Extend g and u - from the dense subspace to H, keeping bounds and Lipschitz constants. At each cutoff g o is Lipschitz, so the Galerkin shift lemma gives with |U_N - u~_N| <= ; lifted along this is a bounded continuous viscosity solution of the cut-off shifted equation. The extension of u - solves the shifted equation by the viscosity bridge. The convergence theorem on the Sobolev triple ( = gamma, C' = gives the bounds and uniform convergence; adding the free Galerkin sums gives pointwise convergence.
Each result cited below is universally quantified over the data in its own statement. Elementary facts about real numbers (manipulation of inequalities, absolute values, square roots of nonnegative numbers, and that for every real , with fixed, implies ) are those of The Real Numbers: Standing Notation and Background. Throughout, is the Sobolev triple of order of The Wick-Square Problem on the Sobolev Triple of Order Two: Standing Notation §triple, and we work in the setting of Hilbert Triples: Standing Notation and Background for it. By The Sobolev Triple of Order Two for the Wick-Square Problem: the Domain Is the Sobolev Space of Order -1, Unit Families Are Square-Summable, the Gradient Form and the Riccati Drift §domain, ; by Hilbert Triples: Standing Notation and Background §operator, ; and by Hilbert Triples: Standing Notation and Background §triple, with for . Thus , and the distance on and on is the restriction of the distance of , a metric by Real Hilbert Spaces: Standing Notation and Background §space and Real Hilbert Spaces: Standing Notation and Background §topology. By The Wick-Square Problem on the Torus: Standing Notation §parameters (in force through The Wick-Square Problem on the Sobolev Triple of Order Two: Standing Notation §problem), and are positive. Write , a nonnegative real number.
Step 1 (Extension from to ). We show: if are nonnegative and satisfies and for all , then there is a function , continuous on , with for , for , and for .
First, is nonempty and dense in . The set is open in (Hilbert Triples: Standing Notation and Background §open-sets) and nonempty (it contains ), so by The Penalty Function of a Hilbert Triple: Expansion Identities, Closed Sublevel Sets, Density and Local Bounds §dense, applied to this triple with , the set is nonempty and for every and real there is with . Let and let be an open set of containing . By Open Subset of a Metric Space there is a real with , and the point with lies in this open ball, so . Hence every lies in the closure of , which is therefore , so is dense in .
Next, is uniformly continuous on : given a real put ; for with we get , and is . By Extension of a Uniformly Continuous Real Function from a Dense Subset §existence, with and , there is , continuous on , with on . Since for , Extension of a Uniformly Continuous Real Function from a Dense Subset §bounds gives for all . For the Lipschitz bound fix and a real , and put and . All with satisfy . Since , Extension of a Uniformly Continuous Real Function from a Dense Subset §modulus gives . As was arbitrary, .
Apply this to with , , obtaining , and let be the restriction of to . Then and for all , and because .
Step 2 (Clause galerkin). Fix , with , , , and as in The Galerkin Problems of the Wick-Square Problem: Standing Notation for Cubes of Modes, Coordinates, the Free Galerkin Quadratic and the Riccati Potential §cutoff and The Galerkin Problems of the Wick-Square Problem: Standing Notation for Cubes of Modes, Coordinates, the Free Galerkin Quadratic and the Riccati Potential §coordinates. We show that is continuous from to . Let and . Since the operations of are pointwise, the family has value at for and value at every mode outside , so by The Galerkin Problems of the Wick-Square Problem: Standing Notation for Cubes of Modes, Coordinates, the Free Galerkin Quadratic and the Riccati Potential §coordinates; it lies in . By linearity of the inner product in its second argument over finite sums (Real Hilbert Spaces: Standing Notation and Background §background, which puts Inner Products Against Finite Sums, and Orthonormal Families, in a Real Inner Product Space in force) and by The Sobolev Triple of Order Two for the Wick-Square Problem: the Domain Is the Sobolev Space of Order -1, Unit Families Are Square-Summable, the Gradient Form and the Riccati Drift §pairings, which gives ,
using , hence , from The Wick-Square Problem on the Torus: Standing Notation §modes, and the Euclidean norm of Second-Order Equations on Euclidean Open Sets §space. Hence , and the hypothesis on gives . Given a real , the number therefore satisfies whenever , so is continuous on .
Since on , The Riccati Shift of the Galerkin Equations of the Wick-Square Problem: a Penalty-Drift Equation with Bounded Cost, and Well-Posedness at Each Cutoff §well-posed applies: there is exactly one function that is a viscosity subsolution and a viscosity supersolution of on (that is, a viscosity solution in the sense of The Galerkin Hamilton-Jacobi-Bellman Equations of the Wick-Square Problem in the Coordinates of a Cube of Modes §equation) with bounded; moreover is continuous on and for every . This is clause galerkin.
