Journal of Numerical Mathematics
Editor-in-Chief: Hoppe, Ronald H. W. / Kuznetsov, Yuri
Managing Editor: Olshanskii, Maxim
Editorial Board Member: Benzi, Michele / Brenner, Susanne C. / Carstensen, Carsten / Dryja, M. / Feistauer, Miloslav / Glowinski, R. / Lazarov, Raytcho / Nataf, Frédéric / Neittaanmaki, P. / Bonito, Andrea / Quarteroni, Alfio / Guzman, Johnny / Rannacher, Rolf / Repin, Sergey I. / Shi, Zhong-ci / Tyrtyshnikov, Eugene E. / Zou, Jun / Simoncini, Valeria / Reusken, Arnold
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Numerical solution of the Dirichlet problem for a Pucci equation in dimension two. Application to homogenization
The main goal of this article is two fold: (i) To discuss a methodology for the numerical solution of the Dirichlet problem for a Pucci equation in dimension two. (ii) Use the ensuing algorithms to investigate the homogenization properties of the solutions when a coefficient in the Pucci equation oscillates periodically or randomly in space. The solution methodology relies on the combination of a least-squares formulation of the Pucci equation in an appropriate Hilbert space with operator-splitting techniques and mixed finite element approximations. The results of numerical experiments suggest second order accuracy when globally continuous piecewise affine space approximations are used; they also show that the solution of the problem under consideration can be reduced to a sequence of discrete Poisson–Dirichlet problems coupled with one-dimensional optimization problems (one per grid point).
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