We consider the so-called G-equation, a level set Hamilton-Jacobi equation, used as a sharp interface model for flame propagation, perturbed by an oscillatory advection in a spatio-temporal periodic environment. Assuming that the advection has suitably small spatial divergence, we prove that, as the size of the oscillations diminishes, the solutions homogenize (average out) and converge to the solution of an effective anisotropic first-order (spatio-temporal homogeneous) level set equation. Moreover we obtain a rate of convergence and show that, under certain conditions, the averaging enhances the velocity of the underlying front. We also prove that, at scale one, the level sets of the solutions of the oscillatory problem converge, at long times, to the Wulff shape associated with the effective Hamiltonian. Finally we also consider advection depending on position at the integral scale.
We investigate the PDE system resulting from even electromechanical coupling in elastomers. Assuming a periodic microstructure and a periodic distribution of micro-charges of a prescribed order, we derive the homogenized system. The results depend crucially on periodicity (or adequate randomness) and on the type of microstructure under consideration. We also show electric enhancement if the charges are carefully tailored to the homogenized electric field and explicit that enhancement, as well as the corresponding electrostrictive enhancement in a dilute regime.
This is the second part in a series of two papers that concern with the quantitative analysis of the electromagnetic field enhancement and anomalous diffraction by a periodic array of subwavelength slits. In this part, we explore the scattering problem in the homogenization regimes, where the size of the period is much smaller than the incident wavelength. In particular, two homogenization regimes are investigated, where the size of the pattered slits has the same order as the size of the period in the first configuration, and the size of the slit is much smaller than the size of the period in…
We study the homogenization of a $G$-equation which is advected by a divergence free stationary vector field in a general ergodic random environment. We prove that the averaged equation is an anisotropic deterministic G-equation and we give necessary and sufficient conditions in order to have enhancement. Since the problem is not assumed to be coercive it is not possible to have uniform bounds for the solutions. In addition, as we show, the associated minimal (first passage) time function does not satisfy, in general, the uniform integrability condition which is necessary to apply the sub-addi…
We continue the study of the homogenization of coercive non-convex Hamilton-Jacobi equations in random media identifying two general classes of Hamiltonians with very distinct behavior. For the first class there is no homogenization in a particular environment while for the second homogenization takes place in environments with finite range dependence. Motivated by the recent counter-example of Ziliotto, who constructed a coercive but non-convex Hamilton-Jacobi equation with stationary ergodic random potential field for which homogenization does not hold, we show that same happens for coercive…
We prove a quantitative rate of homogenization for the G equation in a random environment with finite range of dependence. Using ideas from percolation theory, the proof bootstraps a result of Cardaliaguet and Souganidis, who proved qualitative homogenization in a more general ergodic environment.
We provide an example of a Hamilton-Jacobi equation in which stochastic homogenization does not occur. The Hamiltonian involved in this example satisfies the standard assumptions of the literature, except that it is not convex.
We study a cell problem arising in homogenization for a Hamilton-Jacobi equation whose Hamiltonian is not coercive. We introduce a generalized notion of effective Hamiltonians by approximating the equation and characterize the solvability of the cell problem in terms of the generalized effective Hamiltonian. Under some sufficient conditions, the result is applied to the associated homogenization problem. We also show that homogenization for non-coercive equations fails in general.
In order to have a better description of homogenization for parabolic partial differential equations with periodic coefficients, we define the notion of parametric two-scale convergence. A compactness theorem is proved to justify this notion.
