Recently, C. Imbert & R. Monneau study the homogenization of coercive Hamilton-Jacobi Equations with a $u/e$-dependence : this unusual dependence leads to a non-standard cell problem and, in order to solve it, they introduce new ideas to obtain the estimates on the oscillations of the solutions. In this article, we use their ideas to provide new homogenization results for ``standard'' Hamilton-Jacobi Equations (i.e. without a $u/e$-dependence) but in the case of {\it non-coercive Hamiltonians}. As a by-product, we obtain a simpler and more natural proof of the results of C. Imbert & R. Monneau, but under slightly more restrictive assumptions on the Hamiltonians.
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 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.
We study the stochastic homogenization for a Cauchy problem for a first-order Hamilton-Jacobi equation whose operator is not coercive w.r.t. the gradient variable. We look at Hamiltonians like $H(x,σ(x)p,ω)$ where $σ(x)$ is a matrix associated to a Carnot group. The rescaling considered is consistent with the underlying Carnot group structure, thus anisotropic. We will prove that under suitable assumptions for the Hamiltonian, the solutions of the $\varepsilon$-problem converge to a deterministic function which can be characterized as the unique (viscosity) solution of a suitable deterministic…
This 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 limit problems. 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 integro-differential equations that can be of independent interest.
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…
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 $Ω(\varepsilon^{1/2})$.
The present paper deals with the asymptotic behavior of equi-coercive sequences $\{\mathcal{F}_n\}$ of nonlinear functionals defined over vector-valued functions in $W_)^{1,p}(Ω)^M$ , where $p>1$, $M\ge1$, and $Ω$ is a bounded open set of $\mathbb{R}^N$, $N\ge2$. The strongly local energy density $F_n({\cdot}, Du)$ of the functional $\{\mathcal{F}_n\}$ satisfies a Lipschitz condition with respect to the second variable, which is controlled by a positive sequence $\{a_n\}$ which is only bounded in some suitable space $L^r(Ω)$. We prove that the sequence $\{\mathcal{F}_n\}$ $Γ$-converges for the…
This paper deals with the homogenization through $Γ$-convergence of weakly coercive integral energies with the oscillating density $\mathbb{L}(x/ε)\nabla v : \nabla v$ in three-dimensional elasticity. The energies are weakly coercive in the sense where the classical functional coercivity satisfied by the periodic tensor L (using smooth test functions v with compact support in $\mathbb{R}^3$) which reads as $Λ(\mathbb{L}) >0$, is replaced by the relaxed condition $Λ(\mathbb{L}) \ge 0$. Surprisingly, we prove that contrary to the two-dimensional case of [2] which seems a priori more constrained,…
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.
We consider a Hamilton-Jacobi equation where the Hamiltonian is periodic in space and coercive and convex in momentum. Combining the representation formula from optimal control theory and a theorem of Alexander, originally proved in the context of first-passage percolation, we find a rate of homogenization which is within a log-factor of optimal and holds in all dimensions.
Given a coercive Hamiltonian which is quasi-convex with respect to the gradient variable and periodic with respect to time and space at least "far away from the origin", we consider the solution of the Cauchy problem of the corresponding Hamilton-Jacobi equation posed on the real line. Compact perturbations of coercive periodic quasi-convex Hamiltonians enter into this framework for example. We prove that the rescaled solution converges towards the solution of the expected effective Hamilton-Jacobi equation, but whose "flux" at the origin is "limited" in a sense made precise by the authors in …
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 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 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 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.
