Fully nonlinear Neumann type boundary conditions for second-order elliptic and parabolic equations (Q1313491)

Let be given the equation \(F(x,u,Du,D^ 2u)=0\) in a bounded domain \(\Omega \subset \mathbb{R}^ n\), where \(F\) is a continuous real function satisfying the (degenerate elliptic) condition \(F(x,u,p,M)\leq F(x,u,p,N)\) for all \(n \times n\) symmetric matrices \(M\), \(N\) such that \(M \leq N\). One aim of the paper is to investigate the above equation associated with the boundary condition \(H(x,u,Du)=0\) on \(\partial \Omega\), where \(H(x,u,p)\) is a continuous real function strictly increasing with resepect to \(p\) in the normal direction to \(\partial \Omega\) at \(x\). This kind of boundary condition includes the classical Neumann condition, the oblique derivative condition, the capillarity condition and the controlled reflection condition. The notion of viscosity solution is used. The author finds existence, uniqueness and regularity results under natural structure conditions on \(F\) and \(H\). Furthermore, let be given the parabolic equation \(u_ t+F (x,t,u,Du,D^ 2u)=0\) in the domain \(\Omega \times(0,T)\) and the Cauchy condition \(u(x,0) =u_ 0(x)\) in \(\Omega\). The author investigates this problem complemented with, either the condition \(H(x,t,u,Du)=0\) on \(\partial \Omega \times(0,T)\), or the condition \(u_ t+ H(x,t,u,Du)=0\) on \(\partial \Omega \times(0,T)\), where the nonlinear functions \(F\) and \(H\) satisfy suitable assumptions.