A sublinear variance bound for solutions of a random Hamilton-Jacobi equation (Q691016): Difference between revisions

This article is devoted to the study of the initial value problem for random Hamilton-Jacobi equations associated to random optimal control problems. The corresponding Hamiltonian is the sum of a kinetic term, depending only on the momentum, and a potential, depending only on the position. The randomness enters into this model through the potential, which is a dichotomous disorder. It takes two possible values with in general different probabilities on any unit cube, with its vertices lying on points of integer coordinates, of the \(d\)-dimensional real space. Values on different cubes are independent. The authors prove that the variance of viscosity solutions to this type of equations grows sublinearly in time for long times provided the spatial dimension is at least two.