TheoremBase

Extend g and u - u0u_0 from the dense subspace H−1H^{-1} to H, keeping bounds and Lipschitz constants. At each cutoff g o iotaNiota_N is Lipschitz, so the Galerkin shift lemma gives UNU_N with |U_N - u~_N| <= Cg/gammaC_g/gamma; lifted along prNpr_N this is a bounded continuous viscosity solution of the cut-off shifted equation. The extension of u - u0u_0 solves the shifted equation by the viscosity bridge. The convergence theorem on the Sobolev triple (lambda0lambda_0 = gamma, C' = Cg/gamma)C_g/gamma) gives the bounds and uniform convergence; adding the free Galerkin sums gives pointwise convergence.

Proof

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 a≤b+cηa\le b+c\eta for every real η>0\eta>0, with c≥0c\ge0 fixed, implies a≤ba\le b) are those of The Real Numbers: Standing Notation and Background. Throughout, (H,V,A)(H,V,A) is the Sobolev triple of order 22 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, D(A)=H−1D(A)=H^{-1}; by Hilbert Triples: Standing Notation and Background §operator, D(A)⊆VD(A)\subseteq V; and by Hilbert Triples: Standing Notation and Background §triple, V⊆HV\subseteq H with ∣x∣H≤∣x∣V|x|_{H}\le|x|_{V} for x∈Vx\in V. Thus H−1⊆V⊆HH^{-1}\subseteq V\subseteq H, and the distance dHd_{H} on H−1H^{-1} and on VV is the restriction of the distance of HH, 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), ν\nu and γ\gamma are positive. Write L=ℓgγ+2Cgγ+1L=\frac{\ell_{g}}{\gamma}+\frac{2C_{g}}{\gamma}+1, a nonnegative real number.

Step 1 (Extension from H−1H^{-1} to HH). We show: if C,ℓ∈RC,\ell\in\mathbb{R} are nonnegative and f:H−1→Rf:H^{-1}\to\mathbb{R} satisfies ∣f(x)∣≤C|f(x)|\le C and ∣f(x)−f(y)∣≤ℓ ∣x−y∣H|f(x)-f(y)|\le\ell\,|x-y|_{H} for all x,y∈H−1x,y\in H^{-1}, then there is a function f^:H→R\hat{f}:H\to\mathbb{R}, continuous on HH, with f^(x)=f(x)\hat{f}(x)=f(x) for x∈H−1x\in H^{-1}, ∣f^(x)∣≤C|\hat{f}(x)|\le C for x∈Hx\in H, and ∣f^(x)−f^(y)∣≤ℓ ∣x−y∣H|\hat{f}(x)-\hat{f}(y)|\le\ell\,|x-y|_{H} for x,y∈Hx,y\in H.

First, H−1H^{-1} is nonempty and dense in (H,dH)(H,d_{H}). The set HH is open in HH (Hilbert Triples: Standing Notation and Background §open-sets) and nonempty (it contains 0H0_{H}), so by The Penalty Function h=12∣⋅∣V2h=\tfrac12|\cdot|_V^2 of a Hilbert Triple: Expansion Identities, Closed Sublevel Sets, Density and Local Bounds §dense, applied to this triple with U=HU=H, the set D(A)=H−1D(A)=H^{-1} is nonempty and for every x∈Hx\in H and real ε>0\varepsilon>0 there is y∈H−1y\in H^{-1} with ∣y−x∣H<ε|y-x|_{H}<\varepsilon. Let x∈Hx\in H and let OO be an open set of (H,dH)(H,d_{H}) containing xx. By Open Subset of a Metric Space there is a real r>0r>0 with BdH(x,r)⊆OB_{d_{H}}(x,r)\subseteq O, and the point y∈H−1y\in H^{-1} with ∣y−x∣H<r|y-x|_{H}<r lies in this open ball, so O∩H−1≠∅O\cap H^{-1}\neq\varnothing. Hence every x∈Hx\in H lies in the closure of H−1H^{-1}, which is therefore HH, so H−1H^{-1} is dense in (H,TdH)(H,\mathcal{T}_{d_{H}}).

