TheoremBase

The Bump Construction on a Hilbert Triple: the Maximum of a Viscosity Subsolution and a Penalised C2C^2 Function

If a C2C^2 function penalised by μh\mu h satisfies the subsolution inequality for the μ\mu-shift of a degenerate elliptic operator wherever it exceeds a viscosity subsolution vv, then the pointwise maximum of the two is again a viscosity subsolution.

Statement

In the setting of Hilbert Triples: Standing Notation and Background, let U⊆HU\subseteq H be nonempty and open in HH, with W=D(A)∩UW=D(A)\cap U and the class C2(U)C^{2}(U) as in Hilbert Triples: Standing Notation and Background (v), and let hh be the penalty function. Let FF be a second-order equation operator on UU relative to (H,V,A)(H,V,A) that is degenerate elliptic, with δ\delta-shifts Fδ−F^{-}_{\delta} and Fδ+F^{+}_{\delta}. Let μ∈R\mu\in\mathbb{R} satisfy 0<μ0<\mu, let ψ∈C2(U)\psi\in C^{2}(U), with gradient Dψ(x)∈HD\psi(x)\in H and Hessian D2ψ(x)∈Sym(H)D^{2}\psi(x)\in\mathrm{Sym}(H), and let v:U→Rv:U\to\mathbb{R} be a viscosity subsolution of FF on UU. For a real δ>0\delta>0, (⋅)δ−(\cdot)^{-}_{\delta} denotes the δ\delta-envelope of a function on UU that is bounded above near each point of UU. For a,b∈Ra,b\in\mathbb{R}, max⁡{a,b}\max\{a,b\} is their maximum, the order of R\mathbb{R} being a total order.

Let w:U→Rw:U\to\mathbb{R} be the function given by

w(x)=max⁡{ψ(x)−μh(x), v(x)}  for x∈V∩U,w(x)=v(x)  for x∈U∖V,w(x)=\max\{\psi(x)-\mu h(x),\,v(x)\}\ \ \text{for }x\in V\cap U,\qquad w(x)=v(x)\ \ \text{for }x\in U\setminus V ,

which is well defined because h(x)h(x) is a real number for x∈Vx\in V.

Assume the following.

(Test condition on the classical piece) For every x∈Wx\in W with v(x)<ψ(x)−μh(x)v(x)<\psi(x)-\mu h(x),

Fμ+(x,ψ(x),Dψ(x),D2ψ(x))≤0.F^{+}_{\mu}\bigl(x,\psi(x),D\psi(x),D^{2}\psi(x)\bigr)\le 0 .

Then the following hold.

1. (Local bounds) The function ww is bounded above near each point of UU, and v(x)≤w(x)v(x)\le w(x) for every x∈Ux\in U.

2. (The δ\delta-envelope of ww) For every real δ>0\delta>0 and every x∈V∩Ux\in V\cap U,

wδ−(x)=max⁡{ψ(x)−(μ+δ)h(x), vδ−(x)}.w^{-}_{\delta}(x)=\max\bigl\{\psi(x)-(\mu+\delta)h(x),\ v^{-}_{\delta}(x)\bigr\} .

3. (The maximum is a viscosity subsolution) The function ww is a viscosity subsolution of FF on UU.

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