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.
Past exam of the mathematics course of the University of Cambridge 2009 iii Paper 12 1 iv Solution Created 2026-10-03 Updated 2026-10-14
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 , sois 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 yieldsEvery 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 , provingThis establishes uniqueness for uniformly convex gradient Dirichlet problems using precisely the boundary continuity and ellipticity needed for the comparison.
Past exam of the mathematics course of the University of Cambridge 2015 iii Paper 9 2 a Solution Created 2026-10-03 Updated 2026-10-06
For a bounded domain, the nondivergence-form elliptic operator obeys the weak maximum principle: and implyHere . 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 satisfiesLet , 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 formOnly 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 thatA 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 generatorIts 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.