An approximation scheme for the effective Hamiltonian and applications (Q2497783)

This very important paper deals with the numerical solution of the so-called cell for a periodic Hamilton-Jacobi (H-J) equation: \(H(x,Du+P)=c\) in \(T^n\), where \(T^n\) is the \(n\)th-dimensional torus, \(P \in \mathbb R^n\) and \(c \in \mathbb R\), \(Du\) denotes the spatial gradient of the unknown real function \(u\) on \(T^n\). For any fixed \(P\), the numerical approximation of the critical value \(\bar H (P)\) (the unique value \(c\) such that the corresponding H-J equation has a periodic viscosity solution \(u\)), in general not unique, is studied. Main result: A semi-Lagrangian scheme for time-dependent H-J equations in dimension \(n\) is proposed. This scheme converges to the viscosity solution of the H-J equation as far as this solution is unique. The introduced method allows to construct an approximation of the Aubry set \(A \subseteq T^n\), which is a uniqueness set for \(H(x,Du+P)= \bar H (P)\) in the sense that any solution of this equation is completely characterized by its trace on \(A\). This set plays an important role in homogenization and in the study of the long time behaviour of the time dependent version of H-J equations. Since \(A\) is invariant for the Hamiltonian flow, the Aubry set is relevant in the study of Hamiltonian systems. Finally, tests in 1D and 2D are presented and the sensitivity of the scheme with respect to the discretization parameters and its accuracy are discussed.