Comparison principles by monotonicity and duality for constant coefficient nonlinear potential theory and PDEs

Abstract

We prove comparison principles for nonlinear potential theories in euclidian spaces in a very straightforward manner from duality and monotonicity. We shall also show how to deduce comparison principles for nonlinear differential operators, a program seemingly different from the first. However, we shall marry these two points of view, for a wide variety of equations, under something called the correspondence principle. In potential theory one is given a constraint set F on the 2-jets of a function, and the boundary of F gives a differential equation. There are many differential operators, suitably organized around F, which give the same equation. So potential theory gives a great strengthening and simplification to the operator theory. Conversely, the set of operators associated to F can have much to say about the potential theory. An object of central interest here is that of monotonicity, which explains and unifies much of the theory. We shall always assume that the maximal monotonicity cone for a potential theory has interior. This is automatic for gradient-free equations where monotonicity is simply the standard degenerate ellipticity and properness assumptions. We show that for each such potential theory F there is an associated canonical operator, defined on the entire 2-jet space and having all the desired properties. Furthermore, comparison holds for this operator on any domain which admits a regular strictly M-subharmonic function, where M is a monotonicity subequation for F. On the operator side there is an important dichotomy into the unconstrained cases and constrained cases, where the operator must be restricted to a proper subset of 2-jet space. These two cases are best illustrated by the canonical operators and Dirichlet-Garding operators, respectively. The article gives many, many examples from pure and applied mathematics, and also from theoretical physics.