Ergodic problems and periodic homogenization for fully nonlinear equations in half-space type domains with Neumann boundary conditions

DOI10.1512/IUMJ.2008.57.3363zbMATH Open1173.35013arXiv0910.4720OpenAlexW2953273555MaRDI QIDQ3596789FDOQ3596789

Authors: Guy Barles, Francesca Da Lio, P.-L. Lions, Panagiotis E. Souganidis 

Publication date: 9 February 2009

Published in: Indiana University Mathematics Journal (Search for Journal in Brave)

Abstract: We study periodic homogenization problems for second-order pde in half-space type domains with Neumann boundary conditions. In particular, we are interested in "singular problems" for which it is necessary to determine both the homogenized equation and boundary conditions. We provide new results for fully nonlinear equations and boundary conditions. Our results extend previous work of Tanaka in the linear, periodic setting in half-spaces parallel to the axes of the periodicity, and of Arisawa in a rather restrictive nonlinear periodic framework. The key step in our analysis is the study of associated ergodic problems in domains with similar structure.

Full work available at URL: https://arxiv.org/abs/0910.4720

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zbMATH Keywords

Hamilton-Jacobi-Bellman equationsviscosity solutioncell problemergodic boundary value problemviscosity sub-solutionviscosity super-solution

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Nonlinear elliptic equations (35J60) Homogenization in context of PDEs; PDEs in media with periodic structure (35B27) Nonlinear parabolic equations (35K55) Control/observation systems governed by partial differential equations (93C20)

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