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Comparison Principle for First-Order Strictly Proper Equations by Doubling of Variables

Doubling of variables yields comparison on a bounded domain for a strictly proper operator that does not depend on the matrix argument and satisfies a structure condition with a modulus of continuity.

Statement

In the setting of Second-Order Equations on Euclidean Open Sets and of Bounded Open Domain in Euclidean Space, let FF be a second-order equation operator on Ω\Omega, let γ∈R\gamma\in\mathbb{R} be positive, and let ω\omega be a modulus of continuity. Assume the following three conditions.

1. (Independence of the matrix argument) For every x∈Ωx\in\Omega, every r∈Rr\in\mathbb{R}, every p∈Rnp\in\mathbb{R}^{n} and all X,Y∈S(n)X,Y\in\mathcal{S}(n),

F(x,r,p,X)=F(x,r,p,Y).F(x,r,p,X)=F(x,r,p,Y).

2. (Strict properness) FF is strictly proper with constant γ\gamma.

3. (Structure condition) For all x,y∈Ωx,y\in\Omega, every r∈Rr\in\mathbb{R}, every X∈S(n)X\in\mathcal{S}(n) and every positive β∈R\beta\in\mathbb{R},

F(y,r,β(x−y),X)−F(x,r,β(x−y),X)≤ω(β dE(x,y)2+dE(x,y)),F\bigl(y,r,\beta(x-y),X\bigr)-F\bigl(x,r,\beta(x-y),X\bigr)\le\omega\bigl(\beta\,d_{E}(x,y)^{2}+d_{E}(x,y)\bigr),

where β(x−y)\beta(x-y) is the scalar multiple by β\beta of the difference x−yx-y in Rn\mathbb{R}^{n}, and the argument of ω\omega is nonnegative.

Let u:Ω‾→Ru:\overline{\Omega}\to\mathbb{R} be a viscosity subsolution of FF up to the boundary of Ω\Omega, let v:Ω‾→Rv:\overline{\Omega}\to\mathbb{R} be a viscosity supersolution of FF up to the boundary of Ω\Omega, and assume

u(x)≤v(x)for every x∈∂Ω.u(x)\le v(x)\qquad\text{for every }x\in\partial\Omega .

Then u(x)≤v(x)u(x)\le v(x) for every x∈Ω‾x\in\overline{\Omega}.

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