For the sharp energy estimate, stays uniform while the available bound diverges as when . If the coarser estimate is used for the first part, both displayed bounds diverge, but the first divergence is only an artifact of discarding an exact cancellation.
The method of characteristics explains why uniform control of the gradient cannot generally persist for the inviscid scalar conservation law. Before characteristic crossing, with initial data ,
If somewhere, the denominator reaches zero in finite positive time. The solution steepens and the smooth description breaks down; an entropy solution can subsequently contain shocks. Positive viscosity replaces such a discontinuity by a thin smooth layer, which can have large gradient even while its norm remains controlled. The divergent bound does not assert that every flux and every initial datum form a shock; a linear flux, for example, has no such steepening.
A one-dimensional Sobolev representative is absolutely continuous. For , the fundamental theorem of calculus and Holder inequality give
Thus has a representative in . The qualification about representatives matters because a Sobolev space element is an almost-everywhere equivalence class.
In two dimensions, the Sobolev fundamental theorem of calculus on lines and Fubini's theorem imply that almost every horizontal and vertical slice belongs to and has this one-dimensional Hölder continuity. The slice seminorm depends on the slice; this does not give one uniform pointwise estimate on the square. For , Morrey's inequality additionally gives a globally Hölder continuous representative of exponent . For , global continuity need not hold. For example, with a smooth cutoff around an interior point, lies in when , but is unbounded. At , the cutoff version of is unbounded while its gradient has finite squared integral, since
These examples distinguish Sobolev slicing and planar continuity from a false two-dimensional application of the interval exponent.
Put . A BV space is a function whose distributional derivative is a finite vector-valued Radon measure. Equivalently its total variation seminorm is finite:
The BV space has norm . For , integration by parts against the compactly supported field gives . Conversely the measurable choice on nonzero gradients attains the pointwise bound. Approximating this bounded field by smooth fields, using interior cutoffs and the finite measure , justifies the supremum and gives
It is a norm of the derivative measure, rather than a pointwise derivative at jump discontinuities.
There is a genuine mismatch in the printed definition of the next functional. Its constraints on and are independent. Hence its stated supremum, denoted , separates as
The scalar supremum is , by cutoffs approaching one, and the vector supremum is the variation. For an affine image signal with , this gives , whereas the displayed square-root area would give . The intended relaxed graph-area functional instead uses the coupled pointwise constraint , giving
where is the singular part of . Both readings have a minimizer, but their equations are different.
Here is the direct method in the calculus of variations for either reading. Let be the literal or the corrected , and define the energy on , assigning infinity elsewhere. A minimizing sequence has bounded energy by comparison with . Both , so its variation is bounded, and the fidelity bounds , hence also and . By bounded-variation compactness, a subsequence converges strongly in to , and after another subsequence almost everywhere. Fatou's lemma proves
The regularizer is a supremum of affine functionals continuous in , since the test-field divergence is bounded. It is therefore lower semicontinuous. Combining the two lower bounds proves existence of a minimizer. In fact the convex regularizer and the strictly convex squared fidelity make the minimizer unique up to null sets. This does not assert that the minimizer must belong to .
For the intended graph area, conditionally assume that the minimizer is in . For , differentiate at . The derivative of the integrand is bounded by , so dominated convergence applies. The weak equation is
that is,
This is the graph-area Euler-Lagrange equation. Compactly supported variations impose no boundary condition in this statement.
For the literal printed supremum, the constant drops out and one obtains total variation denoising. Its total variation calibration form is
The distributional equation means . In particular wherever the gradient is nonzero; writing this quotient without handling zero gradients would be incomplete. Formally the one-sided derivative of is
Minimality in the directions and bounds the remaining linear functional by the second integral. The Hahn-Banach theorem extends it on that zero-gradient set to a bounded vector field of magnitude at most one, furnishing and the displayed weak equation. Thus the literal definition has a nonsmooth subgradient equation, not the square-root equation above.
Interpret the printed Euclidean norm literally on the full vector array . It is a single global norm, not the sum of pixelwise gradient lengths in discrete isotropic total variation. Set and let be its exact adjoint operator for the chosen difference and boundary conventions. The closed dual ball and its image signal are
The set is nonempty, convex and compact, hence closed, because it is a linear image signal of a compact ball in finite dimensions. Euclidean norm duality gives
the support function of .
