Stochastic homogenization of a front propagation problem with unbounded velocity
Homogenization in context of PDEs; PDEs in media with periodic structure (35B27) Viscosity solutions to PDEs (35D40) Hamilton-Jacobi equations (35F21) Viscosity solutions to Hamilton-Jacobi equations in optimal control and differential games (49L25) Interacting random processes; statistical mechanics type models; percolation theory (60K35) Composite media; random media in optics and electromagnetic theory (78A48) Optimal stochastic control (93E20)
This paper deals with the problem of the homogenization, as \(\varepsilon\to0\), of the Hamilton-Jacobi equation \( u_{t}^{\varepsilon}=a(x/\varepsilon,\omega)| D u^{\varepsilon}|\) in \(\mathbb R^{d}\times(0,T)\), \(u^{\varepsilon}(x,0,\omega)=u_0(x)\) in \(\mathbb R^{d}\), where \(a(y,\omega):\;\mathbb R^{d}\times \Omega\to \mathbb R\) is stationary ergodic process and \((\Omega,{\mathcal F},P)\) is a probability space. One of the main results of this paper is following. Let \(a(y,\omega)\) be measurable with respect to \({\mathcal B}(\mathbb R^{d})\times {\mathcal F}\), stationary ergodic, locally Lipschitz continuous in \(y\), \(0<a(y,\omega)<\infty\), and such that \(1/a(0,\omega)\) is \(\alpha\)-integrable in \(\omega\). Also let us assume that the initial datum \(u_0\) is bounded, uniformly continuous and coercive. Then \(P\left(\forall R>0,\forall s>0,\lim\sup\limits_{\varepsilon\to0}\sup\limits_{(x,t)\in B_{R}\times[s,T]}| u^{\varepsilon}(x,t,\cdot)-\bar u(x,t)|=0\right)=1\), where \(u^{\varepsilon}(x,t,\omega)\) is the unique viscosity solution to considered Hamilton-Jacobi equation and \(\bar u(x,t)\) is given by \(\bar u(x,t)=\sup_{y\in \{x+W_{t}\}}u_0(y)\), where \(W_{t}=\{y\in R^{d}:\;\bar m(y)\leq t\}\), \(\bar m(y)=\lim\sup\limits_{t\to\infty}m(ty,0,\omega)\), \(m(y,x,\omega)=\inf\{t\geq0:\;\exists \gamma\in W^{1,\infty}([0,t];R^{d}), |\dot \gamma(s)|\leq a(\gamma(s),\omega)\) for \(s\in (0,t), \gamma(0)=x\) and \(\gamma(t)=y\}\). Also the result on the homogenization under finite range of dependence condition is obtained.
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