TheoremBase

Changing the Penalty of a Noise Penalty Pair by a Noise Intrinsic Test Function and a Constant Does Not Change the Viscosity Notion

If two noise penalty pairs share their domains and their penalties differ by a noise intrinsic test function plus a constant, with scores differing by its gradient, then they define the same viscosity subsolutions and supersolutions.

Statement

In the setting of First-Order Equations on the Noise Wasserstein Space Relative to a Noise Penalty Pair: Standing Notation, let P=(D,DΣ,E,Σ)P=(\mathcal{D},\mathcal{D}_{\Sigma},\mathcal{E},\Sigma) and P′=(D,DΣ,E′,Σ′)P'=(\mathcal{D},\mathcal{D}_{\Sigma},\mathcal{E}',\Sigma') be noise penalty pairs on Pρa\mathcal{P}^{a}_{\rho} with the same penalty domain and the same score domain, and let Ψ\Psi be a noise intrinsic test function on D\mathcal{D}, with gradients along noise couplings ∇Ψ(ν)\nabla\Psi(\nu), and C0∈RC_{0}\in\mathbb{R} such that

E′(μ)=E(μ)+Ψ(μ)+C0(μ∈D),Σ′(ν)=Σ(ν)+∇Ψ(ν)(ν∈DΣ).\mathcal{E}'(\mu)=\mathcal{E}(\mu)+\Psi(\mu)+C_{0}\quad(\mu\in\mathcal{D}),\qquad\Sigma'(\nu)=\Sigma(\nu)+\nabla\Psi(\nu)\quad(\nu\in\mathcal{D}_{\Sigma}).

Let FF be a first-order equation operator over DΣ\mathcal{D}_{\Sigma} and let v:D→Rv:\mathcal{D}\to\mathbb{R}. Penalty-subordinate growth, the δ\delta-envelopes of vv, the δ\delta-shifts of FF and viscosity sub- and supersolutions (Viscosity Subsolution, Supersolution and Solution of a First-Order Equation on the Noise Wasserstein Space Relative to a Noise Penalty Pair §subsolution, Viscosity Subsolution, Supersolution and Solution of a First-Order Equation on the Noise Wasserstein Space Relative to a Noise Penalty Pair §supersolution) are taken relative to PP or to P′P' according to the pair named.

(Change of the penalty) If vv has penalty-subordinate growth from above relative to PP and relative to P′P', then vv is a viscosity subsolution of FF relative to PP if and only if it is one relative to P′P'. If vv has penalty-subordinate growth from below relative to PP and relative to P′P', then vv is a viscosity supersolution of FF relative to PP if and only if it is one relative to P′P'.

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