Next, ff is uniformly continuous on H−1H^{-1}: given a real ε>0\varepsilon>0 put δ=ε/(ℓ+1)>0\delta=\varepsilon/(\ell+1)>0; for x,y∈H−1x,y\in H^{-1} with dH(x,y)<δd_{H}(x,y)<\delta we get ∣f(x)−f(y)∣≤ℓ dH(x,y)≤ℓδ=εℓ/(ℓ+1)<ε|f(x)-f(y)|\le\ell\,d_{H}(x,y)\le\ell\delta=\varepsilon\ell/(\ell+1)<\varepsilon, and ∣f(x)−f(y)∣|f(x)-f(y)| is dR(f(x),f(y))d_{\mathbb{R}}(f(x),f(y)). By Extension of a Uniformly Continuous Real Function from a Dense Subset §existence, with (X,d)=(H,dH)(X,d)=(H,d_{H}) and S=H−1S=H^{-1}, there is f^:H→R\hat{f}:H\to\mathbb{R}, continuous on HH, with f^=f\hat{f}=f on H−1H^{-1}. Since ∣f^(x)∣=∣f(x)∣≤C|\hat{f}(x)|=|f(x)|\le C for x∈H−1x\in H^{-1}, Extension of a Uniformly Continuous Real Function from a Dense Subset §bounds gives ∣f^(x)∣≤C|\hat{f}(x)|\le C for all x∈Hx\in H. For the Lipschitz bound fix x,y∈Hx,y\in H and a real η>0\eta>0, and put θ=∣x−y∣H+η>0\theta=|x-y|_{H}+\eta>0 and ε=ℓθ+η>0\varepsilon=\ell\theta+\eta>0. All x′,y′∈H−1x',y'\in H^{-1} with dH(x′,y′)≤θd_{H}(x',y')\le\theta satisfy ∣f^(x′)−f^(y′)∣=∣f(x′)−f(y′)∣≤ℓ dH(x′,y′)≤ℓθ≤ε|\hat{f}(x')-\hat{f}(y')|=|f(x')-f(y')|\le\ell\,d_{H}(x',y')\le\ell\theta\le\varepsilon. Since dH(x,y)<θd_{H}(x,y)<\theta, Extension of a Uniformly Continuous Real Function from a Dense Subset §modulus gives ∣f^(x)−f^(y)∣≤ε=ℓ ∣x−y∣H+(ℓ+1)η|\hat{f}(x)-\hat{f}(y)|\le\varepsilon=\ell\,|x-y|_{H}+(\ell+1)\eta. As η>0\eta>0 was arbitrary, ∣f^(x)−f^(y)∣≤ℓ ∣x−y∣H|\hat{f}(x)-\hat{f}(y)|\le\ell\,|x-y|_{H}.

Apply this to gg with C=CgC=C_{g}, ℓ=ℓg\ell=\ell_{g}, obtaining g^:H→R\hat{g}:H\to\mathbb{R}, and let gˉ:V→R\bar{g}:V\to\mathbb{R} be the restriction of g^\hat{g} to VV. Then ∣gˉ(x)∣≤Cg|\bar{g}(x)|\le C_{g} and ∣gˉ(x)−gˉ(y)∣≤ℓg∣x−y∣H|\bar{g}(x)-\bar{g}(y)|\le\ell_{g}|x-y|_{H} for all x,y∈Vx,y\in V, and gˉ∣H−1=g\bar{g}|_{H^{-1}}=g because H−1⊆VH^{-1}\subseteq V.

