TheoremBase

Lifting Shifted Galerkin Solutions of the Wick-Square Problem to Viscosity Solutions of the Cut-Off Shifted Equation on the Sobolev Triple

A viscosity sub- or supersolution of the shifted Galerkin equation, composed with the coordinate projection, is a viscosity sub- or supersolution of the cut-off shifted equation on the Sobolev triple; continuity is preserved.

Statement

In the settings of The Wick-Square Problem on the Sobolev Triple of Order Two: Standing Notation and The Galerkin Problems of the Wick-Square Problem: Standing Notation for Cubes of Modes, Coordinates, the Free Galerkin Quadratic and the Riccati Potential, let g:V→Rg:V\to\mathbb{R} be a running cost and let N∈NN\in\mathbb{N}, with mm and the coordinate projection prN\mathrm{pr}_{N} as fixed in the second setting. Let FN♯\mathcal{F}^{\sharp}_{N} be the shifted Galerkin operator for the running cost g∣H−1g|_{H^{-1}}, with viscosity sub- and supersolutions on Rm\mathbb{R}^{m} as in The Galerkin Hamilton-Jacobi-Bellman Equations of the Wick-Square Problem in the Coordinates of a Cube of Modes §equation, and let FN♯F^{\sharp}_{N} be the cut-off shifted operator at cutoff NN for gg. Let Z:Rm→RZ:\mathbb{R}^{m}\to\mathbb{R} and put w(x)=Z(prNx)w(x)=Z(\mathrm{pr}_{N}x) for x∈Hx\in H.

1. (Continuity) If ZZ is continuous on (Rm,dE)(\mathbb{R}^{m},d_{E}), then ww is continuous on HH.

2. (Subsolutions) If ZZ is a viscosity subsolution of FN♯\mathcal{F}^{\sharp}_{N} on Rm\mathbb{R}^{m}, then ww is a viscosity subsolution of FN♯F^{\sharp}_{N} on HH.

3. (Supersolutions) If ZZ is a viscosity supersolution of FN♯\mathcal{F}^{\sharp}_{N} on Rm\mathbb{R}^{m}, then ww is a viscosity supersolution of FN♯F^{\sharp}_{N} on HH.

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