TheoremBase

The dissipative term supplies the nonnegative quantity that dominates the doubling, monotonicity of the nonlinearity and its nonnegative pairing with the form operator make its two contributions nonnegative, and the shift terms supply a budget of which the Lipschitz perturbation spends only a part; the remaining terms are absorbed by the two moduli. For shift-continuity the admissibility constraint is used to bound the form operator on the admissible sets.

Proof

Each result cited is universally quantified over the data in its own statement. Throughout, x,y∈D(A)x,y\in D(A), and we write a=Axa=Ax, b=Ayb=Ay and Φ(z)=B(z)+L(z)\Phi(z)=B(z)+L(z) for z∈Vz\in V; norms and pairings without a subscript are those of HH. By The Penalty Function h=12∣⋅∣V2h=\tfrac12|\cdot|_V^2 of a Hilbert Triple: Expansion Identities, Closed Sublevel Sets, Density and Local Bounds (i) we have 0≤h(z)0\le h(z) for z∈Vz\in V, and 2h(z)=∣z∣V22h(z)=|z|_{V}^{2} by Hilbert Triples: Standing Notation and Background (iv). By Hilbert Triples: Standing Notation and Background (i) we have ∣z∣H≤∣z∣V|z|_{H}\le|z|_{V} for z∈Vz\in V. By Elementary Properties of a Hilbert Triple: the Embedding, the Riesz Map and the Form Operator (iv), ⟨Az,v⟩H=⟨z,v⟩V\langle Az,v\rangle_{H}=\langle z,v\rangle_{V} for z∈D(A)z\in D(A) and v∈Vv\in V.

Since LL is Lipschitz with constant ℓ\ell, ∣L(z)−L(v)∣≤ℓ∣z−v∣|L(z)-L(v)|\le\ell|z-v| for z,v∈Hz,v\in H, and taking v=0Hv=0_{H} and using The Norm Metric of a Real Inner Product Space: Triangle Inequalities, Limits and Continuity (i) gives

∣L(z)∣≤cL+ℓ∣z∣for every z∈H.|L(z)|\le c_{L}+\ell|z|\qquad\text{for every }z\in H .

We use the following three elementary facts. First, by Elementary Identities in a Real Inner Product Space (v), 12∣c∣2+⟨u,c⟩=12∣c+u∣2−12∣u∣2\tfrac{1}{2}|c|^{2}+\langle u,c\rangle=\tfrac{1}{2}|c+u|^{2}-\tfrac{1}{2}|u|^{2} for u,c∈Hu,c\in H. Secondly, for real c>0c>0 and u,vu,v with 0≤u0\le u and 0≤v0\le v, expanding 0≤1c(c u−v)20\le\tfrac{1}{c}(c\,u-v)^{2} gives 2uv≤c u2+v2c2uv\le c\,u^{2}+\tfrac{v^{2}}{c}; we use it as uv≤14u2+v2uv\le\tfrac{1}{4}u^{2}+v^{2} (the case c=12c=\tfrac{1}{2}) and in the displayed forms below. Thirdly, (s+t)2≤2s2+2t2(s+t)^{2}\le2s^{2}+2t^{2} for real s,ts,t, by Products and Sums of Weighted Square-Summable Sequences of Real Numbers (i).

Claim 1. The values of FF are real numbers and its domain is D(A)×R×H×Sym(V)D(A)\times\mathbb{R}\times H\times\mathrm{Sym}(V), which with W=D(A)W=D(A) is what Second-Order Equation Operator on an Open Subset of a Hilbert Triple and Its δ\delta-Shifts (i) requires of a second-order equation operator on HH. The defining expression does not contain its fourth argument, so F(x,r,p,X)=F(x,r,p,X′)F(x,r,p,X)=F(x,r,p,X') for all X,X′∈Sym(V)X,X'\in\mathrm{Sym}(V), which is First-Order Equation Operator on a Hilbert Triple (i). Degenerate ellipticity is then A First-Order Equation Operator is Degenerate Elliptic and Its δ\delta-Shifts Ignore the Form Argument (i).

