The two statements below correspond to the comparison principle for elliptic and parabolic equations with Dirichlet boundary conditions. The main difference with the local case, is that for nonlocal equations the Dirichlet condition has to be taken in the whole complement of the domain Ω \Omega Ω instead of only the boundary.
Other boundary conditions require appropriate modifications.
Elliptic case
We say that an elliptic equation
I
u
=
0
Iu=0
Iu=0 satiesfies the comparison principle if the following statement is true.
Given two functions u : R n → R u : \R^n \to \R u:Rn→R and v : R n → R v : \R^n \to \R v:Rn→R such that u u u and v v v are upper and lower semicontinuous in Ω ‾ \overline \Omega Ω respectively, where Ω \Omega Ω is an open domain, I u ≥ 0 Iu \geq 0 Iu≥0 and I v ≤ 0 Iv \leq 0 Iv≤0 in the viscosity sense in Ω \Omega Ω, and u ≤ v u \leq v u≤v in R n ∖ Ω \R^n \setminus \Omega Rn∖Ω, then u ≤ v u \leq v u≤v in Ω \Omega Ω as well.
Parabolic case
We say that a parabolic equation
u
t
−
I
u
=
0
u_t - Iu=0
ut−Iu=0 satiesfies the comparison principle if the following statement is true.
Given two functions u : [ 0 , T ] × R n → R u : [0,T] \times \R^n \to \R u:[0,T]×Rn→R and v : [ 0 , T ] × R n → R v : [0,T] \times\R^n \to \R v:[0,T]×Rn→R such that u u u and v v v are upper and lower semicontinuous in [ 0 , T ] × Ω ‾ [0,T] \times \overline \Omega [0,T]×Ω respectively, I u ≤ 0 Iu \leq 0 Iu≤0 and I v ≥ 0 Iv \geq 0 Iv≥0 in the viscosity sense in ( 0 , T ] × Ω (0,T] \times \Omega (0,T]×Ω, and u ≤ v u \leq v u≤v in ( { 0 } × R n ) ∪ ( [ 0 , T ] × ( R n ∖ Ω ) ) (\{0\} \times \R^n) \cup ([0,T] \times (\R^n \setminus \Omega)) ({0}×Rn)∪([0,T]×(Rn∖Ω)), then u ≤ v u \leq v u≤v in [ 0 , T ] × Ω [0,T] \times \Omega [0,T]×Ω as well.