English

Homogenization of Hamilton-Jacobi equations with rough time dependence

Analysis of PDEs 2016-11-11 v2

Abstract

We consider viscosity solutions of Hamilton-Jacobi equations with oscillatory spatial dependence and rough time dependence. The time dependence is in the form of the derivative of a continuous path that converges to a possibly nowhere-differentiable path, for example a Brownian motion. In the case where the path is one-dimensional, we prove that the solutions converge locally uniformly to the solution of a spatially homogenous, stochastic Hamilton-Jacobi equation in the sense of Lions and Souganidis. We also provide examples of equations in which the path is multi-dimensional, and show that many different behaviors are possible, including diverging to infinity or converging in law to a Brownian motion.

Keywords

Cite

@article{arxiv.1602.05213,
  title  = {Homogenization of Hamilton-Jacobi equations with rough time dependence},
  author = {Benjamin Seeger},
  journal= {arXiv preprint arXiv:1602.05213},
  year   = {2016}
}

Comments

This paper has been withdrawn; the results have been refined and incorporated into arXiv:1605.00168