Stochastic homogenization for variational solutions of Hamilton-Jacobi equations

arXiv2105.04445MaRDI QIDQ6367284FDOQ6367284

Authors: Claude Viterbo 

Publication date: 10 May 2021

Abstract: Let $(Omega,mu)$ be a probability space endowed with an ergodic action, $au$ of $({mathbbR}^n,+)$. Let $H(x,p;omega)=H_{o}mega(x,p)$ be a smooth Hamiltonian on $T^{\ast }{mathbbR}^n$ parametrized by $omegainOmega$ and such that $H(a+x,p;a{u}_{a}omega)=H(x,p;omega)$. We consider for an initial condition $fin{C}^0({mathbbR}^n)$, the family of variational solutions of the stochastic Hamilton-Jacobi equations ${\displaystyle }$left{ �egin{aligned} frac{partial u^{ varepsilon }}{partial t}(t,x;omega)+Hleft (frac{x}{ varepsilon } , frac{partial u^varepsilon }{partial x}(t,x;omega);omega ight )=0 &\ u^varepsilon (0,x;omega)=f(x)& end{aligned} ight .${\displaystyle }$ Under some coercivity assumptions on $p$ -- but without any convexity assumption -- we prove that for a.e. $omegainOmega$ we have $C^0-lim{u}^{varepsilon}(t,x;omega)=v(t,x)$ where $v$ is the variational solution of the homogenized equation ${\displaystyle }$left{ �egin{aligned} frac{partial v}{partial t}(x)+{overline H}left (frac{partial v }{partial x}(x) ight )=0 &\ v (0,x)=f(x)& end{aligned} ight.${\displaystyle }$

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