96 4. MAXIMUM PRINCIPLES
THEOREM 4.4 (scalar maximum principle, fourth version: ODE gives
pointwise bounds for PDE). Let u : Mn x [0, T) ---+ IR be a C^2 supersolution
to (4.5) on a closed manifold. Suppose there exists C1 E IR such that that
u (x, 0) 2 C 1 for all x E Mn, and let <pi be the solution to the associated
ordinary differential equation
d<p1 = F ( )
dt <pi
satisfyingThenu(x,t) 2 <p1(t)
for all x E Mn and t E [O, T) such that <p1 (t) exists.
Similarly, suppose that u is a subsolution to (4.4) and u (x, 0) ~ C2 for all
x E M. Let <p2 (t) be the solution to the initial value problemd<p2 = F ( )
dt <p^2
<p2 (0) = C2.
Then
u (x, t) ~ <p2(t)
for all x E Mn and t E [O, T) such that <p2 (t) exists.PROOF. We will just prove the lower bound, since the upper bound is
similar. We compute that
a
at (u - <p1) 2 ~ (u - <p1) + (X, \7 (u - <p1)) + F (u) - F (<p1).The assumptions on the initial data imply that u - <p1 2 0 at t = 0. We
claim that u - <p 1 2 0 for all t E [O, T). To prove the claim, let T E (0, T)be given. Since Mn is compact, there exists a constant Cr < oo such that
lu (x, t)I ~CT and l<p1 (t)I ~CT for all (x, t) E Mn x [O, T]. Since Fis locally
Lipschitz, there exists a constant LT < oo such that
IF ( v) - F ( w) I ~ LT Iv - w I
for all v, w E [-CT, CT]· Hence we have
a
at ( u - <p1) 2 ~ ( u - <p1) + ( x' \7 ( u - <p1)) - LT sgn ( u - <p1). ( u - <p1)on Mn x [0,T], where sgn(-) E {-1,0,1} denotes the signum function.
Applying Proposition 4.3 with /3 ~-LT sgn (u - <p1), we obtain
u - <p1 2 0
on Mn x [O, T]. This proves the claim. The theorem follows, since TE (0, T)
was arbitrary. DREMARK 4.5. In what follows, we shall freely apply Theorem 4.4 without
explicit reference by simply invoking the (parabolic} maximum principle.