Regularity and stochastic homogenization of fully nonlinear equations without uniform ellipticity (Q471154)

This paper deals with regularity and stochastic homogenization of fully nonlinear degenerate elliptic equations in nondivergence form. It is considered the Dirichlet problem \(F\left(D^2 u^{\varepsilon},x/\varepsilon,\omega\right)=0\), in \(U\), \(u^{\varepsilon}=g\), on \(\partial U\). Here \(U\subseteq\mathbb R^{d}\) is a bounded Lipschitz domain and \(g\in C(\partial U)\), and the partial differential equation is to be understood in the viscosity sense. The nonlinear elliptic operator is a map \(F:\;S^{d}\times\mathbb R^{d}\times\Omega\to\mathbb R\) (here \(S^{d}\) denotes the space of \(d\)-by-\(d\) symmetric matrices) which satisfies each of the following conditions: (F1) Stationarity; (F2) Local uniform ellipticity: there exists a constant \(\Lambda\geq1\) and nonnegative random variable \(\lambda:\;\Omega\to[0,\Lambda]\) such that \(P(\lambda>0)=1\) and, for every \(M,N\in S^{d}\), \(\omega\in\Omega\) and \(y\in B_1=\{x\in\mathbb R^{d}:\;| x|<1\}\):\ \({\mathcal P}^{-}_{\lambda(\omega),\Lambda}(M-N)\leq F(M,y,\omega)-F(N,y,\omega)\leq {\mathcal P}^{+}_{\lambda(\omega),\Lambda}(M-N)\), here \({\mathcal P}^{\pm}\) are the usual Pucci extremal operator; (F3) Uniform continuity and boundedness; (F4) Bounded moment of the ellipticity: \(E[\lambda^{-d}]<+\infty\). The main homogenization result is following. Assume (F1)-(F4). Then there exists an event \(\Omega_1\) of full probability, a positive constant \(0<\lambda_0<\Lambda\) which depends only on \(d,\Lambda\) and \(E[\lambda^{-d}]\) and a function \(\bar F:\;S^{d}\to\mathbb R\) which satisfies \({\mathcal P}^{-}_{\lambda_0,\Lambda}(M-N)\leq \bar F(M)-\bar F(N)\leq {\mathcal P}^{+}_{\lambda_0,\Lambda}(M-N)\) such that, for every \(\omega\in \Omega_1\), every bounded Lipschitz domain \(U\subseteq\mathbb R^{d}\) and each \(g\in C(\partial U)\), the unique solution \(u^{\varepsilon}=u^{\varepsilon}(x,\omega)\) of considered Dirichlet problem satisfies \(\lim_{\varepsilon\to0}\sup_{x\in U}| u^{\varepsilon}(x,\omega)-u(x)|=0\), where \(u\in C(\bar U)\) is the unique solution of the Dirichlet problem \(\bar F(D^2 u)=0\), in \(U\), \(u=g\), on \(\partial U\). The authors show that the moment condition is sharp by giving an explicit example of an equation whose ellipticity has a finite \(p\)th moment, for every \(p<d\), but for which regularity and homogenization break down.