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Proof of Existence of a Bounded, Uniformly Continuous Viscosity Solution on a Hilbert Triple

theoremthm:bounded-uniformly-continuous-solution-hilbert-triple-2026a
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· 4,842 chars · 13 deps · depth 27 Reason: Initial publication of the proof: constants as classical sub- and supersolutions, Perron's method, comparison applied to the solution against itself, and extension from the trace of V.

The two constants are classical, hence viscosity, sub- and supersolutions; Perron's method produces a solution between them; the comparison principle applied to that solution against itself makes its restriction to V uniformly continuous; the extension lemma carries it to the whole space, and the values off V do not affect the viscosity property.

Proof

Each result cited is universally quantified over the data in its own statement. The set HH is nonempty, since it contains 0H0_{H}.

Step 1 (the two constants are classical, hence viscosity, sub- and supersolutions). Let f,g:HRf,g:H\to\mathbb{R} be the functions with constant values C-C and CC. By Constants, Sums, Scalar Multiples and Differences of Differentiable Functions on an Open Subset of a Real Inner Product Space §constant both belong to C2(H)C^{2}(H), and at every xHx\in H their gradients are 0H0_{H} and their Hessians are the zero form of Sym(H)\mathrm{Sym}(H). For xD(A)x\in D(A) the restriction to VV of the zero form of Sym(H)\mathrm{Sym}(H) has value 00 at every pair of elements of VV, hence is 0Sym0_{\mathrm{Sym}}. Since W=D(A)W=D(A), the hypothesis therefore gives

F(x,f(x),Df(x),D2f(x)V)=F(x,C,0H,0Sym)0for every xW,F\bigl(x,f(x),Df(x),D^{2}f(x)|_{V}\bigr)=F\bigl(x,-C,0_{H},0_{\mathrm{Sym}}\bigr)\le0\qquad\text{for every }x\in W,

so ff is a classical subsolution of FF on HH, and likewise 0F(x,g(x),Dg(x),D2g(x)V)0\le F(x,g(x),Dg(x),D^{2}g(x)|_{V}) for every xWx\in W, so gg is a classical supersolution of FF on HH. As FF is degenerate elliptic, Classical Sub- and Supersolutions of a Degenerate Elliptic Equation on a Hilbert Triple are Viscosity Sub- and Supersolutions §subsolution shows that ff is a viscosity subsolution of FF on HH and Classical Sub- and Supersolutions of a Degenerate Elliptic Equation on a Hilbert Triple are Viscosity Sub- and Supersolutions §supersolution shows that gg is a viscosity supersolution of FF on HH.

Step 2 (Perron's method). Since 0C0\le C we have f(x)=CC=g(x)f(x)=-C\le C=g(x) for every xHx\in H. By Basic Properties of the δ\delta-Envelopes: Semicontinuity, Duality, Closed Superlevel Sets, Bounds and Monotonicity §bound the bound Cf-C\le f makes ff bounded below near each point of HH, and the bound gCg\le C makes gg bounded above near each point of HH. Let G\mathcal{G} and ww be the family and the function of Perron's Method on a Hilbert Triple: Existence of a Viscosity Solution Between a Subsolution and a Supersolution for the data FF, ff and gg on U=HU=H. By Perron's Method on a Hilbert Triple: Existence of a Viscosity Solution Between a Subsolution and a Supersolution §bounds we have Cw(x)-C\le w(x) and w(x)Cw(x)\le C for every xHx\in H, and by Perron's Method on a Hilbert Triple: Existence of a Viscosity Solution Between a Subsolution and a Supersolution §solution the function ww is a viscosity solution of FF on HH.

Step 3 (the restriction of ww to VV is uniformly continuous). By Viscosity Subsolution, Supersolution and Solution of a Second-Order Equation on a Hilbert Triple §solution the function ww is both a viscosity subsolution and a viscosity supersolution of FF on HH, and by Step 2 it satisfies w(x)Cw(x)\le C and Cw(x)-C\le w(x) for every xHx\in H. Let ϵR\epsilon\in\mathbb{R} be positive. Applying A Comparison Principle on a Hilbert Triple under the First-Order Structure Condition §uniform with ww in the role of both the subsolution and the supersolution, with the constant CC and with the positive number ϵ2\tfrac{\epsilon}{2}, we obtain a positive θ\theta such that all x,yVx,y\in V with xyHθ|x-y|_{H}\le\theta satisfy w(x)w(y)ϵ2w(x)-w(y)\le\tfrac{\epsilon}{2}. For such xx and yy the symmetry of the metric dHd_{H} gives yxH=xyHθ|y-x|_{H}=|x-y|_{H}\le\theta, so also w(y)w(x)ϵ2w(y)-w(x)\le\tfrac{\epsilon}{2}, and claim 6 of Properties of the Absolute Value in an Ordered Field yields

w(x)w(y)ϵ2<ϵ.|w(x)-w(y)|\le\tfrac{\epsilon}{2}<\epsilon .

Let wV:VRw_{V}:V\to\mathbb{R} be the restriction of ww to VV. Since every x,yVx,y\in V with xyH<θ|x-y|_{H}<\theta satisfy xyHθ|x-y|_{H}\le\theta, the display shows that θ\theta witnesses the condition of uniform continuity for ϵ\epsilon; as ϵ\epsilon was an arbitrary positive real, wVw_{V} is uniformly continuous on VV.

Step 4 (extension to HH and conclusion). The subspace VV is nonempty and dense in HH by Hilbert Triples: Standing Notation and Background §triple. By Extension of a Uniformly Continuous Real Function from a Dense Subset §existence, applied in the metric space (H,dH)(H,d_{H}) with the dense subset VV and the function wVw_{V}, there is a function u:HRu:H\to\mathbb{R} that is uniformly continuous on HH, continuous on HH, and satisfies u(x)=w(x)u(x)=w(x) for every xVx\in V. Uniform continuity is property 3.

By Step 2 and claim 6 of Properties of the Absolute Value in an Ordered Field, w(x)C|w(x)|\le C for every xHx\in H, so u(x)C|u(x)|\le C for every xVx\in V; since uu is continuous on HH, Extension of a Uniformly Continuous Real Function from a Dense Subset §bounds gives u(x)C|u(x)|\le C for every xHx\in H, which is property 2.

Finally, u(x)C|u(x)|\le C and w(x)C|w(x)|\le C for every xHx\in H give, again by claim 6 of Properties of the Absolute Value in an Ordered Field, the bounds CuC-C\le u\le C and CwC-C\le w\le C on HH, so by Basic Properties of the δ\delta-Envelopes: Semicontinuity, Duality, Closed Superlevel Sets, Bounds and Monotonicity §bound both uu and ww are bounded above near each point of HH and bounded below near each point of HH. The two functions agree on V=VHV=V\cap H, and ww is a viscosity solution of FF on HH by Step 2, so The Viscosity Property Depends Only on the Values on the Trace of VV §solution shows that uu is a viscosity solution of FF on HH, which is property 1.

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