On viscosity solutions for nontotally parabolic fully nonlinear equations
Let \(M[u]=-u_t+F(u_xu_{xx})\) be a nonlinear parabolic operator on \(Q=\Omega\times (0,T)\subset \mathbb{R}^{n+1}\). Here \(u_t\) is the derivative of \(u\) with respect to \(t\), \(u_x\) is the spatial gradient of \(u\), and \(u_{xx}\) denotes the Hessian matrix \([u_{x_ix_j}]\). For a given function \(g\), the equation \(M[u]=g\) is investigated in the framework of viscosity solutions. For \(u\in L_\infty(Q)\), the upper semicontinuous envelope \(u^*\) and the lower semicontinuous envelope \(u_*\) are defined. The upper jets of second order \(J^2_+(u(z_0))\) at \(z_0\in Q\) and the corresponding lower jets \(J^2_-(u(z_0))\) are introduced. Next, the definition of a viscosity sub- and supersolution for the problem \(M[u]=g\) in \(Q\), \(u=\phi\) on the parabolic boundary of \(Q\) is given. Under suitable conditions on \(F(p,A)\) and on \(g(x,p)\) (\(A\) is a symmetric matrix and \(p\) is a vector), a comparison theorem is proved. By using this result it is shown that the first initial-boundary value problem in above has a unique viscosity solution \(u\) provided a continuous viscosity subsolution \(u_1\) and a continuous viscosity supersolution \(u_2\) exist with \(u_1\leq u\leq u_2\). In the last part of the paper, several cases, for which the previous theorem can be applied are considered. The ellipticity of \(F(p,A)\) is assumed only on some nonlinear subsets of values of the argument \((p,A)\).
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