Step 2 (Clause galerkin). Fix N∈NN\in\mathbb{N}, with mm, κN\kappa_{N}, ιN\iota_{N}, prN\mathrm{pr}_{N} and ΠN\Pi_{N} 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 g∘ιNg\circ\iota_{N} is continuous from (Rm,dE)(\mathbb{R}^{m},d_{E}) to R\mathbb{R}. Let z,z′∈Rmz,z'\in\mathbb{R}^{m} and t=z−z′t=z-z'. Since the operations of Map(Zn,R)\mathrm{Map}(\mathbb{Z}^{n},\mathbb{R}) are pointwise, the family y=ιNz−ιNz′y=\iota_{N}z-\iota_{N}z' has value tit_{i} at κN(i)\kappa_{N}(i) for i∈[m]i\in[m] and value 00 at every mode outside ΓN\Gamma_{N}, so y=ιNt=∑i=1mtieκN(i)y=\iota_{N}t=\sum_{i=1}^{m}t_{i}e_{\kappa_{N}(i)} 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 H−1⊆HH^{-1}\subseteq H. 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 ⟨y,ek⟩H=y(k)/μk3\langle y,e_{k}\rangle_{H}=y(k)/\mu_{k}^{3},

∣y∣H2=∑i=1mti ⟨y,eκN(i)⟩H=∑i=1mti2μκN(i)3≤∑i=1mti2=∥z−z′∥2,|y|_{H}^{2}=\sum_{i=1}^{m}t_{i}\,\langle y,e_{\kappa_{N}(i)}\rangle_{H}=\sum_{i=1}^{m}\frac{t_{i}^{2}}{\mu_{\kappa_{N}(i)}^{3}}\le\sum_{i=1}^{m}t_{i}^{2}=\lVert z-z'\rVert^{2},

using 1≤μk1\le\mu_{k}, hence 1≤μk31\le\mu_{k}^{3}, 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 ∣ιNz−ιNz′∣H≤dE(z,z′)|\iota_{N}z-\iota_{N}z'|_{H}\le d_{E}(z,z'), and the hypothesis on gg gives ∣g(ιNz)−g(ιNz′)∣≤ℓg dE(z,z′)|g(\iota_{N}z)-g(\iota_{N}z')|\le\ell_{g}\,d_{E}(z,z'). Given a real ε>0\varepsilon>0, the number δ=ε/(ℓg+1)>0\delta=\varepsilon/(\ell_{g}+1)>0 therefore satisfies ∣g(ιNz)−g(ιNz′)∣<ε|g(\iota_{N}z)-g(\iota_{N}z')|<\varepsilon whenever dE(z,z′)<δd_{E}(z,z')<\delta, so g∘ιNg\circ\iota_{N} is continuous on Rm\mathbb{R}^{m}.

Since ∣g(x)∣≤Cg|g(x)|\le C_{g} on H−1H^{-1}, 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 UN:Rm→RU_{N}:\mathbb{R}^{m}\to\mathbb{R} that is a viscosity subsolution and a viscosity supersolution of FN\mathcal{F}_{N} on Rm\mathbb{R}^{m} (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 UN−u~NU_{N}-\tilde{u}_{N} bounded; moreover WN=UN−u~NW_{N}=U_{N}-\tilde{u}_{N} is continuous on Rm\mathbb{R}^{m} and ∣WN(z)∣≤Cg/γ|W_{N}(z)|\le C_{g}/\gamma for every z∈Rmz\in\mathbb{R}^{m}. This is clause galerkin.

Step 3 (Lifting the Galerkin solutions). Fix N∈NN\in\mathbb{N}. 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 U=UNU=U_{N}, which is a viscosity subsolution and a viscosity supersolution of FN\mathcal{F}_{N}, shows that WNW_{N} is a viscosity subsolution and a viscosity supersolution of the shifted Galerkin operator FN♯\mathcal{F}^{\sharp}_{N} for gg on Rm\mathbb{R}^{m}. 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 gˉ:V→R\bar{g}:V\to\mathbb{R} and Z=WNZ=W_{N}, which is bounded; the shifted Galerkin operator there is the one for gˉ∣H−1=g\bar{g}|_{H^{-1}}=g, that is, exactly the operator FN♯\mathcal{F}^{\sharp}_{N} just used. Put wN(x)=WN(prNx)w_{N}(x)=W_{N}(\mathrm{pr}_{N}x) for x∈Hx\in H. By Lifting Shifted Galerkin Solutions of the Wick-Square Problem to Viscosity Solutions of the Cut-Off Shifted Equation on the Sobolev Triple §continuity, wNw_{N} is continuous on HH; 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 FN♯F^{\sharp}_{N} for gˉ\bar{g} on HH. Moreover ∣wN(x)∣≤Cg/γ|w_{N}(x)|\le C_{g}/\gamma for every x∈Hx\in H, so wNw_{N} is bounded above and below near each point of HH, and wNw_{N} is a viscosity solution of FN♯F^{\sharp}_{N} on HH. For x∈H−1x\in H^{-1},