Claim 2. Let RR be positive, x∈D(A)x\in D(A), p∈Hp\in H, X∈Sym(V)X\in\mathrm{Sym}(V) and r,s∈Rr,s\in\mathbb{R} with −R≤s≤r≤R-R\le s\le r\le R. Every term of FF other than λ0r\lambda_{0}r is independent of the second argument, so

F(x,r,p,X)−F(x,s,p,X)=λ0r−λ0s=λ0(r−s),F(x,r,p,X)-F(x,s,p,X)=\lambda_{0}r-\lambda_{0}s=\lambda_{0}(r-s),

and in particular λ0(r−s)≤F(x,r,p,X)−F(x,s,p,X)\lambda_{0}(r-s)\le F(x,r,p,X)-F(x,s,p,X). As λ0\lambda_{0} is positive, this is the requirement of Locally Strictly Proper Second-Order Equation Operator on a Hilbert Triple (i); since RR was an arbitrary positive real, FF is locally strictly proper by Locally Strictly Proper Second-Order Equation Operator on a Hilbert Triple (ii).

The shifts. Let δ∈R\delta\in\mathbb{R} satisfy 0<δ<10<\delta<1. By Second-Order Equation Operator on an Open Subset of a Hilbert Triple and Its δ\delta-Shifts (ii) and claim 1, the δ\delta-shifts do not depend on their fourth argument and are given by

Fδ−(x,r,p,X)=λ0(r+δh(x))+12∣p+δa∣2+⟨a+Φ(x),p+δa⟩−g(x),F^{-}_{\delta}(x,r,p,X)=\lambda_{0}\bigl(r+\delta h(x)\bigr)+\tfrac{1}{2}|p+\delta a|^{2}+\langle a+\Phi(x),p+\delta a\rangle-g(x), Fδ+(y,s,p′,X′)=λ0(s−δh(y))+12∣p′−δb∣2+⟨b+Φ(y),p′−δb⟩−g(y).F^{+}_{\delta}(y,s,p',X')=\lambda_{0}\bigl(s-\delta h(y)\bigr)+\tfrac{1}{2}|p'-\delta b|^{2}+\langle b+\Phi(y),p'-\delta b\rangle-g(y).

By the first elementary fact, with c=p+δac=p+\delta a and u=au=a, and with c=p′−δbc=p'-\delta b and u=bu=b,

Fδ−(x,r,p,X)=λ0(r+δh(x))+12∣p+(1+δ)a∣2−12∣a∣2+⟨Φ(x),p+δa⟩−g(x),(∗)F^{-}_{\delta}(x,r,p,X)=\lambda_{0}\bigl(r+\delta h(x)\bigr)+\tfrac{1}{2}\bigl|p+(1+\delta)a\bigr|^{2}-\tfrac{1}{2}|a|^{2}+\langle\Phi(x),p+\delta a\rangle-g(x),\tag{$*$} Fδ+(y,s,p′,X′)=λ0(s−δh(y))+12∣p′+(1−δ)b∣2−12∣b∣2+⟨Φ(y),p′−δb⟩−g(y).(∗∗)F^{+}_{\delta}(y,s,p',X')=\lambda_{0}\bigl(s-\delta h(y)\bigr)+\tfrac{1}{2}\bigl|p'+(1-\delta)b\bigr|^{2}-\tfrac{1}{2}|b|^{2}+\langle\Phi(y),p'-\delta b\rangle-g(y).\tag{$**$}

Claim 3, the two moduli. By The Nondecreasing Envelope of a Truncated Modulus of Continuity (ii) the function ωˉg\bar{\omega}_{g} is a modulus of continuity satisfying 0≤ωˉg(t)≤2Cg0\le\bar{\omega}_{g}(t)\le2C_{g} for every nonnegative tt; as 2Cg2C_{g} is nonnegative, its quadratic reparametrisation ωg∗\omega_{g}^{\ast} at 2Cg2C_{g} is therefore defined, and is a nondecreasing modulus of continuity, by Sums, Nonnegative Multiples, Monotonicity and Quadratic Reparametrisation of Moduli of Continuity (iv). By Linear Moduli of Continuity (i) the function t↦ℓtt\mapsto\ell t is a modulus of continuity, since 0≤ℓ0\le\ell; so ω1\omega_{1} is a modulus of continuity by Sums, Nonnegative Multiples, Monotonicity and Quadratic Reparametrisation of Moduli of Continuity (i). For a real α>1\alpha>1 the number KαK\alpha is nonnegative, being a product of positive numbers, so t↦Kαtt\mapsto K\alpha t is a modulus of continuity by Linear Moduli of Continuity (i).

