Least-squares/relaxation method for the numerical solution of a 2D Pucci’s equation

The numerical solution of the Dirichlet problem for an elliptic Pucci’s equation in two dimensions of space is addressed by using a least-squares approach. The algorithm relies on an iterative relaxation method that decouples a variational linear elliptic PDE problem from the local nonlinearities. The approximation method relies on mixed low order finite element methods. The least-squares framework allows to revisit and extend the approach and the results presented in (Caffarelli, Glowinski, 2008) to more general cases. Numerical results show the convergence of the iterative sequence to the exact solution, when such a solution exists. The robustness of the approach is highlighted, when dealing with various types of meshes, domains with curved boundaries, nonconvex domains, or non-smooth solutions.