Abstract:We establish a strong comparison principle for viscosity solutions of fully nonlinear elliptic equations driven by second-order Hamiltonians that may be discontinuous with respect to all variables. The analysis relies only on a controlled superlinear growth in the gradient variable together with a structural monotonicity in the unknown, and requires neither ellipticity nor continuity of the coefficients.
The proof is based on the construction of tailored viscosity test functions obtained as solutions of auxiliary eikonal-type equations. These functions compensate for the lack of regularity and allow for a fully local comparison argument despite the complete discontinuity of the Hamiltonian. This yields a robust comparison principle in open subsets of $\mathbb{R}^N$.
As a consequence, we prove the existence of continuous viscosity solutions via a Perron's method adapted to discontinuous frameworks, combined with Ishii's semicontinuous envelope technique. The class of Hamiltonians covered includes linear and quasilinear equations with merely Borel measurable coefficients, as well as Hamilton-Jacobi-Bellman equations arising in stochastic control and differential games.
From: Isaac Ohavi [view email]
[v1]
Fri, 12 Jun 2026 14:18:26 UTC (25 KB)
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