Claim 3, the inequality. Let RR be positive, let x,y∈D(A)x,y\in D(A), let r∈Rr\in\mathbb{R} with −R≤r≤R-R\le r\le R, let X,Y∈Sym(H)X,Y\in\mathrm{Sym}(H) and let α,δ∈R\alpha,\delta\in\mathbb{R} with 1<α1<\alpha and 0<δ<10<\delta<1. Put w=α(x−y)w=\alpha(x-y) and σ=α∣x−y∣2+1α\sigma=\alpha|x-y|^{2}+\tfrac{1}{\alpha}, and let D=Fδ−(x,r,w,X)−Fδ+(y,r,w,Y)D=F^{-}_{\delta}(x,r,w,X)-F^{+}_{\delta}(y,r,w,Y). Expanding the two shift formulas and Elementary Identities in a Real Inner Product Space (v),

D=λ0δ(h(x)+h(y))+δ⟨w,a+b⟩+δ22(∣a∣2−∣b∣2)+⟨a−b,w⟩+⟨Φ(x)−Φ(y),w⟩+δ(∣a∣2+∣b∣2)+δ(⟨Φ(x),a⟩+⟨Φ(y),b⟩)−(g(x)−g(y)).D=\lambda_{0}\delta\bigl(h(x)+h(y)\bigr)+\delta\langle w,a+b\rangle+\tfrac{\delta^{2}}{2}\bigl(|a|^{2}-|b|^{2}\bigr)+\langle a-b,w\rangle+\langle\Phi(x)-\Phi(y),w\rangle+\delta\bigl(|a|^{2}+|b|^{2}\bigr)+\delta\bigl(\langle\Phi(x),a\rangle+\langle\Phi(y),b\rangle\bigr)-\bigl(g(x)-g(y)\bigr).

We bound the eight groups in turn, taking the fourth and the eighth together in (vii).

(i) 0≤λ0δ(h(x)+h(y))0\le\lambda_{0}\delta(h(x)+h(y)), all three factors being nonnegative.

(ii) Since x−y∈Vx-y\in V, the symmetry identity gives ⟨a−b,w⟩=α(⟨x,x−y⟩V−⟨y,x−y⟩V)=α∣x−y∣V2\langle a-b,w\rangle=\alpha\bigl(\langle x,x-y\rangle_{V}-\langle y,x-y\rangle_{V}\bigr)=\alpha|x-y|_{V}^{2}, which is nonnegative. This term is not discarded: it is combined with the eighth group in (vii), where it absorbs the oscillation of gg.

(iii) Likewise ⟨w,a+b⟩=α(⟨x,x−y⟩V+⟨y,x−y⟩V)=α(∣x∣V2−∣y∣V2)=2α(h(x)−h(y))\langle w,a+b\rangle=\alpha\bigl(\langle x,x-y\rangle_{V}+\langle y,x-y\rangle_{V}\bigr)=\alpha\bigl(|x|_{V}^{2}-|y|_{V}^{2}\bigr)=2\alpha\bigl(h(x)-h(y)\bigr), so, hh being nonnegative,

δ⟨w,a+b⟩≥−2α δ h(y)≥−2α⋅δ(h(x)+h(y)+1).\delta\langle w,a+b\rangle\ge-2\alpha\,\delta\,h(y)\ge-2\alpha\cdot\delta\bigl(h(x)+h(y)+1\bigr).

(iv) Since 0<δ<10<\delta<1 we have 12≤1−δ2\tfrac{1}{2}\le1-\tfrac{\delta}{2} and 12≤1+δ2\tfrac{1}{2}\le1+\tfrac{\delta}{2}, so

δ22(∣a∣2−∣b∣2)+δ(∣a∣2+∣b∣2)=δ(1+δ2)∣a∣2+δ(1−δ2)∣b∣2 ≥ δ2(∣a∣2+∣b∣2).\tfrac{\delta^{2}}{2}\bigl(|a|^{2}-|b|^{2}\bigr)+\delta\bigl(|a|^{2}+|b|^{2}\bigr)=\delta\bigl(1+\tfrac{\delta}{2}\bigr)|a|^{2}+\delta\bigl(1-\tfrac{\delta}{2}\bigr)|b|^{2}\ \ge\ \tfrac{\delta}{2}\bigl(|a|^{2}+|b|^{2}\bigr).

