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An example of failure of stochastic homogenization for viscous Hamilton-Jacobi equations without convexity

Fermanian, Jean-Baptiste; Ziliotto, Bruno; Feldman, William M. (2021), An example of failure of stochastic homogenization for viscous Hamilton-Jacobi equations without convexity, Journal of Differential Equations, 280, p. 464-476. 10.1016/j.jde.2021.01.009

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Type
Article accepté pour publication ou publié
Date
2021
Journal name
Journal of Differential Equations
Volume
280
Publisher
Elsevier
Pages
464-476
Publication identifier
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Author(s)
Fermanian, Jean-Baptiste
Laboratoire de Mathématiques d'Orsay [LMO]
Ziliotto, Bruno
CEntre de REcherches en MAthématiques de la DEcision [CEREMADE]
Feldman, William M.
Abstract (EN)
We give an example of the failure of homogenization for a viscous Hamilton-Jacobi equation with non-convex Hamiltonian.
Subjects / Keywords
Stochastic homogenization; Hamilton-Jacobi equations; Differential games