We provide a general result concerning the homogenization of nonconvex viscous Hamilton-Jacobi equations in the stationary, ergodic setting. In particular, we show that homogenization occurs for a non-empty set of points within every level set of the effective Hamiltonian, and for every point in the minimal level set of the effective Hamiltonian. In addition, these methods provide a new proof of homogenization, in full, for convex equations and, for a class of level-set convex equations. Finally, we prove that the question of homogenization for first order equations reduces to the case that th…
The quasi-periodic homogenization for some classes of first-order Hamilton-Jaconi-Bellman equation is studied in this paper. The cell problem of the quasi-periodic homogenization satisfies the non-resonance condition, under which the corresponding deterministic system is ergodic. The almost periodic homogenization for the same classes of equations is also solved, as a limit of a sequence of quasi-periodic homogenizations. Here, the almost periodicity is in the sense of H. Bohr. This result has been cited by some authors, for example: by H. Ishii, "Almost periodic homogenization of Hamilton-Jac…
This article establishes an algebraic error estimate for the stochastic homogenization of fully nonlinear uniformly parabolic equations in stationary ergodic spatio-temporal media. The approach is similar to that of Armstrong and Smart in the study of quantitative stochastic homogenization of uniformly elliptic equations.
We consider the homogenization of the Stokes equations in a domain perforated with a large number of small holes which are periodically distributed. In [1,2], Allaire gave a systematic study on this problem. In this paper, we introduce a unified proof for different sizes of holes for the homogenization of the Stokes equations by employing a generalized cell problem inspired by Tartar [17].
We prove that the effective nonlinearities (ergodic constants) obtained in the stochastic homogenization of Hamilton-Jacobi, "viscous" Hamilton-Jacobi and nonlinear uniformly elliptic pde are approximated by the analogous quantities of appropriate "periodizations" of the equations. We also obtain an error estimate, when there is a rate of convergence for the stochastic homogenization.
The paper deals with the homogenization of reaction-diffusion equations with large reaction terms in a multi-scale porous medium. We assume that the fractures and pores are equidistributed and that the coefficients of the equations are periodic. Using the multi-scale convergence method, we derive a homogenization result whose limit problem is defined on a fixed domain and is of convection-diffusion-reaction type.
We study the homogenization of elliptic systems of equations in divergence form where the coefficients are compositions of periodic functions with a random diffeomorphism with stationary gradient. This is done in the spirit of scalar stochastic homogenization by Blanc, Le Bris and P.-L. Lions. An application of the abstract result is given for Maxwell's equations in random dissipative bianisotropic media.
We present a proof of qualitative stochastic homogenization for a nonconvex Hamilton-Jacobi equation. The new idea is to introduce a family of "sub-equations" and to control solutions of the original equation by the maximal subsolutions of the latter, which have deterministic limits by the subadditive ergodic theorem and maximality.
We study homogenization for a class of stationnary Hamilton-Jacobi equations in which the Hamiltonian is obtained by perturbing near the origin an otherwise periodic Hamiltonian. We prove that the limiting problem consists of a Hamilton-Jacobi equation outside the origin, with the same effective Hamiltonian as in periodic homogenization, supplemented at the origin with an effective Dirichlet condition that keeps track of the perturbation. Various comments and extensions are discussed.
We consider the homogenization of the Poisson and the Stokes equations in the whole space perforated with periodically distributed small holes. The periodic homogenization in bounded domains is well understood, following the classical results in [24, 4, 1, 2]. In this paper, we show that these classical homogenization results in a bounded domain can be extended to the whole space ${\mathbb R}^d$. Our results cover all three cases corresponding to different sizes of holes and cover all $d\geq 2$.
We present a simple new proof for the stochastic homogenization of quasiconvex (level-set convex) Hamilton-Jacobi equations set in stationary ergodic environments. Our approach, which is new even in the convex case, yields more information about the qualitative behavior of the effective nonlinearity.
In this paper, we will prove the random homogenization of general coercive non-convex Hamilton-Jacobi equations in one dimensional case. This extends the result of Armstrong, Tran and Yu when the Hamiltonian has a separable form $H(p,x,ω)=H(p)+V(x,ω)$ for any coercive $H(p)$.
