Math 2.0

Partial differential equations Definition

Viscosity solution

Builds on Continuously differentiable functionPartial derivative

Definition

Let U⊆ℝnU \subseteq \R^n be open, and let F ⁣:U×ℝ×ℝn→ℝF \colon U \times \R \times \R^n \to \R be continuous. Consider the first-order equation F(x,u,Du)=0F(x, u, Du) = 0 in UU, where DuDu is the gradient of uu. Let u ⁣:U→ℝu \colon U \to \R be continuous.

  1. uu is a viscosity subsolution if the following holds for every continuously differentiable function φ\varphi on UU. At every point x0∈Ux_0 \in U at which u−φu - \varphi has a local maximum, F(x0,u(x0),Dφ(x0))≤0F(x_0, u(x_0), D\varphi(x_0)) \le 0.
  2. uu is a viscosity supersolution if, for every continuously differentiable φ\varphi on UU and every point x0∈Ux_0 \in U at which u−φu - \varphi has a local minimum, F(x0,u(x0),Dφ(x0))≥0F(x_0, u(x_0), D\varphi(x_0)) \ge 0.
  3. uu is a viscosity solution if it is both a viscosity subsolution and a viscosity supersolution.

Remarks

If uu is continuously differentiable and u−φu - \varphi has a local extremum at x0x_0, then Du(x0)=Dφ(x0)Du(x_0) = D\varphi(x_0). So a continuously differentiable uu is a viscosity solution exactly when it solves the equation pointwise. One gets the same notion with smooth test functions φ\varphi instead of continuously differentiable ones. The definition depends on the sign of FF: the equations F=0F = 0 and −F=0-F = 0 have different viscosity solutions in general. For second-order equations F(x,u,Du,D2u)=0F(x, u, Du, D^2 u) = 0, the Hessian D2φ(x0)D^2 \varphi(x_0) enters as well, and FF is required to be degenerate elliptic, which means non-increasing in the matrix variable for this sign convention.

Example: on U=(−1,1)U = (-1, 1), the function u(x)=1−∣x∣u(x) = 1 - \abs{x} is a viscosity solution of ∣u′∣−1=0\abs{u'} - 1 = 0. Away from 00, uu is smooth with ∣u′∣=1\abs{u'} = 1. At 00, if u−φu - \varphi has a local maximum then −∣x∣≤φ(x)−φ(0)-\abs{x} \le \varphi(x) - \varphi(0) near 00, so ∣φ′(0)∣≤1\abs{\varphi'(0)} \le 1 and the subsolution condition holds. No continuously differentiable φ\varphi makes u−φu - \varphi have a local minimum at 00, because that would need φ(x)−φ(0)≤−∣x∣\varphi(x) - \varphi(0) \le -\abs{x} near 00, so the supersolution condition is empty there.

Non-example: w(x)=∣x∣−1w(x) = \abs{x} - 1 is not a viscosity solution of the same equation, although ∣w′∣=1\abs{w'} = 1 wherever w′w' exists. With φ=0\varphi = 0, the function w−φw - \varphi has a local minimum at 00, and ∣φ′(0)∣−1=−1<0\abs{\varphi'(0)} - 1 = -1 < 0, 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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  1. Continuously differentiable function concept
  2. Euclidean space object
  3. Function concept
  4. Function of several variables concept
  5. Partial derivative concept
  6. Viscosity solution definition

Further reading

  1. Web https://en.wikipedia.org/wiki/Viscosity_solution
About this page
TagF0047A6GDG
URIm2://F0047A6GDG
Kinddefinition
WritingW0 stub
MSC35D40, 35F21
DefinesViscosity solution
UsesContinuously differentiable function, Partial derivative
Changed2 November 2026

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