(v) ⟨Φ(x)−Φ(y),w⟩=α⟨B(x)−B(y),x−y⟩+α⟨L(x)−L(y),x−y⟩\langle\Phi(x)-\Phi(y),w\rangle=\alpha\langle B(x)-B(y),x-y\rangle+\alpha\langle L(x)-L(y),x-y\rangle. The first summand is nonnegative by Monotone, AA-Monotone and Locally Bounded Nonlinearities on a Hilbert Triple (i) and 0<α0<\alpha. For the second, The Cauchy–Schwarz Inequality in a Real Inner Product Space and the Lipschitz bound give ⟨L(x)−L(y),x−y⟩≥−ℓ∣x−y∣2\langle L(x)-L(y),x-y\rangle\ge-\ell|x-y|^{2}, so, 1α\tfrac{1}{\alpha} being positive and ℓ\ell nonnegative,

⟨Φ(x)−Φ(y),w⟩≥−ℓ α∣x−y∣2≥−ℓ σ.\langle\Phi(x)-\Phi(y),w\rangle\ge-\ell\,\alpha|x-y|^{2}\ge-\ell\,\sigma .

(vi) δ(⟨Φ(x),a⟩+⟨Φ(y),b⟩)=δ(⟨B(x),a⟩+⟨B(y),b⟩)+δ(⟨L(x),a⟩+⟨L(y),b⟩)\delta(\langle\Phi(x),a\rangle+\langle\Phi(y),b\rangle)=\delta(\langle B(x),a\rangle+\langle B(y),b\rangle)+\delta(\langle L(x),a\rangle+\langle L(y),b\rangle). The first summand is nonnegative by Monotone, AA-Monotone and Locally Bounded Nonlinearities on a Hilbert Triple (ii). For the second, The Cauchy–Schwarz Inequality in a Real Inner Product Space and the second elementary fact give ⟨L(x),a⟩≥−∣L(x)∣ ∣a∣≥−14∣a∣2−∣L(x)∣2\langle L(x),a\rangle\ge-|L(x)|\,|a|\ge-\tfrac{1}{4}|a|^{2}-|L(x)|^{2}, while the third elementary fact, the Lipschitz bound and ∣x∣≤∣x∣V|x|\le|x|_{V} give

∣L(x)∣2≤(cL+ℓ∣x∣)2≤2cL2+2ℓ2∣x∣2≤2cL2+2ℓ2∣x∣V2=2cL2+4ℓ2h(x),|L(x)|^{2}\le\bigl(c_{L}+\ell|x|\bigr)^{2}\le2c_{L}^{2}+2\ell^{2}|x|^{2}\le2c_{L}^{2}+2\ell^{2}|x|_{V}^{2}=2c_{L}^{2}+4\ell^{2}h(x),

and likewise for yy. Hence

δ(⟨Φ(x),a⟩+⟨Φ(y),b⟩) ≥ −δ4(∣a∣2+∣b∣2)−δ(4cL2+4ℓ2(h(x)+h(y))) ≥ −δ4(∣a∣2+∣b∣2)−(4cL2+4ℓ2) δ(h(x)+h(y)+1),\delta\bigl(\langle\Phi(x),a\rangle+\langle\Phi(y),b\rangle\bigr)\ \ge\ -\tfrac{\delta}{4}\bigl(|a|^{2}+|b|^{2}\bigr)-\delta\Bigl(4c_{L}^{2}+4\ell^{2}\bigl(h(x)+h(y)\bigr)\Bigr)\ \ge\ -\tfrac{\delta}{4}\bigl(|a|^{2}+|b|^{2}\bigr)-\bigl(4c_{L}^{2}+4\ell^{2}\bigr)\,\delta\bigl(h(x)+h(y)+1\bigr),

the last step because 1≤h(x)+h(y)+11\le h(x)+h(y)+1 and h(x)+h(y)≤h(x)+h(y)+1h(x)+h(y)\le h(x)+h(y)+1 and the coefficients are nonnegative.

(vii) We bound the fourth and the eighth group together. Write t=∣x−y∣Vt=|x-y|_{V}, so that their sum is αt2−(g(x)−g(y))\alpha t^{2}-\bigl(g(x)-g(y)\bigr) by (ii). Since x,y∈D(A)⊆Vx,y\in D(A)\subseteq V, the hypotheses on gg give g(x)−g(y)≤∣g(x)−g(y)∣≤ωg(t)g(x)-g(y)\le|g(x)-g(y)|\le\omega_{g}(t), by claim 3 of Properties of the Absolute Value in an Ordered Field, and ∣g(x)−g(y)∣≤∣g(x)∣+∣g(y)∣≤2Cg|g(x)-g(y)|\le|g(x)|+|g(y)|\le2C_{g}, by claims 2 and 5 of that lemma; so g(x)−g(y)g(x)-g(y) is at most both ωg(t)\omega_{g}(t) and 2Cg2C_{g} and therefore

