scholarly journals Rate of Convergence in Periodic Homogenization of Hamilton–Jacobi Equations: The Convex Setting

2019 ◽  
Vol 233 (2) ◽  
pp. 901-934 ◽  
Author(s):  
Hiroyoshi Mitake ◽  
Hung V. Tran ◽  
Yifeng Yu
2021 ◽  
Vol 121 (2) ◽  
pp. 171-194
Author(s):  
Son N.T. Tu

Let u ε and u be viscosity solutions of the oscillatory Hamilton–Jacobi equation and its corresponding effective equation. Given bounded, Lipschitz initial data, we present a simple proof to obtain the optimal rate of convergence O ( ε ) of u ε → u as ε → 0 + for a large class of convex Hamiltonians H ( x , y , p ) in one dimension. This class includes the Hamiltonians from classical mechanics with separable potential. The proof makes use of optimal control theory and a quantitative version of the ergodic theorem for periodic functions in dimension n = 1.


2011 ◽  
Vol 21 (06) ◽  
pp. 1317-1353 ◽  
Author(s):  
YVES ACHDOU ◽  
STEFANIA PATRIZI

We consider homogenization problems for first-order Hamilton–Jacobi equations with u∊/∊ periodic dependence, recently introduced by Imbert and Monneau, and also studied by Barles: this unusual dependence leads to nonstandard cell problems. We study the rate of convergence of the solution to the solution of the homogenized problem when the parameter ∊ tends to 0. We obtain the same rates as those obtained by Capuzzo Dolcetta and Ishii for the more usual homogenization problems without the dependence in u∊/∊. In the second part, we study Eulerian schemes for the approximation of the cell problems. We prove that when the grid steps tend to zero, the approximation of the effective Hamiltonian converges to the effective Hamiltonian.


Author(s):  
Claudio Marchi

This paper concerns the homogenization problem for fully nonlinear first-order equations of Hamilton—Jacobi type with a finite number of scales. Under some coercivity and periodicity assumptions we provide an estimate of the rate of convergence. Finally, some examples arising from optimal control and deterministic differential games are discussed.


2019 ◽  
Vol 150 (6) ◽  
pp. 3028-3059
Author(s):  
Martino Bardi ◽  
Annalisa Cesaroni ◽  
Erwin Topp

AbstractThis paper deals with the periodic homogenization of nonlocal parabolic Hamilton–Jacobi equations with superlinear growth in the gradient terms. We show that the problem presents different features depending on the order of the nonlocal operator, giving rise to three different cell problems and effective operators. To prove the locally uniform convergence to the unique solution of the Cauchy problem for the effective equation we need a new comparison principle among viscosity semi-solutions of integrodifferential equations that can be of independent interest.


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