wN(x)=UN(prNx)−u~N(prNx)=uN(x)−u0,N(x).w_{N}(x)=U_{N}(\mathrm{pr}_{N}x)-\tilde{u}_{N}(\mathrm{pr}_{N}x)=u_{N}(x)-u_{0,N}(x).

In particular ∣uN(x)−u0,N(x)∣≤Cg/γ|u_{N}(x)-u_{0,N}(x)|\le C_{g}/\gamma for every x∈H−1x\in H^{-1}, the first inequality of clause bounds.

Step 4 (The limit as a solution of the shifted equation). The hypotheses on gg 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 CgC_{g}, ℓg\ell_{g} and the same class C\mathcal{C} of functions v:H−1→Rv:H^{-1}\to\mathbb{R} with v−u0v-u_{0} bounded and Lipschitz from (H−1,dH)(H^{-1},d_{H}) to R\mathbb{R}. 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 u∗∈Cu^{*}\in\mathcal{C} with ∣u∗(x)−u0(x)∣≤Cg/γ|u^{*}(x)-u_{0}(x)|\le C_{g}/\gamma and ∣(u∗−u0)(x)−(u∗−u0)(y)∣≤L ∣x−y∣H|(u^{*}-u_{0})(x)-(u^{*}-u_{0})(y)|\le L\,|x-y|_{H} for x,y∈H−1x,y\in H^{-1}. The function uu of the statement is a renormalised viscosity solution in C\mathcal{C}, 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 u∗u^{*}, and the two bounds hold for uu.

