Parabolic comparison principle Created 2026-10-06 Updated 2026-11-05
For a bounded space-time cylinder, consider the linear partial differential operator
with bounded coefficients, a symmetric uniformly positive-definite principal matrix, and . If sufficiently smooth satisfy inside and on the parabolic boundary, the weak parabolic maximum principle applied to gives throughout. A subsolution can therefore be compared with a supersolution. A lower bound on can replace nonnegativity after an exponential change in time.
At a first forbidden positive maximum of a strictly perturbed difference, its time derivative is nonnegative, its gradient vanishes, and its Hessian matrix is negative semidefinite. These signs contradict the strict differential inequality. The perturbation and a limit handle equality. Nonlinear comparison requires additional hypotheses rather than following automatically from this linear statement.
As a direct nonlinear example, suppose has a smooth periodic classical solution and . The constant-in-space-and-time function is a strict subsolution, since . A first downward contact at value would have and , contradicting . Thus for the lifetime of the smooth solution; the argument does not promise global existence.