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Renormalised Viscosity Solutions versus Viscosity Solutions of the Shifted Equation on the Sobolev Triple of Order Two

If w is a bounded continuous viscosity sub- or supersolution of the shifted equation, then the free solution plus w is a renormalised viscosity sub- or supersolution; conversely, when w is moreover Lipschitz for the norm of order -3, the renormalised property of the free solution plus w implies the shifted one.

Statement

In the setting of The Wick-Square Problem on the Sobolev Triple of Order Two: Standing Notation, let Cg,ℓg∈RC_{g},\ell_{g}\in\mathbb{R} be nonnegative and let g:V→Rg:V\to\mathbb{R} satisfy ∣g(x)∣≤Cg|g(x)|\le C_{g} and ∣g(x)−g(y)∣≤ℓg∣x−y∣H|g(x)-g(y)|\le\ell_{g}|x-y|_{H} for all x,y∈Vx,y\in V. Let F♯F^{\sharp} be the shifted operator for gg, and let renormalised viscosity sub- and supersolutions be those of Renormalised Viscosity Subsolutions, Supersolutions and Solutions of the Wick-Square Problem, Tested by the Gaussian Penalty plus a Regular Function for the running cost g∣H−1g|_{H^{-1}}. Let w:H→Rw:H\to\mathbb{R} be bounded and continuous on HH, and let u=u0+w∣H−1u=u_{0}+w|_{H^{-1}}.

1. (From the shifted equation) If ww is a viscosity subsolution of F♯F^{\sharp} on HH, then uu is a renormalised viscosity subsolution; if ww is a viscosity supersolution of F♯F^{\sharp} on HH, then uu is a renormalised viscosity supersolution.

2. (To the shifted equation) Assume moreover that ww is Lipschitz from (H,dH)(H,d_{H}) to R\mathbb{R}. If uu is a renormalised viscosity subsolution, then ww is a viscosity subsolution of F♯F^{\sharp} on HH; if uu is a renormalised viscosity supersolution, then ww is a viscosity supersolution of F♯F^{\sharp} on HH.

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