TheoremBase

Classical Sub- and Supersolutions of a Degenerate Elliptic Equation on a Hilbert Triple are Viscosity Sub- and Supersolutions

For a degenerate elliptic second-order equation operator on an open subset of a Hilbert triple, every classical subsolution (supersolution, solution) of class C2C^2 is a viscosity subsolution (supersolution, solution).

Statement

In the setting of Hilbert Triples: Standing Notation and Background, let U⊆HU\subseteq H be nonempty and open in HH, with C2(U)C^{2}(U) and local bounds as fixed there, let FF be a second-order equation operator on UU relative to (H,V,A)(H,V,A) that is degenerate elliptic, and let u∈C2(U)u\in C^{2}(U). For δ>0\delta>0 the δ\delta-envelopes uδ−u^{-}_{\delta} and uδ+u^{+}_{\delta}, the δ\delta-shifts Fδ−F^{-}_{\delta}, Fδ+F^{+}_{\delta}, and local extrema relative to V∩UV\cap U are as defined there. Then the following hold.

1. (Local bounds and envelopes) The function uu is continuous on UU by Basic Properties of Differentiability on an Open Subset of a Real Inner Product Space (ii), hence bounded above and bounded below near each point of UU, and for every real δ>0\delta>0 and every x∈V∩Ux\in V\cap U, uδ−(x)=u(x)−δh(x)u^{-}_{\delta}(x)=u(x)-\delta h(x) and uδ+(x)=u(x)+δh(x)u^{+}_{\delta}(x)=u(x)+\delta h(x).

2. (Exact witnesses for subsolutions) Suppose that uu is a classical subsolution of FF on UU. Let δ>0\delta>0, let φ∈C2(U)\varphi\in C^{2}(U) and let x^∈V∩U\hat{x}\in V\cap U be a point at which the function V∩U→RV\cap U\to\mathbb{R} with value uδ−(x)−φ(x)u^{-}_{\delta}(x)-\varphi(x) at xx has a local maximum relative to V∩UV\cap U. Then x^∈W\hat{x}\in W and

Fδ−(x^, uδ−(x^), Dφ(x^), D2φ(x^))≤0.F^{-}_{\delta}\bigl(\hat{x},\,u^{-}_{\delta}(\hat{x}),\,D\varphi(\hat{x}),\,D^{2}\varphi(\hat{x})\bigr)\le0 .

3. (Subsolutions) If uu is a classical subsolution of FF on UU, then uu is a viscosity subsolution of FF on UU.

4. (Exact witnesses for supersolutions) Suppose that uu is a classical supersolution of FF on UU. Let δ>0\delta>0, let φ∈C2(U)\varphi\in C^{2}(U) and let x^∈V∩U\hat{x}\in V\cap U be a point at which the function V∩U→RV\cap U\to\mathbb{R} with value uδ+(x)−φ(x)u^{+}_{\delta}(x)-\varphi(x) at xx has a local minimum relative to V∩UV\cap U. Then x^∈W\hat{x}\in W and

0≤Fδ+(x^, uδ+(x^), Dφ(x^), D2φ(x^)).0\le F^{+}_{\delta}\bigl(\hat{x},\,u^{+}_{\delta}(\hat{x}),\,D\varphi(\hat{x}),\,D^{2}\varphi(\hat{x})\bigr) .

5. (Supersolutions) If uu is a classical supersolution of FF on UU, then uu is a viscosity supersolution of FF on UU.

6. (Solutions) If uu is a classical solution of FF on UU, then uu is a viscosity solution of FF on UU.

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