g(x)−g(y)≤ωˉg(t)g(x)-g(y)\le\bar{\omega}_{g}(t)

by The Nondecreasing Envelope of a Truncated Modulus of Continuity (iv). Note that αt2\alpha t^{2} is nonnegative, being a product of the positive α\alpha with a square, and that 0≤ωg∗(σ)0\le\omega_{g}^{\ast}(\sigma), ωg∗\omega_{g}^{\ast} being a modulus of continuity.

Suppose first that 2Cg≤αt22C_{g}\le\alpha t^{2}. Since ωˉg(t)≤2Cg\bar{\omega}_{g}(t)\le2C_{g} by The Nondecreasing Envelope of a Truncated Modulus of Continuity (ii), transitivity gives g(x)−g(y)≤αt2g(x)-g(y)\le\alpha t^{2}, so αt2−(g(x)−g(y))\alpha t^{2}-(g(x)-g(y)) is nonnegative and hence at least −ωg∗(σ)-\omega_{g}^{\ast}(\sigma).

Suppose instead that αt2<2Cg\alpha t^{2}<2C_{g}. Multiplying by the positive 1α\tfrac{1}{\alpha} gives t2<2Cg1αt^{2}<2C_{g}\tfrac{1}{\alpha}, while 1α≤σ\tfrac{1}{\alpha}\le\sigma, the difference being the nonnegative α∣x−y∣2\alpha|x-y|^{2}, and 0≤2Cg0\le2C_{g} give 2Cg1α≤2Cgσ2C_{g}\tfrac{1}{\alpha}\le2C_{g}\sigma by claim 5 of Elementary Arithmetic in an Ordered Field. Hence t2≤2Cgσt^{2}\le2C_{g}\sigma, and so ωˉg(t)≤ωg∗(σ)\bar{\omega}_{g}(t)\le\omega_{g}^{\ast}(\sigma) by Sums, Nonnegative Multiples, Monotonicity and Quadratic Reparametrisation of Moduli of Continuity (iv), the reparametrisation being taken at c=2Cgc=2C_{g}. Discarding the nonnegative αt2\alpha t^{2},

αt2−(g(x)−g(y)) ≥ −ωˉg(t) ≥ −ωg∗(σ).\alpha t^{2}-\bigl(g(x)-g(y)\bigr)\ \ge\ -\bar{\omega}_{g}(t)\ \ge\ -\omega_{g}^{\ast}(\sigma).

In either case

⟨a−b,w⟩−(g(x)−g(y)) ≥ −ωg∗(σ).\langle a-b,w\rangle-\bigl(g(x)-g(y)\bigr)\ \ge\ -\omega_{g}^{\ast}(\sigma).

(viii) The bounds (i), (iii), (iv), (v), (vi) and (vii) account for all eight groups of DD, the last of them for the fourth and the eighth together. Adding them, the terms δ2(∣a∣2+∣b∣2)\tfrac{\delta}{2}(|a|^{2}+|b|^{2}) of (iv) and −δ4(∣a∣2+∣b∣2)-\tfrac{\delta}{4}(|a|^{2}+|b|^{2}) of (vi) combine to the nonnegative δ4(∣a∣2+∣b∣2)\tfrac{\delta}{4}(|a|^{2}+|b|^{2}), and we obtain

D ≥ −ωg∗(σ)−ℓ σ−(2α+4cL2+4ℓ2) δ(h(x)+h(y)+1).D\ \ge\ -\omega_{g}^{\ast}(\sigma)-\ell\,\sigma-\bigl(2\alpha+4c_{L}^{2}+4\ell^{2}\bigr)\,\delta\bigl(h(x)+h(y)+1\bigr).

Since 1<α1<\alpha and 4cL2+4ℓ24c_{L}^{2}+4\ell^{2} is nonnegative, 2α+4cL2+4ℓ2≤2α+(4cL2+4ℓ2)α=Kα2\alpha+4c_{L}^{2}+4\ell^{2}\le2\alpha+(4c_{L}^{2}+4\ell^{2})\alpha=K\alpha, so the right-hand side is at least −ω1(σ)−ω2(δ(h(x)+h(y)+1),α)-\omega_{1}(\sigma)-\omega_{2}(\delta(h(x)+h(y)+1),\alpha). This is the inequality required by The First-Order Structure Condition for a Second-Order Equation Operator on a Hilbert Triple (i), so (ω1,ω2)(\omega_{1},\omega_{2}) is a structure pair for FF at RR; as RR was an arbitrary positive real, FF satisfies the first-order structure condition by The First-Order Structure Condition for a Second-Order Equation Operator on a Hilbert Triple (ii).

