We prove homogenization for a class of nonconvex (possibly degenerate) viscous Hamilton-Jacobi equations in stationary ergodic random environments in one space dimension. The results concern Hamiltonians of the form $G(p)+V(x,ω)$, where the nonlinearity $G$ is a minimum of two or more convex functions with the same absolute minimum, and the potential $V$ is a bounded stationary process satisfying an additional scaled hill and valley condition. This condition is trivially satisfied in the inviscid case, while it is equivalent to the original hill and valley condition of A. Yilmaz and O. Zeitouni [31] in the uniformly elliptic case. Our approach is based on PDE methods and does not rely on representation formulas for solutions. Using only comparison with suitably constructed super- and sub- solutions, we obtain tight upper and lower bounds for solutions with linear initial data $x\mapsto θx$. Another important ingredient is a general result of P. Cardaliaguet and P.E. Souganidis [13] which guarantees the existence of sublinear correctors for all $θ$ outside "flat parts" of effective Hamiltonians associated with the convex functions from which $G$ is built. We derive crucial derivative estimates for these correctors which allow us to use them as correctors for $G$.
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.
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 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…
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.
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…
We prove stochastic homogenization for a general class of coercive, nonconvex Hamilton-Jacobi equations in one space dimension. Some properties of the effective Hamiltonian arising in the nonconvex case are also discussed.
We study homogenization by Gamma-convergence of periodic multiple integrals of the calculus of variations when the integrand can take infinite values outside of a convex set of matrices.
Optimal convergence rates in periodic homogenization of nonconvex Hamilton--Jacobi equations
University of Maryland-College Park（马里兰大学帕克分校）；Rutgers University（罗格斯大学）；University of Wisconsin-Madison（威斯康星大学麦迪逊分校）；University of California at Irvine（加州大学尔湾分校）
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.
The paper deals with the existence and almost periodic homogenization of some model of generalized Navier-Stokes equations. We first establish an existence result for non-stationary Ladyzhenskaya equations with a given non constant density. The external force depends nonlinearly on the velocity. Next, to proceed with homogenization, as the density of the fluid is non constant, we combine the sigma-convergence method with some compactness arguments.
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…
In this paper, we establish the higher order convergence rates in periodic homogenization of viscous Hamilton-Jacobi equations, which is convex and grows quadratically in the gradient variable. We observe that although the nonlinear structure governs the first order approximation, the nonlinear effect is absorbed as an external source term of a linear equation in the second and higher order approximation. Moreover, we find that the geometric shape of the initial data has to be chosen carefully according to the effective Hamiltonian, in order to achieve the higher order convergence rates.
We consider the well-travelled problem of homogenization of random integral functionals. When the integrand has standard growth conditions, the qualitative theory is well-understood. When it comes to unbounded functionals, that is, when the domain of the integrand is not the whole space and may depend on the space-variable, there is no satisfactory theory. In this contribution we develop a complete qualitative stochastic homogenization theory for nonconvex unbounded functionals with convex growth. We first prove that if the integrand is convex and has $p$-growth from below (with $p>d$, the dim…
We prove homogenization for viscous Hamilton-Jacobi equations with a Hamiltonian of the form $G(p)+V(x,ω)$ for a wide class of stationary ergodic random media in one space dimension. The momentum part $G(p)$ of the Hamiltonian is a general (nonconvex) continuous function with superlinear growth at infinity, and the potential $V(x,ω)$ is bounded and Lipschitz continuous. The class of random media we consider is defined by an explicit hill and valley condition on the diffusivity-potential pair which is fulfilled as long as the environment is not ``rigid''.
