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We show that the rate of convergence of solutions of finite-difference approximations for uniformly elliptic Bellman's equations is of order at least $h^{2/3}$, where $h$ is the mesh size. The equations are considered in smooth bounded…

Analysis of PDEs · Mathematics 2012-03-14 N. V. Krylov

A central question in numerical homogenization of partial differential equations with multiscale coefficients is the accurate computation of effective quantities, such as the homogenized coefficients. Computing homogenized coefficients…

Numerical Analysis · Mathematics 2020-07-22 Assyr Abdulle , Doghonay Arjmand , Edoardo Paganoni

We consider divergence-form scalar elliptic equations and vectorial equations for elasticity with rough ($L^\infty(\Omega)$, $\Omega \subset \R^d$) coefficients $a(x)$ that, in particular, model media with non-separated scales and high…

Analysis of PDEs · Mathematics 2015-05-13 Leonid Berlyand , Houman Owhadi

We study the homogenization of the equation $-A(\frac{\cdot}{\varepsilon}):D^2 u_{\varepsilon} = f$ posed in a bounded convex domain $\Omega\subset \mathbb{R}^n$ subject to a Dirichlet boundary condition and the numerical approximation of…

Numerical Analysis · Mathematics 2024-03-04 Timo Sprekeler

We obtain an error estimate between viscosity solutions and \delta-viscosity solutions of nonhomogeneous fully nonlinear uniformly elliptic equations. The main assumption, besides uniform ellipticity, is that the nonlinearity is…

Analysis of PDEs · Mathematics 2016-03-07 Olga Turanova

This paper is concerned with the quantitative homogenization of $2m$-order elliptic systems with bounded measurable, rapidly oscillating periodic coefficients. We establish the sharp $O(\varepsilon)$ convergence rate in $W^{m-1, p_0}$ with…

Analysis of PDEs · Mathematics 2017-06-08 Weisheng Niu , Zhongwei Shen , Yao Xu

This paper is devoted to the homogenization of the heat conduction equation, with a homogeneous Dirichlet boundary condition, having a periodically oscillating thermal conductivity and a vanishing volumetric heat capacity. A homogenization…

Analysis of PDEs · Mathematics 2019-06-06 Tatiana Danielsson , Pernilla Johnsen

We develop the viscosity method for the homogenization of an obstacle problem with highly oscillating obstacles. The associated operator, in non-divergence form, is linear and elliptic with variable coefficients. We first construct a highly…

Analysis of PDEs · Mathematics 2024-10-15 Sunghoon Kim , Ki-Ahm Lee , Se-Chan Lee , Minha Yoo

We consider periodic homogenization with localized defects for semilinear elliptic equations and systems of the type $$ \nabla\cdot\Big(\Big(A(x/\varepsilon)+B(x/\varepsilon)\Big)\nabla u(x)+c(x,u(x)\Big)=d(x,u(x)) \mbox{ in } \Omega $$…

Analysis of PDEs · Mathematics 2025-02-20 Lutz Recke

We consider a Poisson equation in $\mathbb R^d$ for the elliptic operator corresponding to an ergodic diffusion process. Optimal regularity and smoothness with respect to the parameter are obtained under mild conditions on the coefficients.…

Probability · Mathematics 2020-09-11 Michael Röckner , Longjie Xie

We obtain the first quantitative stochastic homogenization result for reaction-diffusion equations, for ignition reactions in dimensions $d\le 3$ that either have finite ranges of dependence or are close enough to such reactions, and for…

Analysis of PDEs · Mathematics 2021-07-27 Yuming Paul Zhang , Andrej Zlatos

Numerical multiscale methods usually rely on some coupling between a macroscopic and a microscopic model. The macroscopic model is incomplete as effective quantities, such as the homogenized material coefficients or fluxes, are missing in…

Numerical Analysis · Mathematics 2021-03-23 Assyr Abdulle , Doghonay Arjmand , Edoardo Paganoni

We study homogenization properties of the discrete Laplace operator with random conductances on a large domain in $\mathbb{Z}^d$. More precisely, we prove almost-sure homogenization of the discrete Poisson equation and of the top of the…

Probability · Mathematics 2018-06-05 Franziska Flegel , Martin Heida , Martin Slowik

We study the dynamics of a class of Hamiltonian systems with dissipation, coupled to noise, in a singular (small mass) limit. We derive the homogenized equation for the position degrees of freedom in the limit, including the presence of a…

Mathematical Physics · Physics 2017-09-19 Jeremiah Birrell , Jan Wehr

We estimate the variance of the value function for a random optimal control problem. The value function is the solution $w^\epsilon$ of a Hamilton-Jacobi equation with random Hamiltonian $H(p,x,\omega) = K(p) - V(x/\epsilon,\omega)$ in…

Probability · Mathematics 2015-06-05 Ivan Matic , James Nolen

We show that the properties of the lower part of the spectrum of the Helmholtz equation for an heterogeneous system in a finite region in $d$ dimensions, where the solutions to the homogeneous problems are known, can be systematically…

Mathematical Physics · Physics 2015-12-23 Paolo Amore

This paper presents two new approaches for finding the homogenized coefficients of multiscale elliptic PDEs. Standard approaches for computing the homogenized coefficients suffer from the so-called resonance error, originating from a…

Numerical Analysis · Mathematics 2024-12-20 Assyr Abdulle , Doghonay Arjmand , Edoardo Paganoni

Symmetric elliptic integrals, which have been used as replacements for Legendre's integrals in recent integral tables and computer codes, are homogeneous functions of three or four variables. When some of the variables are much larger than…

Classical Analysis and ODEs · Mathematics 2016-09-06 Bille C. Carlson , John L. Gustafson

For a family of elliptic operators with rapidly oscillating periodic coefficients, we study the convergence rates for Dirichlet eigenvalues and bounds of the normal derivatives of Dirichlet eigenfunctions. The results rely on an…

Analysis of PDEs · Mathematics 2012-09-26 Carlos E. Kenig , Fanghua Lin , Zhongwei Shen

We introduce a new method for obtaining quantitative results in stochastic homogenization for linear elliptic equations in divergence form. Unlike previous works on the topic, our method does not use concentration inequalities (such as…

Analysis of PDEs · Mathematics 2016-06-22 Scott Armstrong , Tuomo Kuusi , Jean-Christophe Mourrat
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