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 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…
Multiscale Homogenizations for first-order Hamilton-Jacobi-Bellman Equations
研究了几类一阶Hamilton-Jaconi-Bellman方程的拟周期均匀化问题。拟周期均匀化的胞腔问题满足非共振条件，在此条件下相应的确定性系统是遍历的。同样的类方程的概周期均匀化也解决了，作为一个序列的准周期均匀化的限制。这里，概周期性是H的意义。波尔这一结果已被一些作者引用，例如：H. Ishii，“Hamilton-Jacobi方程的几乎周期均匀化”，在Int.方程，第1卷，柏林，1999年，《世界科学》，River Edge，NJ 2000年，600-605;和P. - L.狮子和体育Souganstan，“Corrector for the Homogenizations of Hamilton-Jacobi Equations in the stationary ergodic setting”，Comm. Pure Appl. Math. LVI，（2003），pp. 1501-1524.
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）
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 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 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 consider the specified stochastic homogenization of first order evolutive Hamilton-Jacobi equations on a very simple junction, i.e the real line with a junction at the origin. Far from the origin, we assume that the considered hamiltonian is closed to given stationary ergodic hamiltonians (which are different on the left and on the right). Near the origin, there is a perturbation zone which allows to pass from one hamiltonian to the other. The main result of this paper is a stochastic homogenization as the length of the transition zone goes to zero. More precisely, at the limit we get two d…
Homogenization of first order equations with $u/ε$-periodic Hamiltonian: Rate of convergence as $ε\to 0$ and numerical approximation of the effective Hamiltonian
We study the rate of convergence in periodic homogenization for convex Hamilton--Jacobi equations with multiscales, where the Hamiltonian $H=H(x, y, p): \mathbb{R}^n \times \mathbb{T}^n \times \mathbb{R}^n \to \mathbb{R }$ depends on both of the spatial variable and the oscillatory variable. In particular, we show that for the Cauchy problem, the rate of convergence is $O(\sqrtε)$ by optimal control formulas, scale separations and curve cutting techniques. We also show the rate $O(\sqrtε)$ of homogenization for the static problem based on the same idea. Additionally, we provide examples that i…
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.
Here, we consider periodic homogenization for time-fractional Hamilton--Jacobi equations. By using the perturbed test function method, we establish the convergence, and give estimates on a rate of convergence. A main difficulty is the incompatibility between the function used in the doubling variable method, and the non-locality of the Caputo derivative. Our approach is to provide a lemma to prove the rate of convergence without the doubling variable method with respect to the time variable, which is a key ingredient.
In this paper we establish periodic homogenization for Hamilton-Jacobi-Bellman (HJB) equations, associated to nonlocal operators of integro-differential type. We consider the case when the fractional diffusion has the same order as the drift term, and is weakly elliptic. The outcome of the paper is twofold. One one hand, we provide Lipschitz regularity results for weakly elliptic non-local HJB, extending the results previously obtained in [8]. On the other hand, we establish a convergence result, based on half relaxed limits and a comparison principle for the effective problem. The latter stro…
In this paper, we provide suitable adaptations of the "weak version of Bernstein method" introduced by the first author in 1991, in order to obtain Lipschitz regularity results and Lipschitz estimates for nonlinear integro-differential elliptic and parabolic equations set in the whole space. Our interest is to obtain such Lipschitz results to possibly degenerate equations, or to equations which are indeed "uniformly el-liptic" (maybe in the nonlocal sense) but which do not satisfy the usual "growth condition" on the gradient term allowing to use (for example) the Ishii-Lions' method. We treat …
We study stochastic homogenization for convex integral functionals $$u\mapsto \int_D W(ω,\tfrac{x}\varepsilon,\nabla u)\,\mathrm{d}x,\quad\mbox{where}\quad u:D\subset \mathbb{R}^d\to\mathbb{R}^m,$$ defined on Sobolev spaces. Assuming only stochastic integrability of the map $ω\mapsto W(ω,0,ξ)$, we prove homogenization results under two different sets of assumptions, namely $\bullet_1\quad$ $W$ satisfies superlinear growth quantified by the stochastic integrability of the Fenchel conjugate $W^*(\cdot,0,ξ)$ and a mild monotonicity condition that ensures that the functional does not increase too …