Step 3 (Lifting the Galerkin solutions). Fix . Applying The Riccati Shift of the Galerkin Equations of the Wick-Square Problem: a Penalty-Drift Equation with Bounded Cost, and Well-Posedness at Each Cutoff §solutions to , which is a viscosity subsolution and a viscosity supersolution of , shows that is a viscosity subsolution and a viscosity supersolution of the shifted Galerkin operator for on . Now apply Lifting Shifted Galerkin Solutions of the Wick-Square Problem to Viscosity Solutions of the Cut-Off Shifted Equation on the Sobolev Triple with the running cost and , which is bounded; the shifted Galerkin operator there is the one for , that is, exactly the operator just used. Put for . By Lifting Shifted Galerkin Solutions of the Wick-Square Problem to Viscosity Solutions of the Cut-Off Shifted Equation on the Sobolev Triple §continuity, is continuous on ; by Lifting Shifted Galerkin Solutions of the Wick-Square Problem to Viscosity Solutions of the Cut-Off Shifted Equation on the Sobolev Triple §subsolution and Lifting Shifted Galerkin Solutions of the Wick-Square Problem to Viscosity Solutions of the Cut-Off Shifted Equation on the Sobolev Triple §supersolution it is a viscosity subsolution and a viscosity supersolution of the cut-off shifted operator for on . Moreover for every , so is bounded above and below near each point of , and is a viscosity solution of on . For ,
In particular for every , the first inequality of clause bounds.
Step 4 (The limit as a solution of the shifted equation). The hypotheses on are those of Well-Posedness of the Renormalised Wick-Square Problem: Existence, Comparison and Uniqueness of Renormalised Viscosity Solutions Differing from the Free Solution by a Bounded Lipschitz Function, with the same , and the same class of functions with bounded and Lipschitz from to . By Well-Posedness of the Renormalised Wick-Square Problem: Existence, Comparison and Uniqueness of Renormalised Viscosity Solutions Differing from the Free Solution by a Bounded Lipschitz Function §existence there is a renormalised viscosity solution with and for . The function of the statement is a renormalised viscosity solution in , so by Well-Posedness of the Renormalised Wick-Square Problem: Existence, Comparison and Uniqueness of Renormalised Viscosity Solutions Differing from the Free Solution by a Bounded Lipschitz Function §uniqueness it equals , and the two bounds hold for .
Apply Step 1 to with and , obtaining , continuous on , with on , for , and for ; so is bounded and Lipschitz (with constant ) from to , and . Now apply Renormalised Viscosity Solutions versus Viscosity Solutions of the Shifted Equation on the Sobolev Triple of Order Two with the running cost , which satisfies its hypotheses with the constants , by Step 1; its renormalised viscosity sub- and supersolutions are those for . Since is a renormalised viscosity solution for , it is a renormalised viscosity subsolution and supersolution (Renormalised Viscosity Subsolutions, Supersolutions and Solutions of the Wick-Square Problem, Tested by the Gaussian Penalty plus a Regular Function §solution), so by Renormalised Viscosity Solutions versus Viscosity Solutions of the Shifted Equation on the Sobolev Triple of Order Two §to-shifted is a viscosity subsolution and a viscosity supersolution of the shifted operator for on . Being bounded, is bounded above and below near each point of , hence a viscosity solution of on by Viscosity Subsolution, Supersolution and Solution of a Second-Order Equation on a Hilbert Triple §solution.