The metric projection onto a closed convex set uniquely minimizes over . Its variational characterization of convex projection says
Put . This inequality says precisely that . For any , the primal energy satisfies
Completing the square shows that the right side is uniquely minimized by . At that point the inequality is equality, so
This also follows from the proximal operator of a support function and Moreau decomposition: the convex conjugate of is the indicator functional of a constraint set for . The squared fidelity is strictly convex and coercive, so the primal minimizer exists and is unique.
The convex projection in this formula is the removed component , not generally itself. A metric convex projection onto one fixed closed convex set is idempotent. On a right singular vector direction with positive singular value of any nonzero , this denoising map reduces to soft thresholding with a positive threshold, and applying it twice shrinks again. It therefore cannot be such a convex projection for all data. This qualifies the printed convex projection wording while giving the required global gradient-norm projection residual.
Compute by solving the convex dual least-squares problem
Its gradient is and has Lipschitz constant . Projected gradient descent gives
For fixed , the finite-dimensional projected-gradient convergence theorem ensures that converges to a dual minimizer. Reconstruct ; its limit is the unique primal solution even if dual minimizers are nonunique. If , the primal solution is simply and no iteration is needed. For unit-grid forward differences with periodic or zero-difference boundaries, , so is sufficient. Grid-spacing factors or other boundary stencils change this bound.
The normalization here is global. If a pixelwise sum of gradient lengths had instead been intended, the dual feasible set would be a product of pixelwise balls and convex projection would normalize each block separately; it is a different regularizer and should not be silently substituted.
For the discrete Hessian-norm denoising variant, write and use
This is again a compact convex image signal of a Euclidean ball, now under the second-difference adjoint. In suitable conventions is a discrete double divergence, but its exact boundary adjoint is what defines the set. It lies in , so components in are preserved by denoising. Interior second derivatives annihilate affine image signals; whether all such image signals remain in the kernel depends on the boundary convention. With a pixelwise Hessian norm, the corresponding balls would instead be four-component blocks.
A rigorous Mumford–Shah functional permits nonsmooth image signals and free discontinuities. One classical admissible class consists of relatively closed countably rectifiable sets with finite Hausdorff measure , and with finite energy. No exterior boundary values are prescribed. For an existence argument, use the equivalent relaxed class
A special bounded-variation space excludes the Cantor part of a bounded-variation derivative of the derivative: . The jump set of a bounded-variation function is the relaxed image edge set. Clipping to decreases squared fidelity, does not increase the gradient term, and does not create jumps, so this bound loses no minimizers.
Take a minimizing sequence and compare with a constant image signal. Its gradient norms and jump lengths are bounded. Also
so the sequence is bounded in . The SBV compactness theorem for bounded values, superlinear gradient growth and bounded jump measure yields an limit in , weak convergence of gradients in , and lower semicontinuity of both the Dirichlet term and the jump measure. The uniform value bound upgrades convergence to , so fidelity converges. This proves existence of a relaxed minimizer. Essential closedness of Mumford–Shah jump sets then supplies a relatively closed representative , without added length, and . This completes the outline for the classical pair problem. Arbitrary Hausdorff convergence of image edge sets alone is not an adequate substitute for these compactness and regularity results. No uniqueness is claimed for segmentation.
As with fixed, bounded energy forces in . The reduced piecewise-constant Mumford–Shah problem is
Equivalently, use a Caccioppoli partition of the image signal domain and constants :
The relative perimeter counts only interior boundaries, and the factor one half counts each interface once. Adjacent equal-valued regions can be merged, removing unnecessary boundaries.
For fixed , let be its positive-area regions. Minimization over reduces to independent scalar least-squares fits:
The minimized fidelity is . Thus region means in piecewise-constant segmentation give the optimal grey values for a fixed segmentation.
For a fixed full spatial function , the image edge set must contain its jumps; any extra curve only adds length. The optimal choice is its essential jump set, with a relatively closed representative when appropriate. There is no independent relocation of boundaries while that full function is held fixed. A different common alternating step fixes the values but allows the labels to move. It minimizes the fidelity-plus-perimeter partition functional above. Without the perimeter term each point takes its nearest grey value; with it, interface length is penalized. At a smooth interface between two labels, outward normal displacement of has first variation
where is positive for an outward normal to a circle. The stationary segmentation interface curvature balance is
This is the geometric interpretation of optimizing boundaries with fixed grey levels, and distinguishes it from fixing the whole spatial image signal.
