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Viscosity Subsolution and Supersolution of a Second-Order Equation

An upper semicontinuous uu is a viscosity subsolution if F≤0F\le0 at the data of every C2C^2 test function touching uu from above, and dually for supersolutions.

Statement

In the setting of Second-Order Equations on Euclidean Open Sets, let n≥1n\ge1 be a natural number, let U⊆RnU\subseteq\mathbb{R}^{n} be open, let FF be a second-order equation operator on UU, and let u:U→Ru:U\to\mathbb{R}.

By clause Second-Order Equations on Euclidean Open Sets §test-functions, for every φ:U→R\varphi:U\to\mathbb{R} of class C2C^{2} on UU and every x∈Ux\in U the gradient Dφ(x)D\varphi(x) lies in Rn\mathbb{R}^{n} and the Hessian D2φ(x)D^{2}\varphi(x) lies in S(n)\mathcal{S}(n), so the quadruple (x,u(x),Dφ(x),D2φ(x))(x,u(x),D\varphi(x),D^{2}\varphi(x)) lies in the domain of FF.

We say that uu is a viscosity subsolution of FF on UU if uu is upper semicontinuous on UU and, for every φ:U→R\varphi:U\to\mathbb{R} of class C2C^{2} on UU and every x∈Ux\in U at which u−φu-\varphi has a local maximum relative to UU,

F(x,u(x),Dφ(x),D2φ(x))≤0.F(x,u(x),D\varphi(x),D^{2}\varphi(x))\le 0 .

We say that uu is a viscosity supersolution of FF on UU if uu is lower semicontinuous on UU and, for every φ:U→R\varphi:U\to\mathbb{R} of class C2C^{2} on UU and every x∈Ux\in U at which u−φu-\varphi has a local minimum relative to UU,

0≤F(x,u(x),Dφ(x),D2φ(x)).0\le F(x,u(x),D\varphi(x),D^{2}\varphi(x)) .

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