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Proof of The Viscosity Property Depends Only on the Values on the Trace of VV

lemmalem:viscosity-trace-values-hilbert-triple-2026a
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· 3,457 chars · 3 deps · depth 26 Reason: Initial publication of the proof: the delta-envelopes are envelopes of functions defined on the trace of V, and the viscosity conditions mention the function only through those envelopes and its local bounds.

The delta-envelopes are envelopes of functions on the trace of V, so they depend only on the values there; the viscosity conditions mention the function only through its envelopes and its local bounds.

Proof

Each result cited is universally quantified over the data in its own statement.

Claim 1. Let δR\delta\in\mathbb{R} be positive and suppose that uu and u~\tilde{u} are bounded above near each point of UU. By The δ\delta-Envelopes uδu^-_\delta and uδ+u^+_\delta of a Function on an Open Subset of a Hilbert Triple §minus the envelope uδu^{-}_{\delta} is the upper semicontinuous envelope of the function VURV\cap U\to\mathbb{R} whose value at xx is u(x)δh(x)u(x)-\delta h(x), and u~δ\tilde{u}^{-}_{\delta} is that of the function whose value at xx is u~(x)δh(x)\tilde{u}(x)-\delta h(x). These two functions on VUV\cap U are equal, because u(x)=u~(x)u(x)=\tilde{u}(x) for every xVUx\in V\cap U; hence their upper semicontinuous envelopes are equal, that is, uδ(x)=u~δ(x)u^{-}_{\delta}(x)=\tilde{u}^{-}_{\delta}(x) for every xVUx\in V\cap U. The same argument with The δ\delta-Envelopes uδu^-_\delta and uδ+u^+_\delta of a Function on an Open Subset of a Hilbert Triple §plus and the lower semicontinuous envelopes gives the second assertion.

Claim 2. Assume uu and u~\tilde{u} are bounded above near each point of UU and that uu is a viscosity subsolution of FF on UU. The condition of Viscosity Subsolution, Supersolution and Solution of a Second-Order Equation on a Hilbert Triple §subsolution is then to be verified for u~\tilde{u}, which is bounded above near each point of UU by hypothesis. So let δR\delta\in\mathbb{R} be positive, let φC2(U)\varphi\in C^{2}(U), let x^VU\hat{x}\in V\cap U be a point at which the function VURV\cap U\to\mathbb{R} with value u~δ(x)φ(x)\tilde{u}^{-}_{\delta}(x)-\varphi(x) at xx has a local maximum relative to VUV\cap U, and let εR\varepsilon\in\mathbb{R} be positive.

By claim 1 the function just named is the function VURV\cap U\to\mathbb{R} with value uδ(x)φ(x)u^{-}_{\delta}(x)-\varphi(x) at xx, so the latter has a local maximum relative to VUV\cap U at x^\hat{x}. Since uu is a viscosity subsolution of FF on UU, there are yWy\in W, sRs\in\mathbb{R}, qHq\in H and YSym(H)Y\in\mathrm{Sym}(H) with

yx^H<ε,uδ(y)uδ(x^)<ε,suδ(x^)<ε,qDφ(x^)H<ε,YD2φ(x^)<ε|y-\hat{x}|_{H}<\varepsilon,\quad |u^{-}_{\delta}(y)-u^{-}_{\delta}(\hat{x})|<\varepsilon,\quad |s-u^{-}_{\delta}(\hat{x})|<\varepsilon,\quad |q-D\varphi(\hat{x})|_{H}<\varepsilon,\quad \lVert Y-D^{2}\varphi(\hat{x})\rVert<\varepsilon

and Fδ(y,s,q,Y)εF^{-}_{\delta}(y,s,q,Y)\le\varepsilon. By claim 1 again, uδ(y)=u~δ(y)u^{-}_{\delta}(y)=\tilde{u}^{-}_{\delta}(y) and uδ(x^)=u~δ(x^)u^{-}_{\delta}(\hat{x})=\tilde{u}^{-}_{\delta}(\hat{x}) (both yy and x^\hat{x} lie in VUV\cap U, since WVUW\subseteq V\cap U), so the same yy, ss, qq and YY satisfy the displayed conditions with u~δ\tilde{u}^{-}_{\delta} in place of uδu^{-}_{\delta}, together with Fδ(y,s,q,Y)εF^{-}_{\delta}(y,s,q,Y)\le\varepsilon. As δ\delta, φ\varphi, x^\hat{x} and ε\varepsilon were arbitrary, u~\tilde{u} is a viscosity subsolution of FF on UU.

Claim 3. The argument is the same, with Viscosity Subsolution, Supersolution and Solution of a Second-Order Equation on a Hilbert Triple §supersolution, the envelopes uδ+u^{+}_{\delta} and u~δ+\tilde{u}^{+}_{\delta}, which agree by claim 1, local minima in place of local maxima, and the final inequality εFδ+(y,s,q,Y)-\varepsilon\le F^{+}_{\delta}(y,s,q,Y).

Claim 4. Assume uu and u~\tilde{u} are bounded above near each point of UU and bounded below near each point of UU, and that uu is a viscosity solution of FF on UU. By Viscosity Subsolution, Supersolution and Solution of a Second-Order Equation on a Hilbert Triple §solution the function uu is both a viscosity subsolution and a viscosity supersolution of FF on UU, so by claims 2 and 3 so is u~\tilde{u}; by the same clause, u~\tilde{u} is a viscosity solution of FF on UU.

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