Homogenization of a stochastically forced Hamilton-Jacobi equation

DOI10.1016/J.ANIHPC.2020.11.001zbMATH Open1465.60062arXiv1911.08377OpenAlexW3104420722MaRDI QIDQ2028630FDOQ2028630

Authors: Benjamin Seeger 

Publication date: 1 June 2021

Published in: Annales de l'Institut Henri Poincaré. Analyse Non Linéaire (Search for Journal in Brave)

Abstract: We study the homogenization of a Hamilton-Jacobi equation forced by rapidly oscillating noise that is colored in space and white in time. It is shown that the homogenized equation is deterministic, and, in general, the noise has an enhancement effect, for which we provide a quantitative estimate. As an application, we perform a noise sensitivity analysis for Hamilton-Jacobi equations forced by a noise term with small amplitude, and identify the scaling at which the macroscopic enhancement effect is felt. The results depend on new, probabilistic estimates for the large scale H"older regularity of the solutions, which are of independent interest.

Full work available at URL: https://arxiv.org/abs/1911.08377

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zbMATH Keywords

stochastic homogenizationeikonal equationstochastic Hamilton-Jacobi equationstochastic enhancement

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Homogenization in context of PDEs; PDEs in media with periodic structure (35B27) Hamilton-Jacobi equations (35F21)

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Cited In (15)

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• Quantitative Stochastic Homogenization of Viscous Hamilton-Jacobi Equations
• Stochastic Homogenization of Level-Set Convex Hamilton–Jacobi Equations
• Stochastic Homogenization for Functionals with Anisotropic Rescaling and Noncoercive Hamilton--Jacobi Equations
• Stochastic homogenization of certain nonconvex Hamilton-Jacobi equations
• Breakdown of homogenization for the random Hamilton-Jacobi equations
• Homogenization for stochastic Hamilton-Jacobi equations
• Title not available (Why is that?)
• Scaling limits and homogenization of mixing Hamilton-Jacobi equations
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• Stochastic homogenization of Hamilton-Jacobi equations in stationary ergodic spatio-temporal media
• Stochastic homogenization of viscous superquadratic Hamilton-Jacobi equations in dynamic random environment
• Regularization by noise for stochastic Hamilton-Jacobi equations
• Long-time behavior of stochastic Hamilton-Jacobi equations

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