TheoremBase

The Dissipative Hamilton-Jacobi Operator on a Hilbert Triple Satisfies the Comparison Hypotheses

The operator sending (x,r,p,X) to lambda r + |p|^2/2 + <Ax,p> - g(x), with g bounded and having a modulus of continuity, is a first-order, locally strictly proper second-order equation operator with an explicit structure pair (the nondecreasing majorant of the modulus of g, and 3 alpha2alpha^2 t) and satisfying the shift-continuity condition; comparison therefore holds for it.

Statement

In the setting of Hilbert Triples: Standing Notation and Background, the set HH is open in HH, since every open ball of (H,dH)(H,d_{H}) is a subset of HH; accordingly W=D(A)∩H=D(A)W=D(A)\cap H=D(A) and V∩H=VV\cap H=V in the notation of Hilbert Triples: Standing Notation and Background (v). Let Sym(V)\mathrm{Sym}(V) be as in Hilbert Triples: Standing Notation and Background (vi).

Let λ0,Cg∈R\lambda_{0},C_{g}\in\mathbb{R} satisfy 0<λ00<\lambda_{0} and 0≤Cg0\le C_{g}, let ωg\omega_{g} be a modulus of continuity, and let g:H→Rg:H\to\mathbb{R} satisfy

∣g(x)∣≤Cgfor every x∈H,∣g(x)−g(y)∣≤ωg(∣x−y∣H)for all x,y∈H.|g(x)|\le C_{g}\quad\text{for every }x\in H,\qquad |g(x)-g(y)|\le\omega_{g}\bigl(|x-y|_{H}\bigr)\quad\text{for all }x,y\in H .

Let FF be the function on D(A)×R×H×Sym(V)D(A)\times\mathbb{R}\times H\times\mathrm{Sym}(V) whose value at (x,r,p,X)(x,r,p,X) is

F(x,r,p,X)=λ0 r+12∣p∣H2+⟨Ax,p⟩H−g(x),F(x,r,p,X)=\lambda_{0}\,r+\tfrac{1}{2}|p|_{H}^{2}+\langle Ax,p\rangle_{H}-g(x),

which is defined because x∈D(A)x\in D(A), so that Ax∈HAx\in H by Hilbert Triples: Standing Notation and Background (iii). Then the following hold.

1. (An operator of first order) FF is a second-order equation operator on HH relative to (H,V,A)(H,V,A) and is first order; consequently FF is degenerate elliptic by A First-Order Equation Operator is Degenerate Elliptic and Its δ\delta-Shifts Ignore the Form Argument (i).

2. (Strict properness) For every positive R∈RR\in\mathbb{R}, λ0\lambda_{0} is a properness constant for FF at RR; in particular FF is locally strictly proper.

3. (The structure condition) Let ω1\omega_{1} be the nondecreasing envelope of ωg\omega_{g} truncated at M=2CgM=2C_{g}, which is a modulus of continuity by The Nondecreasing Envelope of a Truncated Modulus of Continuity (ii), and let ω2\omega_{2} be the function with value ω2(t,α)=3α2t\omega_{2}(t,\alpha)=3\alpha^{2}t at each pair (t,α)(t,\alpha) of real numbers with 0≤t0\le t and 1<α1<\alpha. Then for every real α>1\alpha>1 the function t↦ω2(t,α)t\mapsto\omega_{2}(t,\alpha) on the nonnegative reals is a modulus of continuity, and for every positive R∈RR\in\mathbb{R}, (ω1,ω2)(\omega_{1},\omega_{2}) is a structure pair for FF at RR; in particular FF satisfies the first-order structure condition.

4. (The shift-continuity condition) FF satisfies the shift-continuity condition.

5. (Comparison for this operator) Let u,v:H→Ru,v:H\to\mathbb{R} and C∈RC\in\mathbb{R} satisfy u(x)≤Cu(x)\le C and −C≤v(x)-C\le v(x) for every x∈Hx\in H, let uu be a viscosity subsolution of FF on HH and let vv be a viscosity supersolution of FF on HH. Then u(x)≤v(x)u(x)\le v(x) for every x∈Vx\in V.

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