Comparison principle: Difference between revisions
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== General statement == | == General statement == | ||
The two statements below correspond to the comparison principle for elliptic and parabolic equations with Dirichlet boundary conditions. | The two statements below correspond to the comparison principle for elliptic and parabolic equations with Dirichlet boundary conditions. The main difference with the local case, is that for nonlocal equations the Dirichlet condition has to be taken in the whole complement of the domain $\Omega$ instead of only the boundary. | ||
Other boundary conditions require appropriate modifications. | Other boundary conditions require appropriate modifications. | ||
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We say that an elliptic equation $Iu=0$ satiesfies the comparison principle if the following statement is true. | We say that an elliptic equation $Iu=0$ satiesfies the comparison principle if the following statement is true. | ||
Given two functions $u : \R^n \to \R$ and $v : \R^n \to \R$ such that | Given two functions $u : \R^n \to \R$ and $v : \R^n \to \R$ such that $u$ and $v$ are upper and lower semicontinuous in $\overline \Omega$ respectively, where $\Omega$ is an open domain, | ||
$Iu \geq 0$ and $Iv \leq 0$ in the viscosity sense in | $Iu \geq 0$ and $Iv \leq 0$ in the viscosity sense in $\Omega$, and | ||
$u \leq v$ in $\R^n \setminus \Omega$, then $u \leq v$ in $\Omega$ as well. | $u \leq v$ in $\R^n \setminus \Omega$, then $u \leq v$ in $\Omega$ as well. | ||
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We say that a parabolic equation $u_t - Iu=0$ satiesfies the comparison principle if the following statement is true. | We say that a parabolic equation $u_t - Iu=0$ satiesfies the comparison principle if the following statement is true. | ||
Given two functions $u : [0,T] \times \R^n \to \R$ and $v : [0,T] \times\R^n \to \R$ such that | Given two functions $u : [0,T] \times \R^n \to \R$ and $v : [0,T] \times\R^n \to \R$ such that $u$ and $v$ are upper and lower semicontinuous in $[0,T] \times \overline \Omega$ respectively, | ||
$Iu \ | $Iu \leq 0$ and $Iv \geq 0$ in the viscosity sense in $(0,T] \times \Omega$, and | ||
$u \leq v$ in $(\{0\} \times \R^n) \cup ([0,T] \times (\R^n \setminus \Omega))$, then $u \leq v$ in $[0,T] \times \Omega$ as well. | $u \leq v$ in $(\{0\} \times \R^n) \cup ([0,T] \times (\R^n \setminus \Omega))$, then $u \leq v$ in $[0,T] \times \Omega$ as well. | ||
== Assumptions for which the comparison principle holds == | |||
Revision as of 11:17, 12 June 2011
The comparison principle refers to the general concept that a subsolution to an elliptic equation stays below a supersolution of the same equation. It known to hold under a great generality of assumptions.
The comparison principle can also be understood as the fact that the difference between a subsolution and a supersolution satisfies the maximum principle. The uniqueness of the solution of the equation is an immediate consequence.
General statement
The two statements below correspond to the comparison principle for elliptic and parabolic equations with Dirichlet boundary conditions. The main difference with the local case, is that for nonlocal equations the Dirichlet condition has to be taken in the whole complement of the domain $\Omega$ instead of only the boundary.
Other boundary conditions require appropriate modifications.
Elliptic case
We say that an elliptic equation $Iu=0$ satiesfies the comparison principle if the following statement is true.
Given two functions $u : \R^n \to \R$ and $v : \R^n \to \R$ such that $u$ and $v$ are upper and lower semicontinuous in $\overline \Omega$ respectively, where $\Omega$ is an open domain, $Iu \geq 0$ and $Iv \leq 0$ in the viscosity sense in $\Omega$, and $u \leq v$ in $\R^n \setminus \Omega$, then $u \leq v$ in $\Omega$ as well.
Parabolic case
We say that a parabolic equation $u_t - Iu=0$ satiesfies the comparison principle if the following statement is true.
Given two functions $u : [0,T] \times \R^n \to \R$ and $v : [0,T] \times\R^n \to \R$ such that $u$ and $v$ are upper and lower semicontinuous in $[0,T] \times \overline \Omega$ respectively, $Iu \leq 0$ and $Iv \geq 0$ in the viscosity sense in $(0,T] \times \Omega$, and $u \leq v$ in $(\{0\} \times \R^n) \cup ([0,T] \times (\R^n \setminus \Omega))$, then $u \leq v$ in $[0,T] \times \Omega$ as well.