Stochastic homogenization of fully nonlinear uniformly elliptic equations revisited (Q2510367)

From MaRDI portal
scientific article
Language Label Description Also known as
English
Stochastic homogenization of fully nonlinear uniformly elliptic equations revisited
scientific article

    Statements

    Stochastic homogenization of fully nonlinear uniformly elliptic equations revisited (English)
    0 references
    0 references
    0 references
    1 August 2014
    0 references
    Given \(\Omega\) a bounded Lipschitz domain of \({\mathbb R}^n\) and a function \(g \in C(\partial \Omega)\), the authors consider the family (in the parameter \(\varepsilon > 0\)) of problems \[ \begin{cases} F (D^2 u^{\varepsilon}, D u^{\varepsilon}, x / \varepsilon, \omega) = 0 &\text{in } \Omega, \\ u^{\varepsilon} = g & \text{in } \partial \Omega,\end{cases}\tag{P\(_\varepsilon\)} \] where \(F\) is a uniformly elliptic, Lipschitz continuous, stationary-ergodic and fully nonlinear operator. The authors prove a homogenization result giving a shorter and simplified proof using the obstacle method introduced by \textit{L. A. Caffarelli} et al. [Commun. Pure Appl. Math. 58, No. 3, 319--361 (2005; Zbl 1063.35025)]. First, they drop the dependence of \(F\) on the gradient of \(u^{\varepsilon}\), then, in the general case, they introduce a suitable infimal convolution.
    0 references
    0 references
    fully non-linear elliptic equations
    0 references
    stochastic equations
    0 references
    obstacle method
    0 references
    0 references
    0 references