Apply Step 1 to f=u−u0f=u-u_{0} with C=Cg/γC=C_{g}/\gamma and ℓ=L\ell=L, obtaining w:H→Rw:H\to\mathbb{R}, continuous on HH, with w=u−u0w=u-u_{0} on H−1H^{-1}, ∣w(x)∣≤Cg/γ|w(x)|\le C_{g}/\gamma for x∈Hx\in H, and ∣w(x)−w(y)∣≤L ∣x−y∣H|w(x)-w(y)|\le L\,|x-y|_{H} for x,y∈Hx,y\in H; so ww is bounded and Lipschitz (with constant LL) from (H,dH)(H,d_{H}) to R\mathbb{R}, and u=u0+w∣H−1u=u_{0}+w|_{H^{-1}}. Now apply Renormalised Viscosity Solutions versus Viscosity Solutions of the Shifted Equation on the Sobolev Triple of Order Two with the running cost gˉ:V→R\bar{g}:V\to\mathbb{R}, which satisfies its hypotheses with the constants CgC_{g}, ℓg\ell_{g} by Step 1; its renormalised viscosity sub- and supersolutions are those for gˉ∣H−1=g\bar{g}|_{H^{-1}}=g. Since uu is a renormalised viscosity solution for gg, 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 ww is a viscosity subsolution and a viscosity supersolution of the shifted operator F♯F^{\sharp} for gˉ\bar{g} on HH. Being bounded, ww is bounded above and below near each point of HH, hence a viscosity solution of F♯F^{\sharp} on HH 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 (H,V,A)(H,V,A), 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. HH 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 VV bounded in VV has a subsequence converging in HH 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 gˉ\bar{g} (whose hypotheses hold by Step 1). Take λ0=γ>0\lambda_{0}=\gamma>0, the given ν>0\nu>0, the given nonnegative CgC_{g} and ℓg\ell_{g}, and C′=Cg/γ≥0C'=C_{g}/\gamma\ge0. Take the quadruple (B,f,Γ,g)(B,f,\Gamma,g) of that theorem to be (Bq,f,G,gˉ)(B_{q},f,G,\bar{g}): BqB_{q} is a monotone nonlinearity for (H,V,A)(H,V,A) 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, ff is square-summable in VV 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, G∈Sym(H)G\in\mathrm{Sym}(H) with 0Sym⪯G⪯IH0_{\mathrm{Sym}}\preceq G\preceq I_{H} 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 gˉ\bar{g} is bounded by CgC_{g} and ℓg\ell_{g}-Lipschitz for dHd_{H} on VV by Step 1. For N∈NN\in\mathbb{N} take the quadruple there written (BN,fN,ΓN,gN)(B_{N},f^{N},\Gamma_{N},g_{N}) to be (BqN,fN,GN,gN)(B^{N}_{q},f^{N},G_{N},g_{N}) with the cut-off data and gN:V→Rg_{N}:V\to\mathbb{R}, gN(x)=gˉ(ΠNx)g_{N}(x)=\bar{g}(\Pi_{N}x), which is defined because ΠN\Pi_{N} maps HH into VV 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: fNf^{N} is square-summable in VV by that clause, and GN∈Sym(H)G_{N}\in\mathrm{Sym}(H) with 0Sym⪯GN⪯IH0_{\mathrm{Sym}}\preceq G_{N}\preceq I_{H}, BqNB^{N}_{q} is a monotone nonlinearity for (H,V,A)(H,V,A), and ∣gN(x)∣≤Cg|g_{N}(x)|\le C_{g}, ∣gN(x)−gN(y)∣≤ℓg∣x−y∣H|g_{N}(x)-g_{N}(y)|\le\ell_{g}|x-y|_{H} for x,y∈Vx,y\in V, 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 gˉ\bar{g}.

With these choices, the operator FF of the convergence theorem is, at every (x,r,p,X)∈D(A)×R×H×Sym(V)(x,r,p,X)\in D(A)\times\mathbb{R}\times H\times\mathrm{Sym}(V),

γ r−ν2 TrfX+12 G(p,p)+⟨Ax+Bqx,p⟩H−gˉ(x),\gamma\,r-\tfrac{\nu}{2}\,\mathrm{Tr}_{f}X+\tfrac12\,G(p,p)+\langle Ax+B_{q}x,p\rangle_{H}-\bar{g}(x),

which is the value of the shifted operator F♯F^{\sharp} for gˉ\bar{g} of The Shifted Hamilton-Jacobi-Bellman Equation of the Wick-Square Problem on the Sobolev Triple of Order Two §operator; and FNF_{N} is

γ r−ν2 TrfNX+12 GN(p,p)+⟨Ax+BqNx,p⟩H−gˉ(ΠNx),\gamma\,r-\tfrac{\nu}{2}\,\mathrm{Tr}_{f^{N}}X+\tfrac12\,G_{N}(p,p)+\langle Ax+B^{N}_{q}x,p\rangle_{H}-\bar{g}(\Pi_{N}x),

which is the value of the cut-off shifted operator FN♯F^{\sharp}_{N} for gˉ\bar{g} 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 F=F♯F=F^{\sharp} and FN=FN♯F_{N}=F^{\sharp}_{N} as functions on the same domain, and (FN♯)N∈N(F^{\sharp}_{N})_{N\in\mathbb{N}} converges to F♯F^{\sharp} 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 gˉ\bar{g}. Finally take the solutions of that theorem to be ww and wNw_{N} (N∈NN\in\mathbb{N}): by Steps 3 and 4 they are continuous on HH, bounded in absolute value by C′=Cg/γC'=C_{g}/\gamma, and viscosity solutions of F♯F^{\sharp} and of FN♯F^{\sharp}_{N} on HH.

