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Suppose we are in $\mathbb R^n$. What can we say about the sign of $\Delta u(\vec x)$ if u($\vec x$) has a local max/min at $\vec x$? I've tried looking at the reverse of the second partial derivative test and it seems to suggest that $\Delta u(\vec x) \leq 0$ if $\vec x$ is a min and $\Delta u(\vec x) \geq 0$ if $\vec x$ is a max. However, I'm not convinced of this result. Can somebody point me towards a statement (theorem, etc.) involving the above. I appreciate the help.

Zachary
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    You can think on $\Delta u(x)$ as the trace of the Hessian Matrix of $u$. Does this suggest anything to you? – Tomás Feb 25 '14 at 17:55
  • Not much other than the fact that it is equal to the Laplacian of u. And the sum of its eigenvalues. – Zachary Feb 25 '14 at 18:04
  • Wait, knowing that the determinant is the product of its eigenvalues. I could say something about the sign of $\Delta u(x)$. ie. it is positive when the eigenvalues are both positive and negative when they are both negative. Hence $\Delta u(x) \geq 0$ when we have a min and vice versa (from the second partial derivative test). Does that make sense? – Zachary Feb 25 '14 at 18:14

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Your claim is true, I'll give two proofs in case that's helpful.

Proposition: Let $u : U \to \mathbb{R}$ be twice differentiable where $U$ is some open set in $\mathbb{R}^n$. If $u$ has a local max at $a\in U$, then $\Delta u (a) \leqslant 0$.

Proof 1. This is the more direct proof: $\Delta u (a) \leqslant 0$ follows from the fact that all second order derivatives ${\partial^2 u \over \partial x_i^2}$ are $\leqslant 0$ at $a$, let's see why. Let $f(x) = (x, a_2, \dots, a_n)$ for $x$ in some neighborhood of $a_1$ in $\mathbb{R}$ (where $a = (a_1, \dots, a_n)$). Then $f$ is twice differentiable and has a local max at $x = a_1$, so we must have $f''(a) \leqslant 0$ i.e. ${\partial^2 u \over \partial x_1^2}(a) \leqslant 0$. Proceed likewise for the other second derivatives.

Proof 2. Perhaps you are aware that the Hessian of $u$ must be negative semidefinite at a local max $a$. It follows (via the spectral theorem for instance) that the trace of the Hessian must be $\leqslant 0$, but the trace of the Hessian is precisely the Laplacian.

Of course, in case is of a local min you get $\Delta u \geqslant 0$ (either redo the proofs inverting the inequalities, or apply the previous proposition to $-u$).

Seub
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  • Perhaps you meant to define $f(x) = u(x,a_2,...,a_n)$? So that $f'(x) = u'(x,a_2,...,a_n)$ and so $f'(a_1) = u'(a) = 0$? – DrHAL Jan 25 '24 at 06:35