As with fixed, a constant competitor bounds the minimum independently of , forcing . compactness in the relaxed formulation leaves no jump or Cantor part of a bounded-variation derivative, so the limit is in on the connected rectangle. The reduced edge-free Mumford–Shah limit is
A set of zero length can be omitted; this does not impose a zero image signal or a Dirichlet boundary value. Comparison with any fixed competitor and lower semicontinuity justify the limit minimization.
For completeness, the bilinear form on is continuous and coercive, with . The right-hand side is bounded because on the bounded rectangle. The Lax-Milgram theorem gives a unique satisfying
It is the unique minimizer by strict convexity. Formally,
with the Neumann condition understood through this weak formulation. Equivalently, subtracting the weak equation shows that the energy increase at is for nonzero .
In diffusion image processing, the observed grey-value image signal is the initial condition for an evolution ; time controls the image smoothing scale. A useful model must suppress image noise while respecting the image signal's geometric boundaries. Unless exterior values are intended, use periodic boundaries or Neumann boundary conditions, so the filter does not lose intensity through the image signal border.
The basic linear model is the heat equation, , . On the whole plane,
It is Gaussian image smoothing with variance in each coordinate. In Fourier variables, : high spatial frequencies are damped most strongly. Under zero-flux or periodic boundaries the mean is conserved, the maximum principle keeps values within the initial range, and
These give stable image noise suppression, but a sharp step also contains high frequencies and is blurred across a width of order . Constant diffusivity has no mechanism for distinguishing image noise from an image edge.
Linear sharpening by the backward heat equation would multiply Fourier modes by and amplify arbitrarily fine image noise without bound. It is an ill-posed initial-value problem. A controlled unsharp masking step instead uses , with multiplier . This amplifies high frequencies by at most ; it can improve apparent contrast but also amplifies image noise and cannot reliably restore information already lost by image smoothing.
Nonlinear models use image signal structure to select the diffusion. A gradient-based energy and its formal gradient flow are
For a smooth solution with the corresponding zero-flux condition, . The fidelity term prevents indefinite drift towards a constant reconstruction; pure diffusion is usually stopped at a selected finite time.
The local principal diffusion coefficients distinguish suppression of diffusion from backward diffusion. Where , the flux derivative is
Its coefficient along an image signal level curve is ; across that curve it is . Forward parabolic behavior requires both coefficients nonnegative, with strict positive lower bounds giving uniform parabolicity. Merely choosing and decreasing does not establish well-posedness.
For a convex area-type penalty , the coefficients are
Diffusion across steep image edges is weak but remains forward. As , the total variation flow formally becomes . Its convex subgradient formulation handles flat regions and discontinuities. It favors piecewise constant image signals and preserves sharp transitions better than Gaussian image smoothing, but can produce staircasing in total variation denoising, shrink small objects and move boundaries by curvature. image edge preservation does not mean exact preservation of all image edge locations or amplitudes.
The Perona-Malik equation takes a decreasing diffusivity such as . Small gradients are smoothed strongly, while large gradients have weak flux. More precisely,
For , diffusion in the gradient direction is backward, so a strong transition can steepen. This gives formal image edge enhancement but also causes instability and continuum ill-posedness. The exponential choice similarly has a negative normal coefficient for . Discrete results depend on the stencil, step size and implicit regularization; appealing visual results are not a proof of a well-posed PDE.
A regularized Perona-Malik diffusion computes the conductance from a smoothed image signal, for example
The flux still acts on , but the image edge detector is less sensitive to raw image noise. With a smooth kernel and a positive conductance bounded away from zero on the attained range, the local principal diffusion is forward; appropriate regularity and boundary assumptions give a well-posed nonlocal parabolic model. The exact regularization and fixed image smoothing scale are part of the model.
A genuinely directional filter uses a diffusion tensor for image filtering:
Here estimates the image edge normal and its tangent. A structure tensor provides robust directions at a second averaging scale. Strong tangent diffusion smooths image noise along an image edge, while weak normal diffusion reduces mixing across it. Related coherence-enhancing choices connect elongated features along their dominant orientation. Positive tensor eigenvalues preserve forward parabolicity; this type of enhancement must be distinguished from Perona–Malik's backward normal diffusion.
