We study convergence rates when periodic homogenization and vanishing viscosity occur at the same scale in Hamilton--Jacobi equations whose momentum Hessians are positive definite at every point. For bounded Lipschitz initial data and a class of smooth Hamiltonians, we establish an optimal rate $O(\varepsilon|\log\varepsilon|)$ on fixed time intervals. The second-order term plays a key role: the elliptic cell problem provides higher derivative bounds for the effective Hamiltonian $\bar{H}$ and its Legendre dual $\bar{L}$. The proof is purely PDE, based on corrector expansions and viscosity comparison, while its guiding idea comes from the control interpretation of the Hopf--Lax formula. For a fixed target $(x,t)$, a minimizing origin selects a characteristic velocity and its dual momentum, these guide the construction of smooth comparison profiles, whose gradients supply the momentum argument of the first-order corrector. Thus we never need to differentiate the effective solution, even at points where it is nonsmooth.
This work studies the asymptotic behavior of a class of viscous Hamilton--Jacobi equations with oscillatory periodic potentials, already studied by other authors in the PDE framework, and described in terms of an effective Hamiltonian. A novel variational approach is introduced, based on the classical stochastic contro...
Andrea Braides, G. Dal Maso, C. Le Bris· 0 citations
We investigate the regularity of viscosity solutions to a class of nonlocal Hamilton-Jacobi equations driven by x-dependent integro-differential operators and coercive superlinear Hamiltonians. We first establish H{\"o}lder regularity for bounded viscosity solutions under general structural and continuity assumptions o...
A. Ciomaga, T. M. Lê, Olivier Ley et al.· 0 citations
We study stochastic Hamilton--Jacobi--Bellman equations arising from stochastic optimal control problems with random coefficients and possible degenerateness. The viscosity solution is reformulated by using adapted smooth random test fields that touch on stopped space--time neighborhoods almost surely. The state coeffi...
This work is devoted to the infinite-dimensional second-order Hamilton-Jacobi-Bellman equation associated, via the dynamic programming approach, with an optimal control problem for the two- and three-dimensional stochastic convective Brinkman-Forchheimer equations on the torus, driven by an additive Hilbert space value...
Sagar Gautam, Manil T. Mohan· Communications in Contempora...· 0 citations
We study the vanishing discount selection problem for critical Hamil\-ton--Jacobi equations posed on ${\mathbb R}^d$ with Hamiltonian $G=H-V$, where $H$ is continuous, periodic in space, convex and superlinear in the momentum, and $V$ is a compactly supported potential of constant sign. For $V\leqslant0$, we prove loca...
We prove quantitative homogenization estimates for linear elliptic equations in nondivergence form with stationary, symmetric coefficients, finite range of dependence, and a deterministic upper ellipticity bound. No deterministic positive lower bound is imposed. We assume that the reciprocal of the infimum of the small...
Ji-Zu Huang, Yong Ma· 0 citations
We use cookies to run the site and, with your consent, for analytics and to show ads.
See our Cookie Policy.