Sobolev and Viscosity Solutions for Fully Nonlinear Elliptic and Parabolic Equations

This book concentrates on first boundary-value problems for fully nonlinear second-order uniformly elliptic and parabolic equations with discontinuous coefficients. We look for solutions in Sobolev classes, local or global, or for viscosity solutions. Most of the auxiliary results, such as Aleksandrov's elliptic and parabolic estimates, the Krylov-Safonov and the Evans-Krylov theorems, are taken from old sources, and the main results were obtained in the last few years. Presentation of these results is based on a generalization of the Fefferman-Stein theorem, on Fang-Hua Lin's like estimates, and on the so-called 'ersatz' existence theorems, saying that one can slightly modify 'any' equation and get a 'cut-off' equation that has solutions with bounded derivatives. These theorems allow us to prove the solvability in Sobolev classes for equations that are quite far from the ones which are convex or concave with respect to the Hessians of the unknown functions. In studying viscosity solutions, these theorems also allow us to deal with classical approximating solutions, thus avoiding sometimes heavy constructions from the usual theory of viscosity solutions.