Claim 4, a bound on the form operator over the admissible sets. Let δ,R∈R\delta,R\in\mathbb{R} satisfy 0<δ<10<\delta<1 and 0<R0<R. Let ρ\rho be the nonnegative real with ρ2=2R\rho^{2}=2R, given by Existence and Uniqueness of the Nonnegative Square Root. If (z,r,p,X)∈W(z,r,p,X)\in\mathcal{W} is RR-bounded then h(z)<Rh(z)<R, so ∣z∣V2=2h(z)<ρ2|z|_{V}^{2}=2h(z)<\rho^{2} and therefore ∣z∣V≤ρ|z|_{V}\le\rho by claim 1 of Monotonicity of Squaring on the Nonnegative Elements of an Ordered Field and trichotomy, and ∣z∣≤ρ|z|\le\rho. Let β\beta be a bound for BB on the set of v∈Vv\in V with ∣v∣V≤ρ|v|_{V}\le\rho, as provided by Monotone, AA-Monotone and Locally Bounded Nonlinearities on a Hilbert Triple (iii), put μ=cL+ℓρ\mu=c_{L}+\ell\rho and N=β+μN=\beta+\mu; then ∣Φ(z)∣≤N|\Phi(z)|\le N for every such zz, by The Norm Metric of a Real Inner Product Space: Triangle Inequalities, Limits and Continuity (i) and the bound on ∣L∣|L|.

Let ξ=(x,r,p,X)\xi=(x,r,p,X) be RR-bounded. From (∗)(*), using 12∣p∣2≥0\tfrac{1}{2}|p|^{2}\ge0, The Cauchy–Schwarz Inequality in a Real Inner Product Space, ∣p∣<R|p|<R, 1+δ≤21+\delta\le2, the second elementary fact in the form ⟨L(x),a⟩≥−14∣a∣2−∣L(x)∣2\langle L(x),a\rangle\ge-\tfrac{1}{4}|a|^{2}-|L(x)|^{2}, Monotone, AA-Monotone and Locally Bounded Nonlinearities on a Hilbert Triple (ii), 0≤h(x)0\le h(x), −R≤r-R\le r and ∣g(x)∣≤Cg|g(x)|\le C_{g},

Fδ−(ξ) ≥ (1+δ)2−12∣a∣2−2R∣a∣−NR−δ4∣a∣2−μ2−λ0R−Cg ≥ 3δ4∣a∣2−2R∣a∣−C−,F^{-}_{\delta}(\xi)\ \ge\ \tfrac{(1+\delta)^{2}-1}{2}|a|^{2}-2R|a|-NR-\tfrac{\delta}{4}|a|^{2}-\mu^{2}-\lambda_{0}R-C_{g}\ \ge\ \tfrac{3\delta}{4}|a|^{2}-2R|a|-C_{-},

where C−=NR+μ2+λ0R+CgC_{-}=NR+\mu^{2}+\lambda_{0}R+C_{g}; here (1+δ)2−12=δ+δ22≥δ\tfrac{(1+\delta)^{2}-1}{2}=\delta+\tfrac{\delta^{2}}{2}\ge\delta. Similarly, let η=(y,s,p′,X′)\eta=(y,s,p',X') be RR-bounded. From (∗∗)(**), using 12∣p′∣2≤12R2\tfrac{1}{2}|p'|^{2}\le\tfrac{1}{2}R^{2}, The Cauchy–Schwarz Inequality in a Real Inner Product Space, 1−δ≤11-\delta\le1, ∣Φ(y)∣≤N|\Phi(y)|\le N, 0≤h(y)0\le h(y), s≤Rs\le R and −g(y)≤Cg-g(y)\le C_{g},

Fδ+(η) ≤ −1−(1−δ)22∣b∣2+(R+N)∣b∣+C+ ≤ −δ2∣b∣2+(R+N)∣b∣+C+,F^{+}_{\delta}(\eta)\ \le\ -\tfrac{1-(1-\delta)^{2}}{2}|b|^{2}+(R+N)|b|+C_{+}\ \le\ -\tfrac{\delta}{2}|b|^{2}+(R+N)|b|+C_{+},

where C+=12R2+NR+λ0R+CgC_{+}=\tfrac{1}{2}R^{2}+NR+\lambda_{0}R+C_{g}; here 1−(1−δ)22=δ−δ22≥δ2\tfrac{1-(1-\delta)^{2}}{2}=\delta-\tfrac{\delta^{2}}{2}\ge\tfrac{\delta}{2} because δ<1\delta<1.