We study homogenization for fully nonlinear uniformly parabolic equations in stationary ergodic spatio-temporal media from the qualitative and quantitative perspective. We show that under suitable hypotheses, solutions to fully nonlinear uniformly parabolic equations in spatio-temporal media homogenize almost surely. In addition, we obtain a rate of convergence for this homogenization in measure, assuming that the environment is strongly mixing with a prescribed rate. A general methodology to study the stochastic homogenization of uniformly elliptic equations was introduced by Caffarelli, Soug…
This article studies the homogenization of hyperbolic-parabolic equations in porous media with tiny holes. We assume that the holes are periodically distributed and that the coefficients of the equations are periodic. Using the multi-scale convergence method, we derive a homogenization result whose limit problem is defined on a fixed domain and is of the same type as the problem with oscillating coefficients.
In this paper we study the deterministic homogenization problems for unsteady Navier-Stokes type equations, on one hand in an open set Ω of R^{N}, on the other hand in porous media Ω^{ε}. In the second case, the equations are classical unsteady Navier-Stokes one, and the porous media are periodic
We study the defocusing inhomogeneous mass-critical nonlinear Schrödinger equation on $\mathbb R^2$ $$i u_t +Δu=g(nx) |u|^2 u$$ for initial data in $L^2(\mathbb R^2)$. We obtain sufficient conditions on $g$ to ensure existence and uniqueness of global solutions for $n$ sufficiently large, as well as homogenization.
The asymptotic behavior of a one-dimensional spectral problem with periodic coefficient is addressed for high frequency modes by a method of Bloch wave homogenization. The analysis leads to a spectral problem including both microscopic and macroscopic eigenmodes. Numerical simulation results are provided to corroborate the theory.
In this paper we build models for short-term, mean-term and long-term dynamics of dune in desert. They are models that are degenerated parabolic equations which are, moreover, singularly perturbed. We, then give existence and uniqueness results for the models, followed by homogenization ones and a corrector result is given.
In this paper, we study the rate of convergence in periodic homogenization of scalar ordinary differential equations. We provide a quantitative error estimate between the solutions of a first-order ordinary differential equation with rapidly oscillating coefficients and the limiting homogenized solution. As an application of our result, we obtain an error estimate for the solution of some particular linear transport equations.
We present qualitative and quantitative homogenization results for pathwise Hamilton-Jacobi equations with "rough" multiplicative driving signals. When there is only one such signal and the Hamiltonian is convex, we show that the equation, as well as equations with smooth approximating paths, homogenize. In the multi-signal setting, we demonstrate that blow-up or homogenization may take place. The paper also includes a new well-posedness result, which gives explicit estimates for the continuity of the solution map and the equicontinuity of solutions in the spatial variable.
We study the homogenization of a Hamilton-Jacobi equation forced by rapidly oscillating noise that is colored in space and white in time. It is shown that the homogenized equation is deterministic, and, in general, the noise has an enhancement effect, for which we provide a quantitative estimate. As an application, we perform a noise sensitivity analysis for Hamilton-Jacobi equations forced by a noise term with small amplitude, and identify the scaling at which the macroscopic enhancement effect is felt. The results depend on new, probabilistic estimates for the large scale Hölder regularity o…
We prove, under some assumptions, the existence of correctors for the stochastic homoge-nization of of " viscous " possibly degenerate Hamilton-Jacobi equations in stationary ergodic media. The general claim is that, assuming knowledge of homogenization in probability, correctors exist for all extreme points of the convex hull of the sublevel sets of the effective Hamiltonian. Even when homogenization is not a priori known, the arguments imply existence of correctors and, hence, homogenization in some new settings. These include positively homogeneous Hamiltonians and, hence, geometric-type eq…
Starting from 3D elasticity equations we derive the model of the homogenized von Kármán plate by means of $Γ$-convergence. This generalizes the recent results, where the material oscillations were assumed to be periodic.
We present a method for two-scale model derivation of the periodic homogenization of the one-dimensional wave equation in a bounded domain. It allows for analyzing the oscillations occurring on both microscopic and macroscopic scales. The novelty reported here is on the asymptotic behavior of high frequency waves and especially on the boundary conditions of the homogenized equation. Numerical simulations are reported.