Step 5 (Clauses bounds and convergence). We apply Convergence of Solutions of Viscous Hamilton-Jacobi Equations with Monotone Nonlinearities on a Hilbert Triple under Convergence of the Operators to the triple , which is in the setting of Hilbert Triples: Standing Notation and Background by The Wick-Square Problem on the Sobolev Triple of Order Two: Standing Notation §triple. Its hypotheses are verified as follows. is not finite-dimensional by The Sobolev Triple of Order Two for the Wick-Square Problem: the Domain Is the Sobolev Space of Order -1, Unit Families Are Square-Summable, the Gradient Form and the Riccati Drift §infinite. Every sequence in bounded in has a subsequence converging in by The Cut-Off Shifted Operators of the Wick-Square Problem: the Hypotheses of the Convergence Theorem with Constants Independent of the Cutoff, Convergence on Bounded Test Data, and Compactness of the Triple §compact, applied with the running cost (whose hypotheses hold by Step 1). Take , the given , the given nonnegative and , and . Take the quadruple of that theorem to be : is a monotone nonlinearity for by The Sobolev Triple of Order Two for the Wick-Square Problem: the Domain Is the Sobolev Space of Order -1, Unit Families Are Square-Summable, the Gradient Form and the Riccati Drift §drift, is square-summable in by The Sobolev Triple of Order Two for the Wick-Square Problem: the Domain Is the Sobolev Space of Order -1, Unit Families Are Square-Summable, the Gradient Form and the Riccati Drift §noise, with by The Sobolev Triple of Order Two for the Wick-Square Problem: the Domain Is the Sobolev Space of Order -1, Unit Families Are Square-Summable, the Gradient Form and the Riccati Drift §gradient-form (these being the data fixed in The Wick-Square Problem on the Sobolev Triple of Order Two: Standing Notation §noise and The Wick-Square Problem on the Sobolev Triple of Order Two: Standing Notation §riccati), and is bounded by and -Lipschitz for on by Step 1. For take the quadruple there written to be with the cut-off data and , , which is defined because maps into by The Shifted Hamilton-Jacobi-Bellman Equation of the Wick-Square Problem with Noise, Control and Cost Cut Off to a Cube of Modes §data: is square-summable in by that clause, and with , is a monotone nonlinearity for , and , for , by The Cut-Off Shifted Operators of the Wick-Square Problem: the Hypotheses of the Convergence Theorem with Constants Independent of the Cutoff, Convergence on Bounded Test Data, and Compactness of the Triple §hypotheses for .
With these choices, the operator of the convergence theorem is, at every ,
which is the value of the shifted operator for of The Shifted Hamilton-Jacobi-Bellman Equation of the Wick-Square Problem on the Sobolev Triple of Order Two §operator; and is
which is the value of the cut-off shifted operator for of The Shifted Hamilton-Jacobi-Bellman Equation of the Wick-Square Problem with Noise, Control and Cost Cut Off to a Cube of Modes §operator. So and as functions on the same domain, and converges to on bounded test data by The Cut-Off Shifted Operators of the Wick-Square Problem: the Hypotheses of the Convergence Theorem with Constants Independent of the Cutoff, Convergence on Bounded Test Data, and Compactness of the Triple §convergence for . Finally take the solutions of that theorem to be and (): by Steps 3 and 4 they are continuous on , bounded in absolute value by , and viscosity solutions of and of on .
By Convergence of Solutions of Viscous Hamilton-Jacobi Equations with Monotone Nonlinearities on a Hilbert Triple under Convergence of the Operators §lipschitz, for every and , . For , Step 3 gives , which proves the second inequality of clause bounds.
Let and be real, and let be given by Convergence of Solutions of Viscous Hamilton-Jacobi Equations with Monotone Nonlinearities on a Hilbert Triple under Convergence of the Operators §uniform, so that for all and with . Every with lies in , and for it by Step 3 and by Step 4. Hence for all such and , which is clause convergence.
Step 6 (Clause pointwise). Fix . By Convergence of Solutions of Viscous Hamilton-Jacobi Equations with Monotone Nonlinearities on a Hilbert Triple under Convergence of the Operators §pointwise, with the data of Step 5, the sequence converges to . Next, since for (The Galerkin Problems of the Wick-Square Problem: Standing Notation for Cubes of Modes, Coordinates, the Free Galerkin Quadratic and the Riccati Potential §coordinates),
the first equality by The Galerkin Problems of the Wick-Square Problem: Standing Notation for Cubes of Modes, Coordinates, the Free Galerkin Quadratic and the Riccati Potential §functions and the last by Sum over a Finite Index Set, because has elements and is a bijection (The Galerkin Problems of the Wick-Square Problem: Standing Notation for Cubes of Modes, Coordinates, the Free Galerkin Quadratic and the Riccati Potential §cutoff). The right-hand side is the value at of the function written in The Galerkin Solutions of the Wick-Square Problem Converge to a Classical Solution of the Renormalised Equation, while the Bare Solutions Diverge (whose definition does not involve a running cost, the coefficients , being the Riccati data of The Galerkin Problems of the Wick-Square Problem: Standing Notation for Cubes of Modes, Coordinates, the Free Galerkin Quadratic and the Riccati Potential §problem), so by The Galerkin Solutions of the Wick-Square Problem Converge to a Classical Solution of the Renormalised Equation, while the Bare Solutions Diverge §limit the sequence converges to , which is by The Wick-Square Problem on the Sobolev Triple of Order Two: Standing Notation §free. Since for every by Step 3, Arithmetic of Limits of Real Sequences §sums shows that converges to . This is clause pointwise.
Loading…