Quantitative stochastic homogenization of viscous Hamilton-Jacobi equations

Cardaliaguet, Pierre; Armstrong, Scott N.

Cardaliaguet, Pierre; Armstrong, Scott N. (2015), Quantitative stochastic homogenization of viscous Hamilton-Jacobi equations, Communications in Partial Differential Equations, 40, 3, p. 540-600. http://dx.doi.org/10.1080/03605302.2014.971372

Type

Article accepté pour publication ou publié

External document link

http://hal.archives-ouvertes.fr/hal-00922714

Date

2015

Journal name

Communications in Partial Differential Equations

Volume

Number

Publisher

Taylor and Francis

Pages

540-600

Abstract (EN)

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.

Subjects / Keywords

Hamilton-Jacobi equations