TheoremBase

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 δ∈R\delta\in\mathbb{R} be positive and suppose that uu and u~\tilde{u} are bounded above near each point of UU. By The Ξ΄\delta-Envelopes uΞ΄βˆ’u^-_\delta and uΞ΄+u^+_\delta of a Function on an Open Subset of a Hilbert Triple (i) the envelope uΞ΄βˆ’u^{-}_{\delta} is the upper semicontinuous envelope of the function V∩Uβ†’RV\cap U\to\mathbb{R} whose value at xx is u(x)βˆ’Ξ΄h(x)u(x)-\delta h(x), and u~Ξ΄βˆ’\tilde{u}^{-}_{\delta} is that of the function whose value at xx is u~(x)βˆ’Ξ΄h(x)\tilde{u}(x)-\delta h(x). These two functions on V∩UV\cap U are equal, because u(x)=u~(x)u(x)=\tilde{u}(x) for every x∈V∩Ux\in V\cap U; hence their upper semicontinuous envelopes are equal, that is, uΞ΄βˆ’(x)=u~Ξ΄βˆ’(x)u^{-}_{\delta}(x)=\tilde{u}^{-}_{\delta}(x) for every x∈V∩Ux\in V\cap U. The same argument with The Ξ΄\delta-Envelopes uΞ΄βˆ’u^-_\delta and uΞ΄+u^+_\delta of a Function on an Open Subset of a Hilbert Triple (ii) 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 (i) is then to be verified for u~\tilde{u}, which is bounded above near each point of UU by hypothesis. So let δ∈R\delta\in\mathbb{R} be positive, let Ο†βˆˆC2(U)\varphi\in C^{2}(U), let x^∈V∩U\hat{x}\in V\cap U be a point at which the function V∩Uβ†’RV\cap U\to\mathbb{R} with value u~Ξ΄βˆ’(x)βˆ’Ο†(x)\tilde{u}^{-}_{\delta}(x)-\varphi(x) at xx has a local maximum relative to V∩UV\cap U, and let Ρ∈R\varepsilon\in\mathbb{R} be positive.

By claim 1 the function just named is the function V∩Uβ†’RV\cap U\to\mathbb{R} with value uΞ΄βˆ’(x)βˆ’Ο†(x)u^{-}_{\delta}(x)-\varphi(x) at xx, so the latter has a local maximum relative to V∩UV\cap U at x^\hat{x}. Since uu is a viscosity subsolution of FF on UU, there are y∈Wy\in W, s∈Rs\in\mathbb{R}, q∈Hq\in H and Y∈Sym(H)Y\in\mathrm{Sym}(H) with

∣yβˆ’x^∣H<Ξ΅,∣uΞ΄βˆ’(y)βˆ’uΞ΄βˆ’(x^)∣<Ξ΅,∣sβˆ’uΞ΄βˆ’(x^)∣<Ξ΅,∣qβˆ’DΟ†(x^)∣H<Ξ΅,βˆ₯Yβˆ’D2Ο†(x^)βˆ₯<Ξ΅|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 FΞ΄βˆ’(y,s,q,Y)≀ΡF^{-}_{\delta}(y,s,q,Y)\le\varepsilon. By claim 1 again, uΞ΄βˆ’(y)=u~Ξ΄βˆ’(y)u^{-}_{\delta}(y)=\tilde{u}^{-}_{\delta}(y) and uΞ΄βˆ’(x^)=u~Ξ΄βˆ’(x^)u^{-}_{\delta}(\hat{x})=\tilde{u}^{-}_{\delta}(\hat{x}) (both yy and x^\hat{x} lie in V∩UV\cap U, since WβŠ†V∩UW\subseteq V\cap U), so the same yy, ss, qq and YY satisfy the displayed conditions with u~Ξ΄βˆ’\tilde{u}^{-}_{\delta} in place of uΞ΄βˆ’u^{-}_{\delta}, together with FΞ΄βˆ’(y,s,q,Y)≀ΡF^{-}_{\delta}(y,s,q,Y)\le\varepsilon. As Ξ΄\delta, Ο†\varphi, x^\hat{x} and Ξ΅\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 (ii), the envelopes uΞ΄+u^{+}_{\delta} and u~Ξ΄+\tilde{u}^{+}_{\delta}, which agree by claim 1, local minima in place of local maxima, and the final inequality βˆ’Ξ΅β‰€FΞ΄+(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 (iii) 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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