Scaling limits and homogenization of mixing Hamilton-Jacobi equations
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Publication:4965951
Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Homogenization in context of PDEs; PDEs in media with periodic structure (35B27) Viscosity solutions to PDEs (35D40) Hamilton-Jacobi equations (35F21) PDEs with randomness, stochastic partial differential equations (35R60)
Abstract: We study the homogenization of nonlinear, first-order equations with highly oscillatory mixing spatio-temporal dependence. It is shown in a variety of settings that the homogenized equations are stochastic Hamilton-Jacobi equations with deterministic, spatially homogenous Hamiltonians driven by white noise in time. The paper also contains proofs of some general regularity and path stability results for stochastic Hamilton-Jacobi equations, which are needed to prove some of the homogenization results and are of independent interest.
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Cited in
(4)- Pathwise solutions for fully nonlinear first- and second-order partial differential equations with multiplicative rough time dependence
- The Neumann problem for fully nonlinear SPDE
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- Homogenization of a stochastically forced Hamilton-Jacobi equation
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