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The question comes from the page 472, Elliptic partial differential equations of second order/ David Gilbarg, Neil S. Trudinger. In one dimension it's obviously true, but it seems more involved in higher dimensions. Even though the authors consider it trivial but I didn't find any references for that. Can anybody give a suggestion?

Let $f:B\left(0,2\right)\subseteq\mathbb{R}^{n}\rightarrow\mathbb{R}$ be a smoothly convex function. Prove that $$\underset{\overline{B}\left(0,1\right)}{\max}\left|\nabla f\right|=\underset{\partial B\left(0,1\right)}{\max}\left|\nabla f\right|.$$

Thank you.

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    $\begingroup$ By contradiction, suppose $p$ is in the interior of the ball and attains the maximum with $\nabla f$ in the direction $v$. Take the line through $p$ in the direction $v$ and look at the restriction of $f$ on the line. You reduce to the 1D problem. $\endgroup$ Commented Oct 30, 2016 at 12:53

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Thanks Willie's suggestion, I give my answer as follow:

Assume $p\in B\left(0,1\right)$ so that $\left|\nabla\left(p\right)\right|=\underset{\overline{B}\left(0,1\right)}{\max}\left|\nabla f\right|$. Set $g\left(t\right):=f\left(p+\nabla f\left(p\right)t\right)$ then $g:\left(-\delta,\beta\right)\rightarrow\mathbb{R}$ is convex. It's easy to see that there is $t_{0}>0$ such that $p+t_{0}\nabla f\left(p\right)\in\partial B\left(0,1\right)$. Therefore, $g'\left(0\right)\leq g'\left(t_{0}\right)$, which leads to $$\left|\nabla f\left(p\right)\right|\leq\left|\nabla f\left(p+t_{0}\nabla f\left(p\right)\right)\right|$$, we get the desired result.

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    $\begingroup$ Please do not vandalize your posts. $\endgroup$
    – DJMcMayhem
    Commented Nov 23, 2016 at 3:07
  • $\begingroup$ You can delete your answer if you want (look for the delete button below your post), but yes, vandalizing even your own post is not kosher. $\endgroup$ Commented Nov 23, 2016 at 3:28

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