Homogenization of a relaxed compressible viscous two-phase fluid model in a domain with very tiny holes
Faculty of Mathematics and Physics of the Charles University（查理大学数学物理学院）；Institute of Applied Analysis and Numerical Simulation, University of Stuttgart（斯图加特大学应用分析与数值模拟研究所）
This paper seeks to carry out the rigorous homogenization of a particulate flow consisting of a non-dilute suspension of a viscous Newtonian fluid with magnetizable particles. The fluid is assumed to be described by the Stokes flow, while the particles are either paramagnetic or diamagnetic, for which the magnetization field is a linear function of the magnetic field. The coefficients of the corresponding partial differential equations are locally periodic. A one-way coupling between the fluid domain and the particles is also assumed. The homogenized or effective response of such a suspension …
We prove the homogenization of a class of one-dimensional viscous Hamilton-Jacobi equations with random Hamiltonians that are nonconvex in the gradient variable. Due to the special form of the Hamiltonians, the solutions of these PDEs with linear initial conditions have representations involving exponential expectations of controlled Brownian motion in a random potential. The effective Hamiltonian is the asymptotic rate of growth of these exponential expectations as time goes to infinity and is explicit in terms of the tilted free energy of (uncontrolled) Brownian motion in a random potential.…
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.
A periodic homogenization result of nonconvex integral functionals in the vectorial case with convex bounded constraints on gradients is proved. The class of integrands considered have singular behavior near the boundary of the convex set of the constraints. We apply the result to the case of periodic homogenization in hyperelasticity for bounded gradients of deformations.
We present stochastic homogenization results for viscous Hamilton-Jacobi equations using a new argument which is based only on the subadditive structure of maximal subsolutions (solutions of the "metric problem"). This permits us to give qualitative homogenization results under very general hypotheses: in particular, we treat non-uniformly coercive Hamiltonians which satisfy instead a weaker averaging condition. As an application, we derive a general quenched large deviations principle for diffusions in random environments and with absorbing random potentials.
We study the qualitative homogenization of second order viscous Hamilton-Jacobi equations in space-time stationary ergodic random environments. Assuming that the Hamiltonian is convex and superquadratic in the momentum variable (gradient) we establish a homogenization result and characterize the effective Hamiltonian for arbitrary (possibly degenerate) elliptic diffusion matrices. The result extends previous work that required uniform ellipticity and space-time homogeneity for the diffusion.
We look at the effective Hamiltonian $\bar H$ associated with the Hamiltonian $H(p,x)=H(p)+V(x)$ in the periodic homogenization theory. Our central goal is to understand the relation between $V$ and $\bar H$. We formulate some inverse problems concerning this relation. Such type of inverse problems are in general very challenging. In the paper, we discuss several special cases in both convex and nonconvex settings.
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.
Capuzzo-Dolcetta and Ishii proved that the rate of periodic homogenization for coercive Hamilton-Jacobi equations is $O(\varepsilon^{1/3})$. We complement this result by constructing examples of coercive nonconvex Hamiltonians whose rate of periodic homogenization is $Ω(\varepsilon^{1/2})$.
