Stochastic homogenization of Hamilton-Jacobi and degenerate Bellman equations in unbounded environments (Q414408): Difference between revisions
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The authors deal with the (stochastic) homogenization of Hamilton-Jacobi equations and Bellman equations posed in stationary, ergodic, unbounded media. They obtain in the limit deterministic Hamilton-Jacobi equations and study the properties of the effective Hamiltonian. It seems that the class of problems studied here is motivated by the work of \textit{A.-S. Sznitman} [Brownian motion, obstacles and random media. Berlin: Springer (1993; Zbl 0973.60003)] on quenched large deviations of the Brownian motion interacting with a Poisson-like potential. | |||
Property / review text: The authors deal with the (stochastic) homogenization of Hamilton-Jacobi equations and Bellman equations posed in stationary, ergodic, unbounded media. They obtain in the limit deterministic Hamilton-Jacobi equations and study the properties of the effective Hamiltonian. It seems that the class of problems studied here is motivated by the work of \textit{A.-S. Sznitman} [Brownian motion, obstacles and random media. Berlin: Springer (1993; Zbl 0973.60003)] on quenched large deviations of the Brownian motion interacting with a Poisson-like potential. / rank | |||
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Property / reviewed by | |||
Property / reviewed by: Adrian Muntean / rank | |||
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Property / Mathematics Subject Classification ID | |||
Property / Mathematics Subject Classification ID: 35B27 / rank | |||
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Property / Mathematics Subject Classification ID | |||
Property / Mathematics Subject Classification ID: 60K37 / rank | |||
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Property / Mathematics Subject Classification ID | |||
Property / Mathematics Subject Classification ID: 35F21 / rank | |||
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Property / zbMATH DE Number | |||
Property / zbMATH DE Number: 6033157 / rank | |||
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Property / zbMATH Keywords | |||
viscous Hamilton-Jacobi equations, Bellman equations, Poisson potential | |||
Property / zbMATH Keywords: viscous Hamilton-Jacobi equations, Bellman equations, Poisson potential / rank | |||
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Property / zbMATH Keywords | |||
effective Hamiltonian | |||
Property / zbMATH Keywords: effective Hamiltonian / rank | |||
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Property / MaRDI profile type: Publication / rank | |||
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Property / OpenAlex ID | |||
Property / OpenAlex ID: W1968669184 / rank | |||
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Property / arXiv ID | |||
Property / arXiv ID: 1103.2814 / rank | |||
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links / mardi / name | links / mardi / name | ||
Revision as of 05:06, 5 July 2024
scientific article
Language | Label | Description | Also known as |
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English | Stochastic homogenization of Hamilton-Jacobi and degenerate Bellman equations in unbounded environments |
scientific article |
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Stochastic homogenization of Hamilton-Jacobi and degenerate Bellman equations in unbounded environments (English)
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11 May 2012
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The authors deal with the (stochastic) homogenization of Hamilton-Jacobi equations and Bellman equations posed in stationary, ergodic, unbounded media. They obtain in the limit deterministic Hamilton-Jacobi equations and study the properties of the effective Hamiltonian. It seems that the class of problems studied here is motivated by the work of \textit{A.-S. Sznitman} [Brownian motion, obstacles and random media. Berlin: Springer (1993; Zbl 0973.60003)] on quenched large deviations of the Brownian motion interacting with a Poisson-like potential.
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viscous Hamilton-Jacobi equations, Bellman equations, Poisson potential
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effective Hamiltonian
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