Maximum Modulus Principle

lean4-proofcomplex-analysisvisualization
maxzUf(z)=maxzUf(z)\max_{z \in \overline{U}} |f(z)| = \max_{z \in \partial U} |f(z)|

Statement

Let ff be holomorphic on a connected open set UU and continuous on U\overline{U}. If ff is not constant, then f|f| attains its maximum only on the boundary U\partial U:

maxzUf(z)=maxzUf(z)\max_{z \in \overline{U}} |f(z)| = \max_{z \in \partial U} |f(z)|

Equivalently: if f|f| has a local maximum at an interior point cUc \in U, then ff is constant near cc (and by the Identity Theorem, everywhere on UU).

Visualization

f(z)=z2f(z) = z^2 on the unit disk z1|z| \le 1.

| zz | z|z| | f(z)=z2|f(z)| = |z^2| | |-----|-------|-----------------| | 00 | 00 | 00 | | 0.50.5 | 0.50.5 | 0.250.25 | | i0.7i \cdot 0.7 | 0.70.7 | 0.490.49 | | eiπ/4e^{i\pi/4} | 11 | 11 | | 11 | 11 | 11 | | 1-1| 11 | 11 |

The maximum of z2|z^2| on z1|z| \le 1 is 11, attained on the boundary circle z=1|z| = 1 — never at an interior point where z<1|z| < 1.

  Boundary |z|=1: |f| = 1 everywhere (maximum)
  
       -i
       |
  -1---+---1    <-- boundary circle: |f| = 1
       |
       i
  
  Interior: |f(z)| = |z|^2 < 1 for |z| < 1

Proof Sketch

  1. Suppose f(c)f(z)|f(c)| \ge |f(z)| for all zz in some disk B(c,r)UB(c, r) \subset U.
  2. The Cauchy integral formula gives f(c)=12π02πf(c+reiθ)dθf(c) = \frac{1}{2\pi}\int_0^{2\pi} f(c + re^{i\theta})\,d\theta (mean value property).
  3. Taking moduli: f(c)12π02πf(c+reiθ)dθf(c)|f(c)| \le \frac{1}{2\pi}\int_0^{2\pi}|f(c + re^{i\theta})|\,d\theta \le |f(c)|.
  4. Equality forces f(c+reiθ)=f(c)|f(c + re^{i\theta})| = |f(c)| for almost every θ\theta — a constant modulus on the circle.
  5. A holomorphic function with constant modulus on any disk is itself constant (open mapping or CR equations). So ff is constant near cc, hence everywhere by analytic continuation.

Connections

The Maximum Modulus Principle gives Liouville's TheoremLiouville's Theoremf:CC entire,  fC    fconstf : \mathbb{C} \to \mathbb{C} \text{ entire},\; |f| \leq C \implies f \equiv \text{const}A bounded entire function on ℂ must be constant — complex differentiability is far more rigid than real differentiabilityRead more → immediately (a bounded entire function is constant: take UU to be a large disk). It is closely related to the Cauchy Integral FormulaCauchy Integral Formulaf(w)=12πizc=Rf(z)zwdzf(w) = \frac{1}{2\pi i}\oint_{|z-c|=R} \frac{f(z)}{z - w}\,dzA holomorphic function's value at any interior point is determined by its values on the boundary circle.Read more → via the mean-value property. For real-valued functions, the analogous result is the Mean Value TheoremMean Value Theoremc(a,b)  :  f(c)=f(b)f(a)ba\exists\, c \in (a,b)\;:\; f'(c) = \frac{f(b)-f(a)}{b-a}There exists a point where the instantaneous rate of change equals the average rate of changeRead more → for harmonic functions.

Lean4 Proof

import Mathlib.Analysis.Complex.AbsMax

open Complex

/-- **Maximum Modulus Principle**: on a preconnected open set, if |f| achieves
    its maximum at an interior point, then |f| is constant on the closure.
    Uses `Complex.norm_eqOn_of_isPreconnected_of_isMaxOn` from Mathlib. -/
theorem maximum_modulus_principle {E : Type*} [NormedAddCommGroup E] [NormedSpace  E]
    {U : Set } {f :   E} {c : }
    (hc : IsPreconnected U) (hU : IsOpen U)
    (hf : DifferentiableOn  f U)
    (hcU : c  U)
    (hmax : IsMaxOn (‖f ·‖) U c) :
     x  U, ‖f x‖ = ‖f c‖ :=
  fun x hx => norm_eqOn_of_isPreconnected_of_isMaxOn hc hU hf hcU hmax hx