On a vector-valued generalisation of viscosity solutions for general PDE systems

Abstract

We propose a theory of non-differentiable solutions which applies to fully nonlinear PDE systems and extends the theory of viscosity solutions of Crandall-Ishii-Lions to the vectorial case. Our key ingredient is the discovery of a notion of extremum for maps which extends min-max and allows "nonlinear passage of derivatives" to test maps. This new PDE approach supports certain stability and convergence results, preserving some basic features of the scalar viscosity counterpart. In this first part of our two-part work we introduce and study the rudiments of this theory, leaving applications for the second part.