Viscosity Solutions of Balanced Quasi-Monotone Fully Nonlinear Weakly Coupled Systems

Abstract

We introduce so called balanced quasi-monotone systems. These are systems $F(x,r,p,X)=(F_1(x,r,p,X),\ldots,F_m(x,r,p,X))$, where $x$ belongs to a domain $\Omega$, $r=u(x)\in\mathbb{R}^m$, $p=Du(x)$ and $X=D^2u(x)$, that can be arranged into two categories that are mutually competitive but internally cooperative. More precisely, for all $i\neq j$ in the set $\{1,2,\ldots,m\}$, $F_j$ is monotone non-decreasing (non-increasing) in $r_i$ if and only if $F_i$ is monotone non-decreasing (non-increasing) in $r_j$ and $F_j$ is a monotone function in $r_i$. We prove the existence and uniqueness of viscosity solutions to systems of this type. For uniqueness we need to require that $F_j$ is monotone increasing in $r_j$, at an at least linear rate. This should be compared to the quasi-monotone systems studied by Ishii and Koike, where they assume that $F(x,r,p,X)\ge F(x,s,p,X)$ if $r\le s$.