Optimal stability results and nonlinear duality for $L^\infty$ entropy and $L^1$ viscosity solutions

Abstract

We give a new and rigorous duality relation between two central notions of weak solutions of nonlinear PDEs: entropy and viscosity solutions. It takes the form of the nonlinear dual inequality: \begin{equation}\int |S_t u_0-S_t v_0| \varphi_0 \mathrm{d}x\leq \int |u_0-v_0| G_t \varphi_0 \mathrm{d}x, \quad \forall \varphi_0 \geq 0, \forall u_0, \forall v_0, \qquad(\star)\end{equation} where $S_t$ is the entropy solution semigroup of the anisotropic degenerate parabolic equation \begin{equation*} \partial_t u+\mathrm{div} F(u) = \mathrm{div} (A(u) D u),\end{equation*} and where we look for the smallest semigroup $G_t$ satisfying ($\star$). This amounts to finding an optimal weighted $L^1$ contraction estimate for $S_t$. Our main result is that $G_t$ is the viscosity solution semigroup of the Hamilton-Jacobi-Bellman equation\begin{equation*} \partial_t \varphi = \mathrm{sup}_\xi \{F'(\xi) \cdot D \varphi+\mathrm{tr}(A(\xi) D^2\varphi)\}.\end{equation*} Since weighted $L^1$ contraction results are mainly used for possibly nonintegrable $L^\infty$ solutions $u$, the natural spaces behind this duality are $L^\infty$ for $S_t$ and $L^1$ for $G_t$. We therefore develop a corresponding $L^1$ theory for viscosity solutions $\varphi$. But $L^1$ itself is too large for well-posedness, and we rigorously identify the weakest $L^1$ type Banach setting where we can have it -- a subspace of $L^1$ called $L^\infty_{\mathrm{int}}$. A consequence of our results is a new domain of dependence like estimate for second order anisotropic degenerate parabolic PDEs. It is given in terms of a stochastic target problem and extends in a natural way recent results for first order hyperbolic PDEs by [N. Pogodaev, J. Differ. Equ., 2018].