Central limit theorem for stochastic Hamilton-Jacobi equations (Q1581622): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
Property / full work available at URL | |||
Property / full work available at URL: https://doi.org/10.1007/s002200050820 / rank | |||
Normal rank | |||
Property / OpenAlex ID | |||
Property / OpenAlex ID: W2603449377 / rank | |||
Normal rank |
Latest revision as of 01:24, 20 March 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Central limit theorem for stochastic Hamilton-Jacobi equations |
scientific article |
Statements
Central limit theorem for stochastic Hamilton-Jacobi equations (English)
0 references
8 October 2000
0 references
The asymptotic behaviour of the solution to the Hamilton-Jacobi equation \(u_t+ H(x,u_x)= 0\) with a random Hamiltonian \(H\) is considered. Sufficient conditions are given, under which \[ \varepsilon u(t/\varepsilon, x/\varepsilon)= \overline u(t,x)+ \sqrt\varepsilon Z(t,x)+ o(\sqrt\varepsilon)\quad\text{as }\varepsilon\to 0, \] where \(\overline u\) is a deterministic function (a solution to the homogenized equation \(\overline u_t+\overline H(\overline u_x)= 0\) with a deterministic Hamiltonian \(\overline H\)) and \(Z(t,x)\) is a random field.
0 references
asymptotic behaviour
0 references
Hamilton-Jacobi equation
0 references