In this paper, we show that the rate of convergence in periodic homogenization of convex Hamilton-Jacobi equations is always $O(\varepsilon)$, which is optimal. This is a natural extension of a result concerning stable norms in metric geometry [4] that is essentially equivalent to the homogenization of convex static Hamilton-Jacobi equations. Another extremely interesting question in this direction is whether the $O(\varepsilon)$ rate holds in the nonconvex setting. We present a special nonconvex example with $O(\varepsilon)$ convergence rate, which relies on identifying the shape of the effec…
We study the continuum limit of discrete, nonconvex energy functionals defined on crystal lattices in dimensions $d\geq 2$. Since we are interested in energy functionals with random (stationary and ergodic) pair interactions, our problem corresponds to a stochastic homogenization problem. In the non-degenerate case, when the interactions satisfy a uniform $p$-growth condition, the homogenization problem is well-understood. In this paper, we are interested in a degenerate situation, when the interactions neither satisfy a uniform growth condition from above nor from below. We consider interacti…
We prove homogenization for a class of viscous Hamilton-Jacobi equations in the stationary and ergodic setting in one space dimension. Our assumptions include most notably the following: the Hamiltonian is of the form $G(p) + βV(x,ω)$, the function $G$ is coercive and strictly quasiconvex, $\min G = 0$, $β>0$, the random potential $V$ takes values in $[0,1]$ with full support and it satisfies a hill condition that involves the diffusion coefficient. Our approach is based on showing that, for every direction outside of a bounded interval $(θ_1(β),θ_2(β))$, there is a unique sublinear corrector …
We consider a finite horizon stochastic optimal control problem for nearest-neighbor random walk $\{X_i\}$ on the set of integers. The cost function is the expectation of exponential of the path sum of a random stationary and ergodic bounded potential plus $θX_n$. The random walk policies are measurable with respect to the random potential, and are adapted, with their drifts uniformly bounded in magnitude by a parameter $δ\in[0,1]$. Under natural conditions on the potential, we prove that the normalized logarithm of the optimal cost function converges. The proof is constructive in the sense th…
Homogenization of some viscous Hamilton--Jacobi equations using variational arguments on probability spaces
University of Rome Tor Vergata（罗马托尔维加塔大学）；SISSA（的里雅斯特国际高等研究学校）；École Nationale des Ponts et Chaussées, Institut Polytechnique de Paris, CNRS and INRIA MATHERIALS project-team（国立路桥学院，巴黎理工学院，法国国家科学研究中心和INRIA MATHERIALS项目组）
We study random homogenization of second-order, degenerate and quasilinear Hamilton-Jacobi equations which are positively homogeneous in the gradient. Included are the equations of forced mean curvature motion and others describing geometric motions of level sets as well as a large class of viscous, non-convex Hamilton-Jacobi equations. The main results include the first proof of qualitative stochastic homogenization for such equations. We also present quantitative error estimates which give an algebraic rate of homogenization.
Sharp global and almost everywhere convergence rates for periodic homogenization of viscous quadratic Hamilton-Jacobi equations
Shanghai Institute for Mathematics and Interdisciplinary Sciences (SIMIS)（上海数学与交叉学科研究院）；Research Institute of Intelligent Complex Systems, Fudan University（复旦大学智能复杂系统研究院）；Department of Mathematics, University of Wisconsin-Madison（威斯康星大学麦迪逊分校数学系）；Department of Mathematics, University of California at Irvine（加州大学尔湾分校数学系）
We consider a nonlocal version of the quasi-static Navier-Stokes-Korteweg equations with a non-monotone pressure law. This system governs the low-Reynolds number dynamics of a compressible viscous fluid that may take either a liquid or a vapour state. For a porous domain that is perforated by cavities with diameter proportional to their mutual distance the homogenization limit is analyzed. We extend the results for compressible one-phase flow with polytropic pressure laws and prove that the effective motion is governed by a nonlocal version of the Cahn-Hilliard equation. Crucial for the analys…
This paper generalizes the results obtained by the authors in \cite{dangHomogenizationNondiluteSuspension2021} concerning the homogenization of a non-dilute suspension of magnetic particles in a viscous flow. More specifically, in this paper, a restrictive assumption on the coefficients of the coupled equation, made in \cite{dangHomogenizationNondiluteSuspension2021}, that significantly narrowed the applicability of the homogenization results obtained, is relaxed and a new regularity of the solution of the fine-scale problem is proven. In particular, we obtain a global $L^{\infty}$-bound for t…
This paper concerns the rigorous periodic homogenization for a non-linear strongly coupled system, which models a suspension of magnetizable rigid particles in a non-conducting carrier viscous Newtonian fluid. The fluid drags the particles, thus alters the magnetic field. Vice versa, the magnetic field acts on the particles, which in turn affect the fluid via the no-slip boundary condition. As the size of the particles approaches zero, it is shown that the suspension's behavior is governed by a generalized magnetohydrodynamic system, where the fluid is modeled by a stationary Navier-Stokes sys…
In several works, the theory of strongly continuous groups is used to build a framework for solving stochastic homogenization problems. Following this idea, we construct a detailed and comprehensive theory of homogenization. This enables to solve homogenization problems in algebras with mean value, regardless of whether they are ergodic or not, thereby responding affirmatively to the question raised by Zhikov and Krivenko [V.V. Zhikov, E.V. Krivenko, Homogenization of singularly perturbed elliptic operators. Matem. Zametki, 33 (1983) 571-582 (english transl.: Math. Notes, 33 (1983) 294-300)] t…
We present modeling of the incompressible viscous flows in the domain containing an unconfined fluid and a porous medium. For such setting a rigorous derivation of the Beavers-Joseph-Saffman interface condition was undertaken by Jäger and Mikelić [SIAM J. Appl. Math. \rm 60 (2000), p. 1111-1127] using the homogenization method. So far the interface law for the pressure was conceived and confirmed only numerically. In this article we justify rigorously the pressure jump condition using the corresponding boundary layer.
