Solution

ID: past-exam-of-the-mathematics-course-of-the-university-of-cambridge/2015/iii/paper-9/2/a/solution

For a bounded domain, the nondivergence-form elliptic operator obeys the weak maximum principle: and imply
Here . Boundedness of is needed for this formulation: it is not explicitly imposed in this question. On an unbounded domain one needs an appropriate condition at infinity instead. Without either condition the claim is false, as and on the half-space show.
For the bounded-domain proof choose so large that . The positive exponential then satisfies
Let , and . If had a value greater than , it would attain a positive maximum at an interior point. There its gradient vanishes and its Hessian matrix is negative semidefinite. The symmetric part of is positive-definite by uniform ellipticity, so ; also . Hence , contradicting . Thus . Letting proves the weak maximum principle, without requiring continuity of the coefficients.
For example, the unbounded-domain version follows by exhausting the domain with bounded truncations if : the added spherical boundaries then have supremum at most .

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