Stochastic homogenization of viscous Hamilton-Jacobi equations and applications
Analysis of PDEs
2016-01-20 v1 Probability
Abstract
We present stochastic homogenization results for viscous Hamilton-Jacobi equations using a new argument which is based only on the subadditive structure of maximal subsolutions (solutions of the "metric problem"). This permits us to give qualitative homogenization results under very general hypotheses: in particular, we treat non-uniformly coercive Hamiltonians which satisfy instead a weaker averaging condition. As an application, we derive a general quenched large deviations principle for diffusions in random environments and with absorbing random potentials.
Keywords
Cite
@article{arxiv.1310.1749,
title = {Stochastic homogenization of viscous Hamilton-Jacobi equations and applications},
author = {Scott N. Armstrong and Hung V. Tran},
journal= {arXiv preprint arXiv:1310.1749},
year = {2016}
}
Comments
37 pages