Homogenization of the Oscillating Dirichlet Boundary Condition in General Domains

We prove the homogenization of the Dirichlet problem for fully nonlinear elliptic operators with periodic oscillation in the operator and of the boundary condition for a general class of smooth bounded domains. This extends the previous results of Barles and Mironescu in half spaces. We show that homogenization holds despite a possible lack of continuity in the homogenized boundary data. The proof is based on a comparison principle with partial Dirichlet boundary data which is of independent interest.Comment: Version to appear in J. Math. Pures Appl. Added Remarks 1.2 and 1.7. Removed some extraneous statements of previous results (previously Corollaries 2.7 and 2.12). Changed the statement and proof of Lemma 3.1 to fix a small error and R^{-\alpha} is now (N/R)^{\alpha} here and in later uses of the Lemma. 23 page

Quantitative Homogenization of Elliptic PDE with Random Oscillatory Boundary Data

We study the averaging behavior of nonlinear uniformly elliptic partial differential equations with random Dirichlet or Neumann boundary data oscillating on a small scale. Under conditions on the operator, the data and the random media leading to concentration of measure, we prove an almost sure and local uniform homogenization result with a rate of convergence in probability

An L1 Penalty Method for General Obstacle Problems

We construct an efficient numerical scheme for solving obstacle problems in divergence form. The numerical method is based on a reformulation of the obstacle in terms of an L1-like penalty on the variational problem. The reformulation is an exact regularizer in the sense that for large (but finite) penalty parameter, we recover the exact solution. Our formulation is applied to classical elliptic obstacle problems as well as some related free boundary problems, for example the two-phase membrane problem and the Hele-Shaw model. One advantage of the proposed method is that the free boundary inherent in the obstacle problem arises naturally in our energy minimization without any need for problem specific or complicated discretization. In addition, our scheme also works for nonlinear variational inequalities arising from convex minimization problems.Comment: 20 pages, 18 figure