This paper is devoted to the homogenization of the heat conduction equation, with a homogeneous Dirichlet boundary condition, having a periodically oscillating thermal conductivity and a vanishing volumetric heat capacity. A homogenization result is established by using the evolution settings of multiscale and very weak multiscale convergence. In particular, we investigate how the relation between the volumetric heat capacity and the microscopic structure effects the homogenized problem and its associated local problem. It turns out that the properties of the microscopic geometry of the proble…
This paper is devoted to the homogenization of Shrödinger type equations with periodically oscillating coefficients of the diffusion term, and a rapidly oscillating periodic time-dependent potential. One convergence theorem is proved and we derive the macroscopic homogenized model. Our approach is the well known two-scale convergence method.
In this paper, we prove the stochastic homogenization of certain nonconvex Hamilton-Jacobi equations. The nonconvex Hamiltonians, which are generally uneven and inseparable, are generated by a sequence of quasiconvex Hamiltonians and a sequence of quasiconcave Hamiltonians through the min-max formula. We provide a monotonicity assumption on the contact values between those stably paired Hamiltonians so as to guarantee the stochastic homogenzation.
We consider periodic homogenization problems for the L{é}vy operators with asymmetric L{é}vy densities. The formal asymptotic expansion used for the $\a$-stable (symmetric) L{é}vy operators ($\a\in (0,2)$) is not applicable directly to such asymmetric cases. We rescale the asymmetric densities, extract the most singular part of the measures, which average out the microscopic dependences in the homogenization procedures. We give two conditions (A) and (B), which characterize such a class of asymmetric densities, that the above "rescaled" homogenization is available.
We consider an elliptic differential operator $A_\varepsilon = - \frac{d}{dx} g(x/\varepsilon) \frac{d}{dx} + \varepsilon^{-2} V(x/\varepsilon)$, $\varepsilon > 0$, with periodic coefficients acting in $L_2(\mathbb{R})$. For the nonstationary Schrödinger equation with the Hamiltonian $A_\varepsilon$ and for the hyperbolic equation with the operator $A_\varepsilon$, analogs of homogenization problems, related to the edges of the spectral bands of the operator $A_\varepsilon$, are studied (the so called high-frequency homogenization). For the solutions of the Cauchy problems for these equations …
In this paper, we consider the homogenization of the p--Laplace equation with a periodic coefficient that is perturbed by a local defect. This setting has been introduced in [6, 7] in the linear setting p = 2. We construct the correctors and we derive convergence results to the homogenized solution in the case p > 2 under the assumption that the periodic correctors are non degenerate.
In this paper we study homogenization for a class of monotone systems of first-order time-dependent periodic Hamilton-Jacobi equations. We characterize the Hamiltonians of the limit problem by appropriate cell problems. Hence we show the uniform convergence of the solution of the oscillating systems to the bounded uniformly continuous solution of the homogenized system.
In $L_2(\mathbb{R}^d)$, we consider an elliptic differential operator $\mathcal{A}_\varepsilon = - \operatorname{div} g(\mathbf{x}/\varepsilon) \nabla + \varepsilon^{-2} V(\mathbf{x}/\varepsilon)$, $ \varepsilon > 0$, with periodic coefficients. For the nonstationary Schrödinger equation with the Hamiltonian $\mathcal{A}_\varepsilon$, analogs of homogenization problems related to an arbitrary point of the dispersion relation of the operator $\mathcal{A}_1$ are studied (the so called high-energy homogenization). For the solutions of the Cauchy problems for these equations with special initial d…
We consider the homogenization of monotone systems of viscous Hamilton-Jacobi equations with convex nonlinearities set in the stationary, ergodic setting. The primary focus of this paper is on collapsing systems which, as the microscopic scale tends to zero, average to a deterministic scalar Hamilton-Jacobi equation. However, our methods also apply to systems which do not collapse and, as the microscopic scale tends to zero, average to a deterministic system of Hamilton-Jacobi equations.
We give a simplified presentation of the obstacle problem approach to stochastic homogenization for elliptic equations in nondivergence form. Our argument also applies to equations which depend on the gradient of the unknown function. In the latter case, we overcome difficulties caused by a lack of estimates for the first derivatives of approximate correctors by modifying the perturbed test function argument to take advantage of the spreading of the contact set.