By the second elementary fact, 2R∣a∣≤3δ8∣a∣2+8R23δ2R|a|\le\tfrac{3\delta}{8}|a|^{2}+\tfrac{8R^{2}}{3\delta} and (R+N)∣b∣≤δ4∣b∣2+(R+N)2δ(R+N)|b|\le\tfrac{\delta}{4}|b|^{2}+\tfrac{(R+N)^{2}}{\delta}. Hence the two displays give

Fδ−(ξ) ≥ 3δ8∣a∣2−E,Fδ+(η) ≤ −δ4∣b∣2+E,F^{-}_{\delta}(\xi)\ \ge\ \tfrac{3\delta}{8}|a|^{2}-E,\qquad F^{+}_{\delta}(\eta)\ \le\ -\tfrac{\delta}{4}|b|^{2}+E,

where E=8R23δ+(R+N)2δ+C−+C+E=\tfrac{8R^{2}}{3\delta}+\tfrac{(R+N)^{2}}{\delta}+C_{-}+C_{+}; in particular Fδ−(ξ)≥−EF^{-}_{\delta}(\xi)\ge-E and Fδ+(η)≤EF^{+}_{\delta}(\eta)\le E for all RR-bounded ξ\xi and η\eta.

Now let ξ=(x,r,p,X)∈Sδ,R−\xi=(x,r,p,X)\in S^{-}_{\delta,R}. By Test Data for a Second-Order Equation Operator on a Hilbert Triple and the Admissible Sets (iii) there is an RR-bounded η\eta with Fδ−(ξ)−Fδ+(η)<RF^{-}_{\delta}(\xi)-F^{+}_{\delta}(\eta)<R, so 3δ8∣a∣2−E≤Fδ−(ξ)<R+Fδ+(η)≤R+E\tfrac{3\delta}{8}|a|^{2}-E\le F^{-}_{\delta}(\xi)<R+F^{+}_{\delta}(\eta)\le R+E and therefore ∣a∣2<8(R+2E)3δ|a|^{2}<\tfrac{8(R+2E)}{3\delta}. Similarly, if η=(y,s,p′,X′)∈Sδ,R+\eta=(y,s,p',X')\in S^{+}_{\delta,R} there is an RR-bounded ξ\xi with Fδ−(ξ)−Fδ+(η)<RF^{-}_{\delta}(\xi)-F^{+}_{\delta}(\eta)<R, so −δ4∣b∣2+E≥Fδ+(η)>Fδ−(ξ)−R≥−E−R-\tfrac{\delta}{4}|b|^{2}+E\ge F^{+}_{\delta}(\eta)>F^{-}_{\delta}(\xi)-R\ge-E-R and therefore ∣b∣2<4(R+2E)δ|b|^{2}<\tfrac{4(R+2E)}{\delta}. Let Λ\Lambda be the nonnegative real whose square is the larger of 8(R+2E)3δ\tfrac{8(R+2E)}{3\delta} and 4(R+2E)δ\tfrac{4(R+2E)}{\delta}, again by Existence and Uniqueness of the Nonnegative Square Root. Then ∣Ax∣≤Λ|Ax|\le\Lambda whenever (x,r,p,X)(x,r,p,X) lies in Sδ,R−S^{-}_{\delta,R} or in Sδ,R+S^{+}_{\delta,R}, by claim 1 of Monotonicity of Squaring on the Nonnegative Elements of an Ordered Field and trichotomy.

