Each result cited is universally quantified over the data in its own statement. Write uΛ=(1βt)u+tΟ and Ο=1βt. Since t<1, Ο is positive by claim 1 of Elementary Order Arithmetic in an Ordered Field, so Οβ1 exists and is positive by claim 7 there; and 0β€t.
Upper semicontinuity. u is upper semicontinuous on U by Viscosity Subsolution and Supersolution of a Second-Order Equation. The function Ο is of class C2 on U by Classical Subsolution and Supersolution of a Second-Order Equation, hence continuous at every point of U relative to U by claim 3 of Euclidean Space is Open in Itself, and Ck Maps are Continuous, and a continuous function is upper semicontinuous directly from Upper Semicontinuous Function on a Subset of a Metric Space (if β£Ο(y)βΟ(x)β£<Ξ΅ then Ο(y)<Ο(x)+Ξ΅ by claim 3 of Properties of the Absolute Value in an Ordered Field). By claims 2 and 1 of Sums and Nonnegative Multiples of Semicontinuous Functions, with the nonnegative multipliers Ο and t, uΛ is upper semicontinuous on U.
The test. Let Ο:UβR be of class C2 on U and let x0ββU be a point at which uΛβΟ has a local maximum relative to U, with radius Ο: uΛ(y)βΟ(y)β€uΛ(x0β)βΟ(x0β) for every yβU with dEβ(x0β,y)<Ο. Define Ο0β:UβR by
Ο0β(y)=Οβ1(Ο(y)βtΟ(y)),
which is of class C2 on U by claim 3 of Constants, Coordinate Functions, Sums and Products of Ck Functions on a Euclidean Open Set. By claim 1 of Constants, Coordinate Functions, Sums and Products of Ck Functions on a Euclidean Open Set, applied to first and then to second partial derivatives,
DΟ0β(x0β)=Οβ1(DΟ(x0β)βtDΟ(x0β)),D2Ο0β(x0β)=Οβ1(D2Ο(x0β)βtD2Ο(x0β)).
For every yβU, the field axioms give u(y)βΟ0β(y)=Οβ1(Οu(y)+tΟ(y)βΟ(y))=Οβ1(uΛ(y)βΟ(y)). Multiplying the local-maximum inequality by the positive Οβ1 (claim 5 of Elementary Arithmetic in an Ordered Field) shows that uβΟ0β has a local maximum at x0β relative to U, with the same radius Ο. Since u is a viscosity subsolution of F on U,
F(x0β,u(x0β),DΟ0β(x0β),D2Ο0β(x0β))β€0,(1)
and since Ο is a classical subsolution of F on U,
F(x0β,Ο(x0β),DΟ(x0β),D2Ο(x0β))β€0.(2)
Convexity. In Rn and in S(n) (Second-Order Equations on Euclidean Open Sets Β§matrices) the vector-space axioms give
ΟDΟ0β(x0β)+tDΟ(x0β)=DΟ(x0β),ΟD2Ο0β(x0β)+tD2Ο(x0β)=D2Ο(x0β),
and Οu(x0β)+tΟ(x0β)=uΛ(x0β). Hence the convexity of F in (r,p,X), applied at x0β to the triples (u(x0β),DΟ0β(x0β),D2Ο0β(x0β)) and (Ο(x0β),DΟ(x0β),D2Ο(x0β)) with weight t, gives
F(x0β,uΛ(x0β),DΟ(x0β),D2Ο(x0β))β€ΟF(x0β,u(x0β),DΟ0β(x0β),D2Ο0β(x0β))+tF(x0β,Ο(x0β),DΟ(x0β),D2Ο(x0β)).
Multiplying (1) by Οβ₯0 and (2) by tβ₯0 (claim 5 of Elementary Arithmetic in an Ordered Field) shows that both summands on the right are at most 0, so their sum is at most 0 by claim 2 of Elementary Arithmetic in an Ordered Field applied to their additive inverses. Hence F(x0β,uΛ(x0β),DΟ(x0β),D2Ο(x0β))β€0. As Ο and x0β were arbitrary, uΛ is a viscosity subsolution of F on U.