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The upper envelope of a locally bounded supremum of subsolutions is a subsolution
Statement
Let be open, let be continuous, and let be a nonempty family of real-valued upper semicontinuous viscosity subsolutions of in . Put for and assume that is locally bounded above: for every and is bounded above on every compact subset of . Then the upper semicontinuous envelope (Upper and lower semicontinuous envelopes by local limsup and liminf) is a viscosity subsolution of in . No choice principle is used.
Facts & Assumptions
Given: An open , continuous , a nonempty family of upper semicontinuous viscosity subsolutions, , locally bounded above, and its upper envelope .
with , and ; if is locally bounded above then is real-valued on . The envelope is upper semicontinuous: for and choose with ; then for one has , hence (Upper and lower semicontinuous envelopes by local limsup and liminf).
Each satisfies at every at which has a local maximum, (Viscosity subsolutions and supersolutions of a first-order equation and of the Cauchy problem, Viscosity testing by first-order jets, and closure of the jet inequality).
Every upper semicontinuous real-valued function on a nonempty compact subset of attains its maximum there (Semicontinuous extreme value theorem on compact Euclidean sets).
If has a local maximum at and is a ball on which , then for every the test has the same value and first jet as at and makes strictly maximised over at (Strictification of a viscosity test function by a quartic perturbation).
Proof
Strict-contact case. Let touch from above at with a strict local maximum of , and suppose . Choose so that , the contact is strict on this ball, and throughout it, by continuity. On the compact annulus , [F1, F3] give the positive gap . Choose and such that and for . The two supremum definitions in [F1] supply one pair with , , and (use a closed radius smaller than ). By [F3], attains a maximum on , of value greater than . Its value on is at most , since . Thus any maximiser lies in and is an interior upper contact for . Its derivatives are and . Their residual is greater than , contradicting the subsolution inequality [F2]. Hence the desired residual at is nonpositive.
General contacts and conclusion. If merely has a local maximum at , fix with on which the maximum inequality holds and strictify by [F4]: the test has the same value and first jet at and makes strictly maximised at over . Step 1.1 applied to gives . Hence is a viscosity subsolution of the equation in ; the selection of the single witness and of the compact maximiser involves no choice principle, and the whole argument is pointwise.
Remarks
- Where local boundedness above is used. It makes real-valued so that the compact-annulus maximum and the test inequality are meaningful; the family is not assumed to consist of locally bounded functions or to be directed, and no member of the family other than the single witness is examined.
- Role in Perron's method. This is the load-bearing half of Perron's method for the Cauchy problem: existence between two barriers: the supremum of the admissible subsolutions is made upper semicontinuous by passing to , and this theorem says the envelope is still a subsolution.
Depends on
- Viscosity subsolutions and supersolutions of a first-order equation and of the Cauchy problem
- Upper and lower semicontinuous envelopes by local limsup and liminf
- Viscosity testing by first-order jets, and closure of the jet inequality
- Strictification of a viscosity test function by a quartic perturbation
- Semicontinuous extreme value theorem on compact Euclidean sets
- For $n\ge1$, every Euclidean closed ball and every Euclidean sphere of positive radius is compact
Used by
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Sources
- Michael G. Crandall, Hitoshi Ishii and Pierre-Louis Lions, User's guide to viscosity solutions of second order partial differential equations, Bulletin of the American Mathematical Society 27 (1992), 1--67 (complete article) (standard reference, not scraped)
- Hung Vinh Tran, Hamilton--Jacobi Equations: Theory and Applications, 2020 preliminary author manuscript of AMS Graduate Studies in Mathematics 213 (complete text) (standard reference, not scraped)