Claim 4, the shift modulus. Put c=R+2Λ+Nc=R+2\Lambda+N and let ω\omega be the function on the nonnegative reals with ω(t)=c t+12t2\omega(t)=c\,t+\tfrac{1}{2}t^{2}. It is nonnegative there. Given a positive ε\varepsilon, let δ0\delta_{0} be the lesser of 11 and εc+1\tfrac{\varepsilon}{c+1}, which is positive; every nonnegative t≤δ0t\le\delta_{0} satisfies t≤1t\le1, hence t2≤tt^{2}\le t and ω(t)≤(c+1)t≤ε\omega(t)\le(c+1)t\le\varepsilon. So ω\omega is a modulus of continuity. It is also nondecreasing on the nonnegative reals: for 0≤s≤t0\le s\le t we have c s≤c tc\,s\le c\,t by Linear Moduli of Continuity (ii), and s2≤t2s^{2}\le t^{2} by claim 2 of Monotonicity of Squaring on the Nonnegative Elements of an Ordered Field, whence 12s2≤12t2\tfrac{1}{2}s^{2}\le\tfrac{1}{2}t^{2} by claim 5 of Elementary Arithmetic in an Ordered Field; adding the two inequalities by claims 3 and 2 of that lemma gives ω(s)≤ω(t)\omega(s)\le\omega(t).

Let q∈Hq\in H and Y∈Sym(H)Y\in\mathrm{Sym}(H). Let (x,r,p,X)∈Sδ,R−(x,r,p,X)\in S^{-}_{\delta,R} and put P=p+δaP=p+\delta a, so that ∣P∣≤R+δΛ≤R+Λ|P|\le R+\delta\Lambda\le R+\Lambda by The Norm Metric of a Real Inner Product Space: Triangle Inequalities, Limits and Continuity (i). Since FF, and hence each of its shifts, does not depend on its fourth argument, Elementary Identities in a Real Inner Product Space (v) and The Cauchy–Schwarz Inequality in a Real Inner Product Space give

Fδ−(x,r,p+q,X+Y)−Fδ−(x,r,p,X)=⟨P,q⟩+12∣q∣2+⟨a+Φ(x),q⟩≤(∣P∣+∣a∣+∣Φ(x)∣)∣q∣+12∣q∣2≤ω(∣q∣),F^{-}_{\delta}(x,r,p+q,X+Y)-F^{-}_{\delta}(x,r,p,X)=\langle P,q\rangle+\tfrac{1}{2}|q|^{2}+\langle a+\Phi(x),q\rangle\le\bigl(|P|+|a|+|\Phi(x)|\bigr)|q|+\tfrac{1}{2}|q|^{2}\le\omega(|q|),

because ∣P∣+∣a∣+∣Φ(x)∣≤(R+Λ)+Λ+N=c|P|+|a|+|\Phi(x)|\le(R+\Lambda)+\Lambda+N=c. As ω\omega is nondecreasing and 0≤∥Y∥0\le\lVert Y\rVert, we get ω(∣q∣)≤ω(∣q∣+∥Y∥)\omega(|q|)\le\omega(|q|+\lVert Y\rVert), which is the first requirement of The Shift-Continuity Condition on Admissible Test Data (i). Likewise, for (y,s,p′,X′)∈Sδ,R+(y,s,p',X')\in S^{+}_{\delta,R}, putting P′=p′−δbP'=p'-\delta b,

Fδ+(y,s,p′+q,X′+Y)−Fδ+(y,s,p′,X′)=⟨P′,q⟩+12∣q∣2+⟨b+Φ(y),q⟩≥−(∣P′∣+∣b∣+∣Φ(y)∣)∣q∣≥−ω(∣q∣+∥Y∥),F^{+}_{\delta}(y,s,p'+q,X'+Y)-F^{+}_{\delta}(y,s,p',X')=\langle P',q\rangle+\tfrac{1}{2}|q|^{2}+\langle b+\Phi(y),q\rangle\ge-\bigl(|P'|+|b|+|\Phi(y)|\bigr)|q|\ge-\omega(|q|+\lVert Y\rVert),

where 12∣q∣2\tfrac{1}{2}|q|^{2} was discarded as nonnegative. This is the second requirement. Hence ω\omega is a shift modulus for FF at (δ,R)(\delta,R), and as δ\delta and RR were arbitrary, FF satisfies the shift-continuity condition by The Shift-Continuity Condition on Admissible Test Data (ii).

Claim 5. By claims 1, 2, 3 and 4 the operator FF is a first-order second-order equation operator on HH that is locally strictly proper and satisfies the first-order structure condition and the shift-continuity condition, which are the hypotheses of A Comparison Principle on a Hilbert Triple under the First-Order Structure Condition (ii); applying that theorem to uu, vv and CC gives u(x)≤v(x)u(x)\le v(x) for every x∈Vx\in V.

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