statement for sign-changing homogeneous solutions.↔ Scroll wide equations horizontally.

Sources and boundary approaches need different bounds

A nonzero source can create an interior minimum even for a strictly positive function, so a homogeneous ratio bound need not survive. Inhomogeneous Harnack estimates include an additive source contribution in an appropriate scaled norm and impose suitable integrability assumptions. One cannot absorb that contribution into a universal multiplicative constant when the minimum approaches zero. The example in the practice question isolates this failure while preserving smoothness and the ordinary Laplacian.

Nor is a global supremum-to-infimum ratio independent of distance to the boundary. A positive harmonic function may approach zero at one boundary point and remain large elsewhere. Interior balls avoid that conflict by staying inside a larger region where the equation is known. This makes Harnack useful for compact interior subsets, local positivity, and oscillation control, while boundary Harnack principles form a different theory with their own domain and vanishing-boundary hypotheses.

Compute the role of the radius ratio

Take u(x)=2+x₁ on the open ball B₂ in any dimension. Verify positivity and harmonicity, then compute its supremum-to-infimum ratio on B₁ and on B₃ᐟ₂.

  1. Every second derivative vanishes, so u is harmonic. In B₂ one has −2<x₁<2, hence u>0. The function approaches zero only at an outer boundary point, which does not contradict interior positivity.

  2. On B₁ the infimum is one and the supremum is three, giving ratio three. The extrema are understood as infimum and supremum on the open ball; they need not be attained at an interior point.

  3. On B₃ᐟ₂ the infimum is one half and the supremum is seven halves, giving ratio seven. The larger comparison set leaves a smaller buffer to the boundary of B₂, so a different geometric constant is needed. As the inner radius approaches two, this example's ratio diverges.

The result

Harnack's interior constant depends on the available surrounding region. Positivity alone does not supply a boundary-independent global ratio.

Explore the model

Interactive lab

Interactive lab · function

An interior minimum can signal a source

Pause, Reset, then set a=1 and x=0. Predict a zero slope and zero value; repeat from Reset with both a=1 and x=1 to see value one. Adding a small positive constant would make the profile positive without changing its second derivative. The instrument itself has no offset control and does not solve a homogeneous elliptic equation for a≠0; its nonzero curvature is the source mechanism in the practice example.

An interior minimum can signal a sourceThis lab uses only y = ax². Playback traces the curve within the fixed integration interval from 0 to x; it does not estimate numerical error or change the chosen point. Current readings: y at chosen x: 0.608; Tangent slope · 2ax: 1.35; Signed area · ax³/3: 0.182. All parameters are adjustable with the labeled controls below.−2.4−1.201.22.4−9−4.504.59xy(x, ax²)
y = ax²TangentSigned integral
y at chosen x
0.608
Tangent slope · 2ax
1.35
Signed area · ax³/3
0.182
t = 0 s

This lab uses only y = ax². Playback traces the curve within the fixed integration interval from 0 to x; it does not estimate numerical error or change the chosen point. Parameter changes pause playback and recompute the model at the current elapsed time. Reset restores both parameters and returns time to zero. Playback starts paused. Adjust either parameter, then choose Play or Step.

Look forA positive profile with a deep trough is not evidence against homogeneous Harnack when its equation has a nonzero source.

Check your understanding

In the stated homogeneous Harnack setting on a connected domain, what follows if a nonnegative continuous representative vanishes at one interior point?

Try it yourself

On B₂⊂Rⁿ let u_ε=ε+|x|² for ε>0. Compute its source for −Δ, its infimum and supremum on B₁, and explain why no homogeneous ratio constant independent of ε can apply.

Take a moment to make a prediction or work it out on paper. Open a hint when you need one.

Give me a hint

The Laplacian of |x|² is 2n, while the minimum remains ε at the origin.

Compare with the solution

One has −Δuε=−2n-\Delta u_\varepsilon=-2n, so the equation is inhomogeneous. On B₁ the infimum is ε and supremum is ε+1, giving ratio 1+1/ε1+1/\varepsilon. This diverges as ε tends to zero even though the source stays fixed and the functions are smooth and positive. There is no contradiction: the homogeneous equation hypothesis fails, and an inhomogeneous estimate needs an additive source term rather than the same pure ratio bound.

Take it with you

  • Harnack compares nonnegative homogeneous solutions inside a controlled surrounding region.
  • Measurable coefficients permit Hölder continuity of scalar solutions without granting smooth gradients.
  • Nonzero sources and boundary comparisons require different quantitative statements.

Read further

Original sources and deeper explanations to follow at your own pace.

Optional progress, saved in this browser when available. Revisit any lesson at any time.

Lesson not marked complete.