In the setting of Hilbert Triples: Standing Notation and Background , the set H H H is open in H H H , since every open ball of ( H , d H ) (H,d_{H}) ( H , d H ) is a subset of H H H ; accordingly W = D ( A ) ∩ H = D ( A ) W=D(A)\cap H=D(A) W = D ( A ) ∩ H = D ( A ) and V ∩ H = V V\cap H=V V ∩ H = V in the notation of Hilbert Triples: Standing Notation and Background (v) , and h h h is the penalty function . Let F F F be a second-order equation operator on H H H relative to ( H , V , A ) (H,V,A) ( H , V , A ) , with δ \delta δ -shifts F δ − F^{-}_{\delta} F δ − and F δ + F^{+}_{\delta} F δ + .
Let u , v : H → R u,v:H\to\mathbb{R} u , v : H → R and let C ∈ R C\in\mathbb{R} C ∈ R satisfy 0 ≤ C 0\le C 0 ≤ C , u ( x ) ≤ C u(x)\le C u ( x ) ≤ C and − C ≤ v ( x ) -C\le v(x) − C ≤ v ( x ) for every x ∈ H x\in H x ∈ H ; then u u u is bounded above near each point of H H H and v v v is bounded below near each point of H H H by Basic Properties of the δ \delta δ -Envelopes: Semicontinuity, Duality, Closed Superlevel Sets, Bounds and Monotonicity (iv) , so that for each real δ > 0 \delta>0 δ > 0 the δ \delta δ -envelopes u δ − u^{-}_{\delta} u δ − and v δ + v^{+}_{\delta} v δ + are defined on V V V . Assume that u u u is a viscosity subsolution of F F F on H H H and that v v v is a viscosity supersolution of F F F on H H H .
Let δ , α , σ , ε , B , G , R ∈ R \delta,\alpha,\sigma,\varepsilon,B,G,R\in\mathbb{R} δ , α , σ , ε , B , G , R ∈ R satisfy
0 < δ < 1 , 1 < α , 0 < σ ≤ 1 , 0 < ε ≤ 1 , 0 ≤ G , C ≤ B , 0<\delta<1,\qquad 1<\alpha,\qquad 0<\sigma\le1,\qquad 0<\varepsilon\le1,\qquad 0\le G,\qquad C\le B, 0 < δ < 1 , 1 < α , 0 < σ ≤ 1 , 0 < ε ≤ 1 , 0 ≤ G , C ≤ B ,
let p , q ∈ H p,q\in H p , q ∈ H satisfy ∣ p ∣ H ≤ σ |p|_{H}\le\sigma ∣ p ∣ H ≤ σ and ∣ q ∣ H ≤ σ |q|_{H}\le\sigma ∣ q ∣ H ≤ σ , and let x ^ , y ^ ∈ V \hat{x},\hat{y}\in V x ^ , y ^ ∈ V be such that the function V × V → R V\times V\to\mathbb{R} V × V → R whose value at ( x , y ) (x,y) ( x , y ) is
u δ − ( x ) − v δ + ( y ) − α 2 ∣ x − y ∣ H 2 − ⟨ p , x ⟩ H − ⟨ q , y ⟩ H u^{-}_{\delta}(x)-v^{+}_{\delta}(y)-\tfrac{\alpha}{2}|x-y|_{H}^{2}-\langle p,x\rangle_{H}-\langle q,y\rangle_{H} u δ − ( x ) − v δ + ( y ) − 2 α ∣ x − y ∣ H 2 − ⟨ p , x ⟩ H − ⟨ q , y ⟩ H
attains a maximum at ( x ^ , y ^ ) (\hat{x},\hat{y}) ( x ^ , y ^ ) . Assume
δ h ( x ^ ) ≤ B , δ h ( y ^ ) ≤ B , ∣ u δ − ( x ^ ) ∣ ≤ B , ∣ v δ + ( y ^ ) ∣ ≤ B , α ∣ x ^ − y ^ ∣ H ≤ G , \delta\,h(\hat{x})\le B,\qquad \delta\,h(\hat{y})\le B,\qquad |u^{-}_{\delta}(\hat{x})|\le B,\qquad |v^{+}_{\delta}(\hat{y})|\le B,\qquad \alpha\,|\hat{x}-\hat{y}|_{H}\le G, δ h ( x ^ ) ≤ B , δ h ( y ^ ) ≤ B , ∣ u δ − ( x ^ ) ∣ ≤ B , ∣ v δ + ( y ^ ) ∣ ≤ B , α ∣ x ^ − y ^ ∣ H ≤ G ,
and
2 B + 1 δ < R , 3 B + 2 < R , α + 1 < R , G + 2 α < R . \frac{2B+1}{\delta}<R,\qquad 3B+2<R,\qquad \alpha+1<R,\qquad G+2\alpha<R . δ 2 B + 1 < R , 3 B + 2 < R , α + 1 < R , G + 2 α < R .
