TheoremBase

The constants are classical and hence viscosity sub- and supersolutions, Perron's method gives a bounded solution, the comparison principle applied to its envelopes gives uniform continuity on V, and the extension and trace lemmas produce the uniformly continuous solution on H.

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:H→Rf,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 (i) both belong to C2(H)C^{2}(H), and at every x∈Hx\in H their gradients are 0H0_{H} and their Hessians are the zero form of Sym(H)\mathrm{Sym}(H). For x∈D(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 x∈W,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 0≤F(x,g(x),Dg(x),D2g(x)∣V)0\le F(x,g(x),Dg(x),D^{2}g(x)|_{V}) for every x∈Wx\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 (iii) 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 (v) shows that gg is a viscosity supersolution of FF on HH.

Step 2 (Perron's method). Since 0≤C0\le C we have f(x)=−C≤C=g(x)f(x)=-C\le C=g(x) for every x∈Hx\in H. By Basic Properties of the δ\delta-Envelopes: Semicontinuity, Duality, Closed Superlevel Sets, Bounds and Monotonicity (iv) the bound −C≤f-C\le f makes ff bounded below near each point of HH, and the bound g≤Cg\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 (i) we have −C≤w(x)-C\le w(x) and w(x)≤Cw(x)\le C for every x∈Hx\in H, and by Perron's Method on a Hilbert Triple: Existence of a Viscosity Solution Between a Subsolution and a Supersolution (ii) 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 (iii) 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 −C≤w(x)-C\le w(x) for every x∈Hx\in H. Let ϵ∈R\epsilon\in\mathbb{R} be positive. Applying A Comparison Principle on a Hilbert Triple under the First-Order Structure Condition (i) 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,y∈Vx,y\in V with ∣x−y∣H≤θ|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 ∣y−x∣H=∣x−y∣H≤θ|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:V→Rw_{V}:V\to\mathbb{R} be the restriction of ww to VV. Since every x,y∈Vx,y\in V with ∣x−y∣H<θ|x-y|_{H}<\theta satisfy ∣x−y∣H≤θ|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 (i). By Extension of a Uniformly Continuous Real Function from a Dense Subset (i), 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:H→Ru: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 x∈Vx\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 x∈Hx\in H, so ∣u(x)∣≤C|u(x)|\le C for every x∈Vx\in V; since uu is continuous on HH, Extension of a Uniformly Continuous Real Function from a Dense Subset (iv) gives ∣u(x)∣≤C|u(x)|\le C for every x∈Hx\in H, which is property 2.

Finally, ∣u(x)∣≤C|u(x)|\le C and ∣w(x)∣≤C|w(x)|\le C for every x∈Hx\in H give, again by claim 6 of Properties of the Absolute Value in an Ordered Field, the bounds −C≤u≤C-C\le u\le C and −C≤w≤C-C\le w\le C on HH, so by Basic Properties of the δ\delta-Envelopes: Semicontinuity, Duality, Closed Superlevel Sets, Bounds and Monotonicity (iv) 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=V∩HV=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 (iv) shows that uu is a viscosity solution of FF on HH, which is property 1.

Citations

Loading…

Dependencies

Uses0

Loading…

Comments

Log in to comment.

Loading…