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A Comparison Principle on a Hilbert Triple under the Second-Order Structure Condition

For a locally strictly proper operator satisfying the second-order structure, shift-continuity and tail-insensitivity conditions, a bounded viscosity subsolution and a bounded viscosity supersolution satisfy a uniform comparison estimate on nearby points, and the subsolution does not exceed the supersolution.

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 FF be a second-order equation operator on HH relative to (H,V,A)(H,V,A) that is locally strictly proper, satisfies the second-order structure condition, satisfies the shift-continuity condition and satisfies the tail-insensitivity condition.

Let u,v:H→Ru,v:H\to\mathbb{R} and let C∈RC\in\mathbb{R} satisfy

u(x)≤Cand−C≤v(x)for every x∈H;u(x)\le C\quad\text{and}\quad -C\le v(x)\qquad\text{for every }x\in H;

then uu is bounded above near each point of HH and vv is bounded below near each point of HH by Basic Properties of the δ\delta-Envelopes: Semicontinuity, Duality, Closed Superlevel Sets, Bounds and Monotonicity (iv). Assume that uu is a viscosity subsolution of FF on HH and that vv is a viscosity supersolution of FF on HH. Then the following hold.

1. (Uniform comparison on nearby points) For every positive ϵ∈R\epsilon\in\mathbb{R} there is a positive θ∈R\theta\in\mathbb{R} such that all x,y∈Vx,y\in V with ∣x−y∣H≤θ|x-y|_{H}\le\theta satisfy

u(x)−v(y)≤ϵ.u(x)-v(y)\le\epsilon .

2. (Comparison) u(x)≤v(x)u(x)\le v(x) for every x∈Vx\in V.

This is A Comparison Principle on a Hilbert Triple under the First-Order Structure Condition with the first-order structure condition weakened to the second-order one and the tail-insensitivity condition added; by First-Order Operators Satisfy the Second-Order Structure and Tail-Insensitivity Conditions (i) and First-Order Operators Satisfy the Second-Order Structure and Tail-Insensitivity Conditions (iii) the hypotheses here are implied by those of that theorem whenever FF is first order and HH is not finite-dimensional.

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