By Convergence of Solutions of Viscous Hamilton-Jacobi Equations with Monotone Nonlinearities on a Hilbert Triple under Convergence of the Operators §lipschitz, for every NN and x,y∈Hx,y\in H, ∣wN(x)−wN(y)∣≤(ℓg/γ+2Cg/γ+1)∣x−y∣H=L ∣x−y∣H|w_{N}(x)-w_{N}(y)|\le(\ell_{g}/\gamma+2C_{g}/\gamma+1)|x-y|_{H}=L\,|x-y|_{H}. For x,y∈H−1⊆Hx,y\in H^{-1}\subseteq H, Step 3 gives wN(x)−wN(y)=(uN−u0,N)(x)−(uN−u0,N)(y)w_{N}(x)-w_{N}(y)=(u_{N}-u_{0,N})(x)-(u_{N}-u_{0,N})(y), which proves the second inequality of clause bounds.

Let R>0R>0 and ε>0\varepsilon>0 be real, and let N0∈NN_{0}\in\mathbb{N} 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 ∣wN(x)−w(x)∣≤ε|w_{N}(x)-w(x)|\le\varepsilon for all N≥N0N\ge N_{0} and x∈Vx\in V with ∣x∣V≤R|x|_{V}\le R. Every x∈H−1x\in H^{-1} with ∣x∣V≤R|x|_{V}\le R lies in VV, and for it wN(x)=(uN−u0,N)(x)w_{N}(x)=(u_{N}-u_{0,N})(x) by Step 3 and w(x)=(u−u0)(x)w(x)=(u-u_{0})(x) by Step 4. Hence ∣(uN−u0,N)(x)−(u−u0)(x)∣≤ε|(u_{N}-u_{0,N})(x)-(u-u_{0})(x)|\le\varepsilon for all such NN and xx, which is clause convergence.

Step 6 (Clause pointwise). Fix x∈H−1x\in H^{-1}. 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 (wN(x))N∈N(w_{N}(x))_{N\in\mathbb{N}} converges to w(x)=u(x)−u0(x)w(x)=u(x)-u_{0}(x). Next, since (prNx)i=x(κN(i))(\mathrm{pr}_{N}x)_{i}=x(\kappa_{N}(i)) for i∈[m]i\in[m] (The Galerkin Problems of the Wick-Square Problem: Standing Notation for Cubes of Modes, Coordinates, the Free Galerkin Quadratic and the Riccati Potential §coordinates),

u0,N(x)=u~N(prNx)=∑i=1m(qκN(i) x(κN(i))2+aκN(i))=∑k∈ΓN(qk x(k)2+ak),u_{0,N}(x)=\tilde{u}_{N}(\mathrm{pr}_{N}x)=\sum_{i=1}^{m}\bigl(q_{\kappa_{N}(i)}\,x(\kappa_{N}(i))^{2}+a_{\kappa_{N}(i)}\bigr)=\sum_{k\in\Gamma_{N}}\bigl(q_{k}\,x(k)^{2}+a_{k}\bigr),

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 ΓN\Gamma_{N} has mm elements and κN:[m]→ΓN\kappa_{N}:[m]\to\Gamma_{N} 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 xx of the function written uNu_{N} 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 qkq_{k}, aka_{k} 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 (u0,N(x))N∈N(u_{0,N}(x))_{N\in\mathbb{N}} converges to ∑k∈Zn(qkx(k)2+ak)\sum_{k\in\mathbb{Z}^{n}}(q_{k}x(k)^{2}+a_{k}), which is u0(x)u_{0}(x) by The Wick-Square Problem on the Sobolev Triple of Order Two: Standing Notation §free. Since uN(x)=wN(x)+u0,N(x)u_{N}(x)=w_{N}(x)+u_{0,N}(x) for every NN by Step 3, Arithmetic of Limits of Real Sequences §sums shows that (uN(x))N∈N(u_{N}(x))_{N\in\mathbb{N}} converges to (u(x)−u0(x))+u0(x)=u(x)(u(x)-u_{0}(x))+u_{0}(x)=u(x). This is clause pointwise.

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