For more direct sharpening, a shock filter for image enhancement formally evolves . It is a Hamilton–Jacobi-type transport mechanism, not a positive diffusion operator, and steepens transitions around inflection boundaries. In practice it can be combined with regularized forward diffusion to control image noise. Any enhancement method needs a scale or stopping rule and an honest treatment of image noise amplification.
Linear heat flow offers predictable image smoothing but blurs image edges; convex nonlinear diffusion can preserve them; backward or shock mechanisms sharpen them at a greater stability cost. Gradient thresholds, conductance regularization and positive tensor directions determine which of these behaviors a proposed filter actually has.
We prove finite propagation speed using a shrinking cone energy argument. Fix and , and suppose the Cauchy data vanish on . For , define the local wave energy
The homogeneous wave equation gives the local conservation law
Differentiate the integral over the moving ball. Its boundary moves inward with speed one, so the divergence theorem gives
Here is the outward unit normal, the normal derivative, and the component of the gradient tangent to the boundary. Since and , we have . Hence both and vanish inside the backward light cone. Integrating from the zero initial displacement gives ; continuity then gives .
Applying the same energy estimate to the difference of two solutions proves the domain of dependence assertion. If , the initial ball misses , and the preceding argument proves the stated support bound. No disturbance propagates faster than one.
We use the homogeneous version of the Sobolev embedding theorem in three dimensions:
Here homogeneous Sobolev space is the completion of compactly supported smooth functions in the L2 norm of the gradient, identified with its representative. Apply this Sobolev inequality both to and to its spatial derivatives.
Let
The Plancherel theorem identifies the L2 norm of the Hessian matrix with , because . In particular,
Differentiating the defocusing semilinear wave equation gives . By the Holder inequality with exponents and , the preceding Sobolev inequality, and conservation of the positive wave energy,
Use the inhomogeneous wave energy estimate simultaneously for the three spatial derivatives. It gives
The Gronwall inequality therefore yields . We may take the continuous, locally bounded function
The constant is universal; the dependence on the initial data is only through and . The H2 bound for the defocusing cubic wave equation holds on every existing smooth interval, without assuming the global conclusion. If or , the zero solution satisfies the same estimate.
The ordinary least squares objective has gradient . The normal equation therefore gives
The Gram matrix is a positive-definite matrix because has full column rank. More explicitly, for any ,
since . This proves that the displayed solution is the unique global minimum.
The fitted values are , where the hat matrix is
The inverse of the symmetric matrix is symmetric, so . Multiplication gives . Thus is the orthogonal projection onto the column space of the design matrix.
The regression residual vector is with . Consequently , , and the residual sum of squares is
By fitted-residual orthogonality, . Using , the cross-covariance matrix is
Both vectors are jointly normal, so they are also independent by independence of uncorrelated jointly normal variables. The zero covariance calculation itself only needs the common error variance and lack of error correlations.
For the first wind fit, let be wind velocity and electrical output. The simple linear regression is , with independent . It has two fitted mean parameters and residual degrees of freedom. The missing analysis of variance entries are therefore velocity degrees of freedom , velocity mean square , and residual degrees of freedom . The residual mean square is , and , consistent with the printed value after rounding.
Because the model includes a regression intercept, the coefficient of determination is the explained sum of squares divided by the total centered sum of squares:
A large coefficient of determination does not rule out a wrong mean function. In the PDF's first residual-versus-fitted plot, residuals are negative at both ends and positive in the middle. This curved pattern agrees with the visibly flattening output-versus-velocity relationship and motivates a polynomial regression with a quadratic term.
The second wind model is , again with independent common-variance normal errors. Its fitted mean is . The line marked (A) is a two-sided Student t-test of against , conditional on retaining the intercept and linear term. Under the null hypothesis,
Its two-sided p-value is . This is far below , so reject a purely linear mean in favour of the quadratic fit. Equivalently, the extra-term nested-model F-test has and null law .
The third fit is a reciprocal-predictor regression, , with estimated mean . It has two mean parameters rather than the quadratic model's three. Its residual standard error is smaller, versus , and its coefficient of determination is larger, versus . The corresponding residual sums of squares are approximately and . The reciprocal fit is preferable on both these fit measures and parsimony. The two models are not nested, so an ordinary extra-term F-test between them is inappropriate. On the common normal-error likelihood, the difference also favours the third model.
