Abstract
Let \(L[\,\cdot\,]\) be a nondivergent linear second-order uniformly elliptic partial differential operator defined on functions with domain \(\Omega.\) Consider the question, "When is a function u a solution of \(L[u] = 0\) on \(\Omega\)?" The naive answer, "u is a solution of \(L[u] = 0\) on \(\Omega\) if \(u\in C^2(\Omega)\) and \(L[u](x) = 0\) for all \(x\in\Omega,\)" is clearly too limited. Indeed, if the coefficients of L are in \(W^{1,2}\cap L^{\infty},\) then L can be rewritten in divergence form for which the notion of a "weak" solution can be applied. In this case there could be infinitely many functions that are "weak" but not classical solutions. More importantly, even if the coefficients of L are just bounded and measurable, the recent results of Krylov permit us to construct "solutions" of \(L[u] = 0\) on \(\Omega,\) and these "solutions" are generally no better than continuous; the "weak" solutions previously mentioned can be obtained by this construction, too. The preceding discussion provides us with an adequate extrinsic definition of solution (i.e., given a function u we either prove that it is or is not the result of such a construction) that has been used by several authors, but one that is not particularly satisfying or illuminating. Our major contribution in this paper is to show the following. I. There is an intrinsic definition of solution that is equivalent to the extrinsic one. II. Furthermore, the intrinsic definition is just the (now) well-known Crandall-Lions viscosity solution, modified in a natural way to accommodate measurable coefficients.
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Jensen, R. Uniformly Elliptic PDEs with Bounded, Measurable Coefficients. J Fourier Anal Appl 2, 237–259 (1995). https://doi.org/10.1007/s00041-001-4031-6
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DOI: https://doi.org/10.1007/s00041-001-4031-6