Semidifferentials, quadratic forms and fully nonlinear elliptic equations of second order (Q810744)

Let \(\Omega\) be a bounded open subset of \(\mathbb{R}^ n\), \(S^{n\times n}\) be the set of real symmetric \(n\times n\) matrices and \(u,v: {\bar\Omega}\to \mathbb{R}\). The main result of this paper is the following theorem. Let u be bounded and upper-semicontinuous and v be bounded and lower-semicontinuous. Let \(\lambda >0\) and \((\hat x,\hat y)\in {\bar\Omega}\times {\bar\Omega}\) satisfy \[ u(x)-v(y)- \frac{\lambda}{2}\| x-y\|^ 2\leq u(\hat x)-v(\hat y)- \frac{\lambda}{2}\| \hat x-\hat y\|^ 2 \text{ for } (x,y)\in {\bar \Omega}\times {\bar \Omega}. \] Then there are \(X,Y\in S^{n\times n}\) such that \[ (1)\quad -4\lambda \left( \begin{matrix} I & 0\\ 0 & I\end{matrix} \right)\leq \begin{pmatrix} X & 0\\ 0 & -Y \end{pmatrix}\leq 2\lambda \begin{pmatrix} I & -I\\ -I & I \end{pmatrix} \] and \((u(\hat x)\), \(\lambda(\hat x-\hat y),X)\in \bar D^{2,+}u(\hat x)\), \((v(\hat y)\), \(\lambda(\hat x- \hat y),Y)\in \bar D^{2,-}v(\hat y)\), where \(\bar D^{2,+}u(\hat x)\) \((\bar D^{2,-}u(\hat y))\) denotes the closure of the set of second order superdifferentials (respectively, sub-differentials) of u (respectively, v) at \(\hat x\) (respectively, \(\hat y\)). Moreover, there is a \(Z\in S^{n\times n}\) such that (1) holds with \(X=Y=Z\) and \(- \lambda I\leq Z\leq \lambda I\). (Here orderings are in the sense of quadratic forms). From this theorem the author obtains comparison result for viscosity solutions of fully nonlinear second order elliptic equations. He also formulates a version of the above theorem appropriate to the discussion of fully nonlinear parabolic equations.