Quantitative Stochastic Homogenization of Viscous Hamilton-Jacobi Equations

DOI10.1080/03605302.2014.971372MaRDI QIDQ5246654zbMATH OpenOpenAlexFDO

Authors Scott N. Armstrong, Pierre Cardaliaguet

Publication date 21 April 2015

Published in Communications in Partial Differential Equations (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1312.7593

zbMATH Keywords

convergence rateerror estimatefinite range dependenceviscous Hamilton-Jacobi equations

Mathematics Subject Classification ID

Homogenization in context of PDEs; PDEs in media with periodic structure (35B27) Hamilton-Jacobi equations (35F21) PDEs with randomness, stochastic partial differential equations (35R60) Interacting random processes; statistical mechanics type models; percolation theory (60K35)

Abstract: We prove explicit estimates for the error in random homogenization of degenerate, second-order Hamilton-Jacobi equations, assuming the coefficients satisfy a finite range of dependence. In particular, we obtain an algebraic rate of convergence with overwhelming probability under certain structural conditions on the Hamiltonian.

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Cites work

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Cited in

(23)

• Perturbation problems in homogenization of Hamilton-Jacobi equations
• Stochastic homogenization of quasilinear Hamilton-Jacobi equations and geometric motions
• Homogenization of a stochastically forced Hamilton-Jacobi equation
• Stochastic homogenization of Hamilton-Jacobi equations on a junction
• Stochastic homogenization of a class of nonconvex viscous HJ equations in one space dimension
• Exponential convergence of solutions for random Hamilton-Jacobi equations
• Viscosity solutions of general viscous Hamilton-Jacobi equations
• Stochastic homogenization of viscous Hamilton-Jacobi equations and applications
• Periodic approximations of the ergodic constants in the stochastic homogenization of nonlinear second-order (degenerate) equations
• Random homogenization of coercive Hamilton-Jacobi equations in 1d
• Stochastic homogenization of nonconvex Hamilton-Jacobi equations in one space dimension
• Stochastic Homogenization for Functionals with Anisotropic Rescaling and Noncoercive Hamilton--Jacobi Equations
• Algebraic error estimates for the stochastic homogenization of uniformly parabolic equations
• Quantitative stochastic homogenization of an unbounded front propagation problem
• scientific article; zbMATH DE number 7618172 (Why is no real title available?)
• Stochastic homogenization of a front propagation problem with unbounded velocity
• Stochastic homogenization of viscous superquadratic Hamilton-Jacobi equations in dynamic random environment
• Homogenization of a class of one-dimensional nonconvex viscous Hamilton-Jacobi equations with random potential
• Stochastic Homogenization of Nonconvex Hamilton‐Jacobi Equations: A Counterexample
• Error estimates and convergence rates for the stochastic homogenization of Hamilton-Jacobi equations
• Quantitative stochastic homogenization of the G equation
• Stochastic homogenization of nonconvex viscous Hamilton-Jacobi equations in one space dimension
• A sublinear variance bound for solutions of a random Hamilton-Jacobi equation

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