Neither lower residual sum of squares nor a higher coefficient of determination establishes adequate assumptions. The quadratic residual-versus-fitted plot removes the original pronounced curvature; the reciprocal plot also has no comparably obvious mean trend. The low-output residuals appear somewhat more spread out, so check scale-location plots and residuals against velocity for heteroscedasticity. Q-Q plots assess normality; residuals against observation order assess serial dependence; regression leverage and Cook's distance identify influential observations. Further cross-validation, replicate observations at comparable velocities, and prediction errors would help choose between their extrapolation behaviours. Both fitted shapes should be judged principally over the observed positive-velocity range.
The MHD induction equation can be written in material form as
Its component immediately gives
For the Cartesian magnetic flux function, the components of the MHD induction equation, or the component of the magnetic vector potential equation, give
The additive function of time in has no effect on . Choose this gauge so that . Then the flux label is materially conserved:
This is magnetic flux freezing in the two-dimensional geometry.
To prove the absence of axial motion, construct an invariant solution with . Along each Lagrangian trajectory, is fixed, and the assumed divergence gives
Thus remains a function of and time alone. Its gradient stays parallel to , so the component of the Lorentz force remains zero. The axial momentum equation is
because . With initially, it remains zero. Hence neither axial force nor axial motion is generated. This flux-surface preservation during magnetic-tube expansion argument assumes the smooth ideal evolution for which the initial-value problem is unique; the particular in-plane rising motion need not be calculated.
There is a genuine conflict in the printed coefficient assumptions: no uniformly positive coefficient in a zero-boundary Sobolev space exists. A function cannot also obey almost everywhere. Indeed, the Lipschitz truncation has , so Lipschitz truncation preserves zero-boundary Sobolev spaces, giving . But would be the nonzero constant . Its zero gradient contradicts the Poincaré inequality in the zero-boundary Sobolev space. Thus the literal coefficient class is empty.
For the meaningful uniformly elliptic problem, take with , and impose the Dirichlet boundary condition on the unknown and test functions: . Additional regularity of is harmless, but a zero trace for must be removed. The divergence-form elliptic operator is . Integration by parts defines the symmetric bounded bilinear form
In particular,
Here is the first Dirichlet Laplacian eigenvalue on the unit square; the Poincaré inequality follows, for example, by applying the one-dimensional inequality in each coordinate and adding. Thus is coercive in the gradient norm on , and the Dirichlet realization of is a positive definite symmetric operator. On its operator domain, .
The required functional and weak equation are
Because , the right side is a bounded linear functional by the Cauchy-Schwarz inequality and Poincaré inequality. The Lax-Milgram theorem gives a unique weak solution, and part (b) proves that it uniquely minimizes . These formulas prove the intended conclusion under the repaired coefficient hypothesis; under the literal hypothesis there is no coefficient to which the conclusion can be applied.
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 .
Use a Lipschitz continuous cutoff function which equals one on , vanishes outside , takes values in , and has . Its gradient is supported in the annulus . The function is an admissible test function in the zero-boundary Sobolev space for the weak solution, by approximation with smooth compactly supported test functions. If bounds the operator norm of , we can take . The weak equation and uniform ellipticity give
Young inequality bounds the right side by
After absorption, this annular Caccioppoli inequality is
The dimension is fixed in the notation of the question; with the entrywise coefficient bound its dependence on is absorbed there. If the larger ball merely lies in without its closure being compactly contained, approximation from smaller cutoff functions gives the same admissible test function and estimate. Crucially, the right side uses only the annulus, where the cutoff function varies. The constant is arbitrary because constants have zero gradient.
The product rule for the divergence gives
Subtracting cancels the two gradient products. Therefore
To obtain the requested order of terms, apply this identity with interchanged and use the divergence theorem on the spherical shell. On the outer sphere the shell's outward unit normal is ; on the inner sphere it is . Write on both spheres. Then the resulting Green second identity is
The minus sign records the inward radial direction of the shell's normal on its inner boundary. Thus the normal derivatives in the displayed difference are outward from each individual ball; using shell-outward normals instead would put a plus sign between the two boundary integrals.
