Nondivergence-form elliptic operator Created 2026-10-06 Updated 2026-10-14
A nondivergence-form elliptic operator applies its principal coefficients directly to the Hessian matrix: . Only the symmetric part of contributes to the second-derivative term. Uniform ellipticity bounds its quadratic form below by with a constant independent of position.
Let be two critical points with the same classical boundary values, and put . Since is independent of , the Euler-Lagrange equation for each is . By the fundamental theorem of calculus along the segment between the gradients,
Subtracting the equations gives . The uniformly convex variational integrand makes symmetric and uniformly elliptic with the same positive lower bound. Since is smooth and , is continuously differentiable locally in , so
is a classical nondivergence-form elliptic operator with no zeroth-order term.
To avoid assuming that derivatives of stay bounded all the way to the boundary, apply the proved weak maximum principle on inner open sets . Their closures lie compactly in , so all linearized coefficients there are bounded. The maximum principle applies on each component and yields
Every point of the inner boundary is at distance from . Since is continuous on the compact closure and equals zero on that boundary, the right-hand side tends uniformly to zero as . Every fixed interior point eventually belongs to , proving
This establishes uniqueness for uniformly convex gradient Dirichlet problems using precisely the boundary continuity and ellipticity needed for the comparison.
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 .
A second-order nondivergence-form elliptic operator on a domain has the form
Only the symmetric part of affects the Hessian matrix term, so one may take symmetric. The operator is a uniformly elliptic operator if there is a constant , independent of , such that
A common bounded-coefficient convention additionally requires an upper bound with . The lower bound says that the principal quadratic form cannot degenerate in any direction or at any location.
For an explicit stochastic example, standard -dimensional Brownian motion has infinitesimal generator
Its principal quadratic form is , so it is uniformly elliptic with . More generally, a sufficiently regular stochastic differential equation has diffusion generator ; it is uniformly elliptic when has a uniformly positive lower bound. A conservative diffusion process has no zeroth-order term, since its infinitesimal generator annihilates constants.