In this paper we provide a rate of convergence for periodic homogenization of Hamilton-Jacobi-Bellman equations with nonlocal diffusion. The result is based on the regularity of the associated effective problem, where the convexity plays a crucial role. Such regularity estimates are possible from the available literature once we provide a representation formula for the effective Hamiltonian, a result that has an independent interest.
We study in this paper the periodic homogenization problem related to a strongly nonlinear reaction-diffusion equation. Owing to the large reaction term, the homogenized equation has a rather quite different form which puts together both the reaction and convection effects. We show in a special case that, the homogenized equation is exactly of a convection-diffusion type. The study relies on a suitable version of the well-known two-scale convergence method.
This paper is concerned with space-time homogenization problems for damped wave equations with spatially periodic oscillating elliptic coefficients and temporally (arithmetic) quasi-periodic oscillating viscosity coefficients. Main results consist of a homogenization theorem, qualitative properties of homogenized matrices which appear in homogenized equations and a corrector result for gradients of solutions. In particular, homogenized equations and cell problems will turn out to deeply depend on the quasi-periodicity as well as the log ratio of spatial and temporal periods of the coefficients…
It was pointed out in [P.L. Lions, G. Papanicolaou, S. Varadhan, Homogenization of Hamilton-Jacobi equation, unpublished preprint (1987)] that, for first order Hamilton-Jacobi (HJ) equations, homogenization starting with affine initial data implies homogenization for general uniformly continuous initial data. The argument makes use of some properties of the HJ semi-group, in particular, the finite speed of propagation. The last property is lost for viscous HJ equations. In this paper we prove the above mentioned implication in both viscous and non-viscous cases. Our proof relies on a variant o…
The aim of the paper is to recover some results of Cardaliaguet-Nolen-Souganidis in \cite{CNS} and Xin-Yu in \cite{XY} about the homogenization of the G--equation, using different and simpler techniques. The main mathematical issue is the lack of coercivity of the Hamiltonians. In our approach we consider a multivalued dynamics without periodic invariants sets, a family of intrinsic distances and perform an approximation by a sequence of coercive Hamiltonians.
In the context of infinitesimal strain plasticity with hardening, we derive a stochastic homogenization result. We assume that the coefficients of the equation are random functions: elasticity tensor, hardening parameter and flow-rule function are given through a dynamical system on a probability space. A parameter $\eps>0$ denotes the typical length scale of oscillations. We derive effective equations that describe the behavior of solutions in the limit $\eps\to 0$. The homogenization limit is based on the needle-problem approach: We verify that the stochastic coefficients "allow averaging": …
We consider the homogenization for time-fractional diffusion equations in a periodic structure and we derive the homogenized time-fractional diffusion equation. Then we discuss the determination of the constant diffusion coefficient by minimum data. Combining the results obtained above, we investigate the inverse problems of determining the diffusion coefficient for the homogenized equations from the data in the periodic structure and vice versa, that is, we investigate the inverse problem of determining the diffusion coefficient for the periodic equations from the data in the homogenized stru…
This paper is devoted to the study of uniform $W^{1,\frac{np}{n-p}}$- and $W^{2,p}$-estimates for viscosity solutions to fully nonlinear, uniformly elliptic, periodic homogenization problems, up to boundaries, subject to Dirichlet boundary conditions. We characterize the size of "effective" Hessian and gradient of viscosity solutions to homogenization problems, and prove its uniform integrability without any regularity assumption on the governing functionals. Our estimates are new even for the standard problems. Our analysis applies to a large class of non-convex functionals.
This paper is concerned with quantitative homogenization of second-order parabolic systems with periodic coefficients varying rapidly in space and time, in different scales. We obtain large-scale interior and boundary Lipschitz estimates as well as interior $C^{1, α}$ and $C^{2, α}$ estimates by utilizing higher-order correctors. We also investigate the problem of convergence rates for initial-boundary value problems.