The identity divergence of a curl is zero follows by the symmetry of second partial derivatives and antisymmetry of the Levi-Civita symbol. Therefore
If and is in Coulomb gauge, the curl of the curl identity gives . Apply the supplied scalar Poisson equation representation to each component of the decaying vector potential. In the units of this problem the Coulomb-gauge vector potential of a localized steady current is
Here one needs , and enough localization of for the stated representation and differentiations. A smooth compactly supported current density is a sufficient convenient case. The local differential equations and gauge alone do not impose these conditions: , , satisfy them but do not satisfy the displayed integral formula. The formula selects the decaying solution, excluding nondecaying homogeneous harmonic functions.
With , the gradient of the kernel is . Since is independent of ,
Thus taking the curl gives the Biot-Savart law in the problem's normalization:
Finally, change variables in the integral for . This keeps the singular kernel independent of the differentiation variable:
For smooth localized , differentiation under the integral sign is legitimate: is locally integrable in three dimensions, and on a bounded neighbourhood of the translated sources and their derivatives have common compact support. The integral indeed satisfies Coulomb gauge.
Away from the origin, the given vector field is the gradient of the globally single-valued radius:
The sphere has centre , at distance from the origin, and radius one. Its intersection circle is therefore wholly away from the origin, since every point on the sphere has distance at least . Along the closed curve the chain rule gives . Consequently, independently of orientation,
The intersection is nondegenerate: the centre's distance from the plane is . No parametrization of the resulting circle is needed because is a potential of a conservative vector field throughout the punctured space.
Integrating the oscillatory term together with the constant components gives a potential of a conservative vector field
Direct partial derivatives recover both components of , proving it is a conservative vector field. Its line integral is therefore path independent. At an integer endpoint , the sine term vanishes, so for any of the specified paths
Any other potential has the same gradient, so differs from by a constant on the connected plane. In particular every potential changes by under and by under . Equivalently the integral from to is , whereas a unit-periodic potential would make that difference zero. There is no potential periodic with period one in both coordinate directions. This is an example of how periods obstruct a periodic potential: a periodic vector field need not have a periodic potential.
Fix nested relatively compact subsets of and let bound the gradient on the larger one. The fundamental theorem of calculus along a line segment gives on the smaller one. Part (i) gives coefficient bounds independent of small , so the De Giorgi-Nash-Moser theorem gives uniform interior Hölder continuity estimates for these weak solutions. Since is continuous, the difference quotients converge locally uniformly to . Passing to the limit in the Hölder seminorm estimate, and repeating for every coordinate, yields
The first derivatives are locally Hölder continuous. Here the initially obtained exponent depends on and the local gradient bound. This is the interior interpretation of the printed regularity conclusion; a uniform global estimate does not follow from alone.
Write the minimal surface equation for a graph as in its weak formulation, where . For negative increments use the same difference quotient convention, so
For , the function is an admissible test function in . Commuting the first partial derivative with translation, then applying discrete integration by parts, gives
The fundamental theorem of calculus along a line segment gives the averaged linearization of a nonlinear divergence-form equation
Thus the backward difference quotient solves a linear equation in divergence form:
To verify the ellipticity of the minimal surface flux, compute
and hence
The eigenvalue parallel to is ; every orthogonal eigenvalue is . The same lower and upper bounds pass to the averaged symmetric matrix whenever both endpoint gradients have norm at most :
The printed hypothesis supplies such an on each relatively compact subset, uniformly for sufficiently small . It therefore establishes a locally uniformly elliptic operator. A single lower bound on all of additionally requires bounded gradients there and at the shifted points; this is automatic for bounded and fixed , but is not supplied on an arbitrary open set.
For a harmonic function on , the Itô formula gives
Stop on leaving increasing discs and at increasing deterministic times. On each such interval the gradient is bounded, so the stochastic integral is a martingale. This proves that is a continuous local martingale.
If , this is a bounded local martingale and hence a true martingale. Start Brownian motion at an arbitrary . Its Gaussian heat kernel gives
For a unit vector , , so . Integrating the directional derivative along the segment from to yields
Letting gives the harmonic Liouville theorem:
This Gaussian heat-kernel proof of the harmonic Liouville theorem uses the bounded martingale identity established above.