Finally, let λ \lambda λ be a properness constant for F F F at 3 B + 2 3B+2 3 B + 2 , let ( ω 1 , ω 2 ) (\omega_{1},\omega_{2}) ( ω 1 , ω 2 ) be a structure pair for F F F at 3 B + 2 3B+2 3 B + 2 , and let ω \omega ω be a shift modulus for F F F at ( δ , R ) (\delta,R) ( δ , R ) . In the estimate below, 1 α \tfrac{1}{\alpha} α 1 is the quotient , and h ( x 1 ) h(x_{1}) h ( x 1 ) and h ( y 1 ) h(y_{1}) h ( y 1 ) are defined because D ( A ) ⊆ V D(A)\subseteq V D ( A ) ⊆ V by Hilbert Triples: Standing Notation and Background (iii) .
(i) Then there exist x 1 , y 1 ∈ D ( A ) x_{1},y_{1}\in D(A) x 1 , y 1 ∈ D ( A ) and τ 1 , τ 2 ∈ R \tau_{1},\tau_{2}\in\mathbb{R} τ 1 , τ 2 ∈ R with
∣ x 1 − x ^ ∣ H < ε , ∣ y 1 − y ^ ∣ H < ε , ∣ u δ − ( x 1 ) − u δ − ( x ^ ) ∣ < ε , ∣ v δ + ( y 1 ) − v δ + ( y ^ ) ∣ < ε , |x_{1}-\hat{x}|_{H}<\varepsilon,\qquad |y_{1}-\hat{y}|_{H}<\varepsilon,\qquad |u^{-}_{\delta}(x_{1})-u^{-}_{\delta}(\hat{x})|<\varepsilon,\qquad |v^{+}_{\delta}(y_{1})-v^{+}_{\delta}(\hat{y})|<\varepsilon, ∣ x 1 − x ^ ∣ H < ε , ∣ y 1 − y ^ ∣ H < ε , ∣ u δ − ( x 1 ) − u δ − ( x ^ ) ∣ < ε , ∣ v δ + ( y 1 ) − v δ + ( y ^ ) ∣ < ε ,
0 ≤ τ 1 ≤ ( 2 α + 1 ) ε + σ , 0 ≤ τ 2 ≤ ( 2 α + 1 ) ε + σ , 0\le\tau_{1}\le(2\alpha+1)\varepsilon+\sigma,\qquad 0\le\tau_{2}\le(2\alpha+1)\varepsilon+\sigma, 0 ≤ τ 1 ≤ ( 2 α + 1 ) ε + σ , 0 ≤ τ 2 ≤ ( 2 α + 1 ) ε + σ ,
such that
λ ( u δ − ( x ^ ) − v δ + ( y ^ ) ) ≤ 2 λ ε + 2 ε + ω ( τ 1 ) + ω ( τ 2 ) + ω 1 ( α ∣ x 1 − y 1 ∣ H 2 + 1 α ) + ω 2 ( δ ( h ( x 1 ) + h ( y 1 ) + 1 ) , α ) . \lambda\bigl(u^{-}_{\delta}(\hat{x})-v^{+}_{\delta}(\hat{y})\bigr)\ \le\ 2\lambda\varepsilon+2\varepsilon+\omega(\tau_{1})+\omega(\tau_{2})+\omega_{1}\Bigl(\alpha|x_{1}-y_{1}|_{H}^{2}+\tfrac{1}{\alpha}\Bigr)+\omega_{2}\bigl(\delta\,(h(x_{1})+h(y_{1})+1),\,\alpha\bigr). λ ( u δ − ( x ^ ) − v δ + ( y ^ ) ) ≤ 2 λ ε + 2 ε + ω ( τ 1 ) + ω ( τ 2 ) + ω 1 ( α ∣ x 1 − y 1 ∣ H 2 + α 1 ) + ω 2 ( δ ( h ( x 1 ) + h ( y 1 ) + 1 ) , α ) .