Partial differential equations Definition
Viscosity solution
Builds on Continuously differentiable functionPartial derivative
Definition
Let be open, and let be continuous. Consider the first-order equation in , where is the gradient of . Let be continuous.
- is a viscosity subsolution if the following holds for every continuously differentiable function on . At every point at which has a local maximum, .
- is a viscosity supersolution if, for every continuously differentiable on and every point at which has a local minimum, .
- is a viscosity solution if it is both a viscosity subsolution and a viscosity supersolution.
Remarks
If is continuously differentiable and has a local extremum at , then . So a continuously differentiable is a viscosity solution exactly when it solves the equation pointwise. One gets the same notion with smooth test functions instead of continuously differentiable ones. The definition depends on the sign of : the equations and have different viscosity solutions in general. For second-order equations , the Hessian enters as well, and is required to be degenerate elliptic, which means non-increasing in the matrix variable for this sign convention.
Example: on , the function is a viscosity solution of . Away from , is smooth with . At , if has a local maximum then near , so and the subsolution condition holds. No continuously differentiable makes have a local minimum at , because that would need near , so the supersolution condition is empty there.
Non-example: is not a viscosity solution of the same equation, although wherever exists. With , the function has a local minimum at , and , so the supersolution condition fails.
Reading path
To understand this page from the ground up, read these 6 pages in order. The foundations come first.
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- no evidence level
- Continuously differentiable function concept
- Euclidean space object
- Function concept
- Function of several variables concept
- Partial derivative concept
- Viscosity solution definition
Further reading
About this page
| Tag | F0047A6GDG |
|---|---|
| URI | m2://F0047A6GDG |
| Kind | definition |
| Writing | W0 stub |
| MSC | 35D40, 35F21 |
| Defines | Viscosity solution |
| Uses | Continuously differentiable function, Partial derivative |
| Changed | 2 November 2026 |
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