The paper is devoted to homogenization of two-phase incompressible viscoelastic flows with disordered microstructure. We study two cases. In the first case, both phases are modeled as Kelvin-Voight viscoelastic materials. In the second case, one phase is a Kelvin-Voight material, and the other is a viscous Newtonian fluid. The microscale system contains the conservation of mass and balance of momentum equations. The inertial terms in the momentum equation incorporate the actual interface advected by the flow. In the constitutive equations, a frozen interface is employed. The interface geometry…
Inspired by applications, we study the effect of interface slip on the effective wave propagation in poroelastic composites. The current literature on the homogenization for the poroelastic wave equations are all based on the no-slip interface condition posed on the micro-scale. However, for certain pore fluids, the no-slip conditions are known to be physically invalid. Even though there are results in a few papers regarding porous media with slip condition on the interface, they are for porous media with rigid solid matrix rather than an elastic one. For the former case, the equations for the…
We derive the weak limit of a linear viscoacoustic model in an acoustic liner that is a chamber connected to a periodic repetition of elongated chambers -- the Helmholtz resonators. As model we consider the time-harmonic and linearized compressible Navier-Stokes equations for the acoustic velocity and pressure. Following the approach in Schmidt et al., J. Math. Ind 8:15, 2018 for the viscoacoustic transmission problem of multiperforated plates the viscosity is scaled as $δ^{4}$ with the period $δ$ of the array of chambers and the size of the necks as well as the wall thickness like $δ^2$ such …
We study continuous dependence estimates for viscous Hamilton- Jacobi equations defined on a network Gamma. Given two Hamilton-Jacobi equations, we prove an estimate of the C2-norm of the difference between the corresponding solutions in terms of the distance among the coefficients. We also provide two applications of the previous estimate: the first one is an existence and uniqueness result for a quasi-stationary Mean Field Games defined on the network Gamma; the second one is an estimate of the rate of convergence for homogenization of Hamilton-Jacobi equations defined on a periodic network,…
In this paper we study the vanishing inertia and viscosity limit of a second order system set in an Euclidean space, driven by a possibly nonconvex time-dependent potential satisfying very general assumptions. By means of a variational approach, we show that the solutions of the singularly perturbed problem converge to a curve of stationary points of the energy and characterize the behavior of the limit evolution at jump times. At those times, the left and right limits of the evolution are connected by a finite number of heteroclinic solutions to the unscaled equation.
We give a proof of existence and uniqueness of viscosity solutions to parabolic quasilinear equations for a fairly general class of nonconvex Hamiltonians with superlinear growth in the gradient variable. The approach is mainly based on classical techniques for uniformly parabolic quasilinear equations and on the Lipschitz estimates proved in [S.N. Armstrong and H.V. Tran, Viscosity solutions of general viscous Hamilton-Jacobi equations, Math. Ann., 361 (2015)], as well as on viscosity solution arguments.
