Approximate homogenization of convex nonlinear elliptic PDEs

DOI10.4310/CMS.2018.V16.N7.A7MaRDI QIDQ667014zbMATHOpenAlexWikidataFDO

Authors Chris Finlay, Adam Oberman

Publication date 12 March 2019

Published in Communications in Mathematical Sciences (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1710.10309

zbMATH Keywords

elliptic partial differential equationshomogenizationfinite difference schemesPucci operator

Mathematics Subject Classification ID

Degenerate elliptic equations (35J70) Convex functions and convex programs in convex geometry (52A41) Finite difference methods for boundary value problems involving PDEs (65N06) Optimal stochastic control (93E20)

Abstract: We approximate the homogenization of fully nonlinear, convex, uniformly elliptic Partial Differential Equations in the periodic setting, using a variational formula for the optimal invariant measure, which may be derived via Legendre-Fenchel duality. The variational formula expresses $$ as an average of the operator against the optimal invariant measure, generalizing the linear case. Several nontrivial analytic formulas for $$ are obtained. These formulas are compared to numerical simulations, using both PDE and variational methods. We also perform a numerical study of convergence rates for homogenization in the periodic and random setting and compare these to theoretical results.

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Cited in

(8)

• Optimal conditions of convergence and effects of anisotropy in the homogenization of non-uniformly elliptic problems
• Homogenization of Nondivergence-Form Elliptic Equations with Discontinuous Coefficients and Finite Element Approximation of the Homogenized Problem
• Computational multiscale methods for nondivergence-form elliptic partial differential equations
• Approximate homogenization of fully nonlinear elliptic PDEs: estimates and numerical results for Pucci type equations
• Mixed Finite Element Approximation of Periodic Hamilton--Jacobi--Bellman Problems With Application to Numerical Homogenization
• Characterizations of diffusion matrices in homogenization of elliptic equations in nondivergence-form
• Discontinuous Galerkin and \(C^0\)-IP finite element approximation of periodic Hamilton-Jacobi-Bellman-Isaacs problems with application to numerical homogenization
• Optimal convergence rates for elliptic homogenization problems in nondivergence-form: analysis and numerical illustrations

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