Stochastic homogenization of viscous superquadratic Hamilton-Jacobi equations in dynamic random environment

DOI10.1186/S40687-016-0090-9MaRDI QIDQ516000zbMATH OpenOpenAlexWikidataFDO

Authors Wenjia Jing, Panagiotis E. Souganidis, H. V. Tran

Publication date 20 March 2017

Published in Research in the Mathematical Sciences (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://arxiv.org/abs/1606.06409

zbMATH Keywords

convex analysisdynamic random environmentHamilton-Jacobi equationsstochastic homogenizationtime-dependent Hamiltonianviscosity solutions

Mathematics Subject Classification ID

Homogenization in context of PDEs; PDEs in media with periodic structure (35B27) Viscosity solutions to Hamilton-Jacobi equations in optimal control and differential games (49L25) Hamilton-Jacobi equations in mechanics (70H20)

Abstract: We study the qualitative homogenization of second order viscous Hamilton-Jacobi equations in space-time stationary ergodic random environments. Assuming that the Hamiltonian is convex and superquadratic in the momentum variable (gradient) we establish a homogenization result and characterize the effective Hamiltonian for arbitrary (possibly degenerate) elliptic diffusion matrices. The result extends previous work that required uniform ellipticity and space-time homogeneity for the diffusion.

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Cited in

(13)

• Stochastic homogenization of quasilinear Hamilton-Jacobi equations and geometric motions
• Homogenization of a stochastically forced Hamilton-Jacobi equation
• Stochastic homogenization of a class of nonconvex viscous HJ equations in one space dimension
• Stochastic homogenization of viscous Hamilton-Jacobi equations and applications
• Hölder regularity of Hamilton-Jacobi equations with stochastic forcing
• Stochastic homogenization of Hamilton-Jacobi-Bellman equations
• Stochastic homogenization of Hamilton-Jacobi and degenerate Bellman equations in unbounded environments
• Homogenization of “Viscous” Hamilton–Jacobi Equations in Stationary Ergodic Media
• Stochastic homogenization of deterministic control problems
• Quantitative stochastic homogenization of an unbounded front propagation problem
• Quantitative Stochastic Homogenization of Viscous Hamilton-Jacobi Equations
• Homogenization for space-time-dependent KPP reaction-diffusion equations and G-equations
• Differentiability of the effective Lagrangian for Hamilton-Jacobi-Bellman equations in dynamic random environments

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