A sublinear variance bound for solutions of a random Hamilton-Jacobi equation

DOI10.1007/s10955-012-0590-yzbMath1273.82061arXiv1206.2937OpenAlexW2063434564MaRDI QIDQ691016

M. C. Fu

Publication date: 29 November 2012

Published in: Journal of Statistical Physics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1206.2937

zbMATH Keywords

Hamilton-Jacobi equationsrandom mediastochastic homogenization

Mathematics Subject Classification ID

Optimal stochastic control (93E20) Dynamics of disordered systems (random Ising systems, etc.) in time-dependent statistical mechanics (82C44) Hamilton-Jacobi equations (35F21)

Related Items

Stochastic homogenization of nonconvex Hamilton-Jacobi equations in one space dimension, Stochastic Homogenization of Nonconvex Hamilton‐Jacobi Equations: A Counterexample, Error estimates and convergence rates for the stochastic homogenization of Hamilton-Jacobi equations, Stochastic homogenization of a nonconvex Hamilton-Jacobi equation, Quantitative Stochastic Homogenization of Viscous Hamilton-Jacobi Equations, Positive Temperature Versions of Two Theorems on First-Passage Percolation, Periodic approximations of the ergodic constants in the stochastic homogenization of nonlinear second-order (degenerate) equations

Cites Work

• Unnamed Item
• Subgaussian concentration and rates of convergence in directed polymers
• Scaling for a one-dimensional directed polymer with boundary conditions
• Exponential concentration for first passage percolation through modified Poincaré inequalities
• Stochastic homogenization of Hamilon-Jacobi and ``viscous-Hamilton-Jacobi equations with convex nonlinearities -- revisited
• On Russo's approximate zero-one law
• First passage percolation has sublinear distance variance.
• Homogenization for stochastic Hamilton-Jacobi equations
• Central limit theorem for stochastic Hamilton-Jacobi equations
• Shape fluctuations and random matrices
• THE KARDAR–PARISI–ZHANG EQUATION AND UNIVERSALITY CLASS
• Fluctuation exponent of the KPZ/stochastic Burgers equation
• Stochastic homogenization of Hamilton-Jacobi-Bellman equations
• Stochastic homogenization of Hamilton-Jacobi equations in stationary ergodic spatio-temporal media
• Homogenization of “Viscous” Hamilton–Jacobi Equations in Stationary Ergodic Media
• Homogenization of Hamilton‐Jacobi‐Bellman equations with respect to time‐space shifts in a stationary ergodic medium
• Optimal control and viscosity solutions of Hamilton-Jacobi-Bellman equations