In congestion control, resource observes only its own aggregate load and generates the nonnegative feedback price . User receives the sum of prices along its route. Its desired increase competes with the congestion charge , while sets the adjustment speed. This is local information: a resource needs the rates passing through it, and a user needs the feedback along its own route, rather than the complete network state.
There is a hypothesis to make explicit before claiming global convergence. If “increasing” means nondecreasing, the printed assumptions allow , in which case and there is no equilibrium point. The intended theorem holds when every route contains at least one resource whose price is not identically zero, with nonempty routes and nonnegative, continuous, nondecreasing prices. Strictly increasing prices satisfy this condition automatically. We prove the theorem under this necessary qualification; without it the zero-price example disproves the literal claim.
Let . Each is a nonnegative convex function. For positive rates define the primal congestion potential
The weighted logarithmic utility is a strictly concave function, and subtracting the resource costs preserves strict concavity. Thus has at most one maximizer and at most one critical point on the positive orthant.
It also attains its maximum there. A nonzero nondecreasing price is bounded below by some positive constant at all sufficiently large loads; hence its primitive satisfies with . Choose at zero-price resources. The route coverage assumption gives , so
This bounds all superlevel sets of . Within a bounded set, approaching makes . Consequently every nonempty superlevel set is a compact set contained in the positive orthant. A maximizing sequence stays in one such set, giving a unique interior maximizer . Its critical-point equations are
The rate dynamics are the gradient flow with diagonal mobility . Along any positive trajectory,
with equality only at . Thus is a strict Lyapunov function. The initial superlevel set traps the trajectory away from both infinity and the boundary, ensuring global continuation. Positive initial rates remain positive: variation of constants in makes this explicit. Starting with finite nonnegative rates also gives positive rates at every later positive time.
For completeness, mere continuity of suffices for convergence; one need not silently assume differentiable prices. On the trapping compact set, both the vector field and are continuous and bounded. The trajectory satisfies a uniform Lipschitz condition in time, so is uniformly continuous. Also , since increases to a finite limit. The decay of a nonnegative uniformly continuous integrable function applies: otherwise disjoint intervals of a fixed positive width would each contribute a fixed positive amount. Every accumulation point therefore has and is . Compactness then proves the global convergence
This is the dissipation argument behind the LaSalle invariance principle. If uniqueness of trajectories is desired under continuous prices, put . The transformed equation is . The transformed potential is concave: it is a sum of positive multiples of , minus convex nondecreasing composed with nonnegative quadratic sums. Its gradient is monotone decreasing, so the squared distance between two solutions cannot increase. This proves uniqueness for positive initial data without a locally Lipschitz function hypothesis on .
For the alternative price dynamics, restrict first to positive prices on resources used by at least one route, and discard unused resources. Define the dual congestion potential
Its domain has and for every route. Strictly increasing make each strictly convex, and is convex. Thus is a strictly convex function. Each is eventually bounded below by a positive constant, so its integral grows at least linearly, dominating the negative logarithms as . If a route price tends to zero in a bounded set, . Therefore attains a unique minimum on its domain including the admissible boundary faces.
That minimum has every used-resource price positive. At a face , all route prices are still positive and the inward derivative is
Hence the minimum cannot lie on that face. At the unique interior minimum,
Since the price dynamics are , their positive equilibrium points are exactly these critical points. There is one equilibrium in the positive price domain. An unused resource instead has its only nonnegative equilibrium at zero.
The positive-domain qualification matters here even with strictly increasing . If zero prices are admitted, the multiplicative factor permits boundary equilibria of multiplicative price dynamics. Take one route using two resources, , and . Both and are equilibria, with , as is the positive equilibrium , with . Thus the literal assertion of uniqueness on the whole nonnegative orthant is false. A boundary equilibrium need not satisfy load equals supplied capacity at its zero-price resources.
The relationship between the two intended equilibria is inverse resource response. The first system has ; the positive equilibrium of the second has . If on the relevant ranges, these are the same resource equations, and both systems also impose . They therefore have the same rates and prices. For strictly increasing continuous with and unbounded range, the ordinary inverses satisfy all the stated conditions on . With arbitrary independently chosen and , the equilibria need not agree. Under inverse response, and are convex conjugates on the nonnegative half-line, and supplies the Lagrangian dual problem for maximizing the weighted logarithmic utility minus resource costs, up to constants independent of .