Periodic homogenization for weakly elliptic Hamilton-Jacobi-Bellman equations with critical fractional diffusion
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Publication:5037288
DOI10.1080/03605302.2021.1941108zbMATH Open1484.35030arXiv2002.09252OpenAlexW3182946526MaRDI QIDQ5037288FDOQ5037288
Authors: Adina Ciomaga, Daria Ghilli, E. Topp 
Publication date: 28 February 2022
Published in: Communications in Partial Differential Equations (Search for Journal in Brave)
Abstract: In this paper we establish periodic homogenization for Hamilton-Jacobi-Bellman (HJB) equations, associated to nonlocal operators of integro-differential type. We consider the case when the fractional diffusion has the same order as the drift term, and is weakly elliptic. The outcome of the paper is twofold. One one hand, we provide Lipschitz regularity results for weakly elliptic non-local HJB, extending the results previously obtained in [8]. On the other hand, we establish a convergence result, based on half relaxed limits and a comparison principle for the effective problem. The latter strongly relies on the regularity and the ellipticity properties of the effective Hamiltonian, for which a fine Lipschitz estimate of the corrector plays a crucial role.
Full work available at URL: https://arxiv.org/abs/2002.09252
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Nonlinear elliptic equations (35J60) Homogenization in context of PDEs; PDEs in media with periodic structure (35B27) Viscosity solutions to PDEs (35D40) Hamilton-Jacobi equations (35F21) Integro-partial differential equations (35R09) Initial value problems for nonlinear first-order PDEs (35F25)
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Cited In (4)
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- Nonlocal ergodic control problem in \(\mathbb{R}^d\)
- On the rate of convergence in homogenization of time-fractional Hamilton-Jacobi equations
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