TheoremBase

Proof

Let γ∈R\gamma\in\mathbb{R} with 0<γ0<\gamma be such that FF is strictly proper with constant γ\gamma, and let S(n)\mathcal{S}(n) be the set of symmetric real n×nn\times n matrices. We verify the two conditions of Proper Second-Order Equation Operator.

Condition 1 of that definition, degenerate ellipticity of FF, is condition 1 of Strictly Proper Second-Order Equation Operator and therefore holds by hypothesis.

For condition 2, let x∈Ux\in U, p∈Rnp\in\mathbb{R}^n, X∈S(n)X\in\mathcal{S}(n), and let r,s∈Rr,s\in\mathbb{R} satisfy r≤sr\le s. Applying condition 2 of Strictly Proper Second-Order Equation Operator with ss in the role of its first real argument and rr in the role of its second (which is legitimate because r≤sr\le s) gives

γ (s−r)≤F(x,s,p,X)−F(x,r,p,X).\gamma\,(s-r)\le F(x,s,p,X)-F(x,r,p,X).

Since r≤sr\le s, claim 3 (translation) of Elementary Arithmetic in an Ordered Field gives 0≤s−r0\le s-r, and then claim 5 (multiplication by a nonnegative element) of that lemma, applied with the nonnegative element γ\gamma, gives γ⋅0≤γ (s−r)\gamma\cdot 0\le\gamma\,(s-r), that is, 0≤γ (s−r)0\le\gamma\,(s-r). By transitivity of ≤\le in the ordered field,

0≤F(x,s,p,X)−F(x,r,p,X),0\le F(x,s,p,X)-F(x,r,p,X),

and claim 3 (translation) of Elementary Arithmetic in an Ordered Field, read in the other direction, yields

F(x,r,p,X)≤F(x,s,p,X).F(x,r,p,X)\le F(x,s,p,X).

As xx, pp, XX and the pair r≤sr\le s were arbitrary, condition 2 of Proper Second-Order Equation Operator holds, and FF is proper.

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