The Alexandroff-Bakelman-Pucci estimate via positive drift (Q6116949)

The author establishes Alexandroff-Bakelman-Pucci estimates for the fully nonlinear elliptic problem \[ \begin{cases} F(x,D^2u)+\langle b(x),Du \rangle =f(x) &\text{in }\Omega,\\ u=0, &\text{on }\partial \Omega,\\ u(x)\rightarrow 0, &\text{as } x\rightarrow \infty \ (\text{if } \Omega \text{ is unbounded}), \end{cases} \tag{1} \] where \(\Omega\) is an open connected subset of \(\mathbb{R}^n\setminus\{0\}\) satisfying a uniform exterior cone property, \(b:\Omega\rightarrow \mathbb{R}^n\) is a bounded continuous function satisfying the positivity condition \[ \langle b(x),x/|x|\rangle \geq b_0>0, \quad \text{ for all } x\in \Omega, \] \(F:\Omega \times \mathcal{S}^n\rightarrow \mathbb{R}\) (\(\mathcal{S}^n\) being the space of \(n\times n\)-real symmetric matrices) and \(f:\Omega \rightarrow \mathbb{R}\) are continuous functions, with \(F\) satisfying, for some \(\Lambda \geq \lambda >0\), the uniformly ellipticity condition \[ \lambda \mathrm{Tr}(X^+)-\Lambda \mathrm{Tr}(X^-)=:\mathcal{M}_{\lambda,\Lambda}^-(X)\leq F(x,X)\leq \mathcal{M}_{\lambda,\Lambda}^+(X):=\Lambda \mathrm{Tr}(X^+)-\lambda \mathrm{Tr}(X^-) \] for all \((x,X)\in \Omega \times \mathcal{S}^n\). Here, \(X^+\) and \(X^-\) are the nonnegative matrices such that \(X^+X^-=0\) and \(X=X^+-X^-\) and \(\mathcal{M}_{\lambda,\Lambda}^+,\mathcal{M}_{\lambda,\Lambda}^-\) are the Pucci maximal and minimal operators. In the special case \(F(x,D^2u)=\Delta u\), the author proves that any viscosity solution \(u\in C^0(\overline{\Omega})\) of the problem \[ \begin{cases} \Delta u+\langle b(x),Du \rangle =f(x) &\text{in }\Omega,\\ u=0, &\text{on } \partial \Omega,\\ u(x)\rightarrow 0, &\text{as } x\rightarrow \infty \ (\text{if } \Omega \text{ is unbounded}), \end{cases}\tag{2} \] satisfies the Alexandroff-Bakelman-Pucci estimate \[ \sup_\Omega|u|\leq \frac{1}{b_0}\int_0^\infty\sup_{x\in \Omega, |x|=\rho}|f(x)|d\rho \] provided that the integral at the right hand side is finite. With some additional conditions on \(f\), the above result is then extended to the fully nonlinear problem \((1)\). In any case, the obtained estimates do not depend on the geometry of \(\Omega\). As an application, an existence and uniqueness result for problem \((2)\) and an existence result for problem \((1)\) of viscosity solution are derived.