Quantitative stochastic homogenization of viscous Hamilton-Jacobi equations
Analysis of PDEs
2013-12-31 v1 Probability
Abstract
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.
Keywords
Cite
@article{arxiv.1312.7593,
title = {Quantitative stochastic homogenization of viscous Hamilton-Jacobi equations},
author = {Scott N. Armstrong and Pierre Cardaliaguet},
journal= {arXiv preprint arXiv:1312.7593},
year = {2013}
}
Comments
54 pages