The maximum principle for viscosity solutions of fully nonlinear second order partial differential equations

Abstract

We prove that viscosity solutions in W1,∞ of the second order, fully nonlinear, equation F(D2u, Du, u) = 0 are unique when (i) F is degenerate elliptic and decreasing in u or (ii) F is uniformly elliptic and nonincreasing in u. We do not assume that F is convex. The method of proof involves constructing nonlinear approximation operators which map viscosity subsolutions and supersolutions onto viscosity subsolutions and supersolutions, respectively. This method is completely different from that used in Lions [8, 9] for second order problems with F convex in D2u and from that used by Crandall & Lions [3] and Crandall, Evans & Lions [2] for fully nonlinear first order problems. © 1988 Springer-Verlag GmbH & Co.