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We present exponential error estimates and demonstrate an algebraic convergence rate for the homogenization of level-set convex Hamilton-Jacobi equations in i.i.d. random environments, the first quantitative homogenization results for these…

Analysis of PDEs · Mathematics 2013-07-08 Scott N. Armstrong , Pierre Cardaliaguet , Panagiotis E. Souganidis

We consider a family of second-order parabolic operators $\partial_t+\mathcal{L}_\varepsilon$ in divergence form with rapidly oscillating, time-dependent and almost-periodic coefficients. We establish uniform interior and boundary H\"older…

Analysis of PDEs · Mathematics 2024-11-14 Jun Geng , Bojing Shi

We consider the numerical solution of Hamilton-Jacobi-Bellman equations arising in stochastic control theory. We introduce a class of monotone approximation schemes relying on monotone interpolation. These schemes converge under very weak…

Numerical Analysis · Mathematics 2014-05-26 Kristian Debrabant , Espen R. Jakobsen

We establish that a viscosity solution to a multidimensional Hamilton-Jacobi equation with Bohr almost periodic initial data remains to be spatially almost periodic and the additive subgroup generated by its spectrum does not increase in…

Analysis of PDEs · Mathematics 2017-07-04 Evgeny Yu. Panov

We consider the specified stochastic homogenization of first order evolutive Hamilton-Jacobi equations on a very simple junction, i.e the real line with a junction at the origin. Far from the origin, we assume that the considered…

Analysis of PDEs · Mathematics 2020-05-05 Nicolas Forcadel , Fayad Rim , Ibrahim Hassan

We prove homogenization for a nondegenerate viscous Hamilton-Jacobi equation in dimension one in stationary ergodic environments with a superlinear (nonconvex) Hamiltonian of fairly general type. The version of the paper herein posted is…

Analysis of PDEs · Mathematics 2025-04-17 Andrea Davini

For microscale heterogeneous PDEs, this article further develops novel theory and methodology for their macroscale mathematical/asymptotic homogenization. This article specifically encompasses the case of quasi-periodic heterogeneity with…

Analysis of PDEs · Mathematics 2022-09-08 A. J. Roberts

We show that, in the periodic homogenization of uniformly elliptic Hamilton-Jacobi equations in any dimension, the effective Hamiltonian does not necessarily inherit the quasiconvexity property (in the momentum variables) of the original…

Analysis of PDEs · Mathematics 2023-10-03 Elena Kosygina , Atilla Yilmaz

We present qualitative and quantitative homogenization results for pathwise Hamilton-Jacobi equations with "rough" multiplicative driving signals. When there is only one such signal and the Hamiltonian is convex, we show that the equation,…

Analysis of PDEs · Mathematics 2017-08-15 Benjamin Seeger

This paper deals with the periodic homogenization of nonlocal parabolic Hamilton-Jacobi equations with superlinear growth in the gradient terms. We show that the problem presents different features depending on the order of the nonlocal…

Analysis of PDEs · Mathematics 2019-02-06 Martino Bardi , Annalisa Cesaroni , Erwin Topp

We establish homogenization for nondegenerate viscous Hamilton-Jacobi equations in one space dimension when the diffusion coefficient $a(x,\omega) > 0$ and the Hamiltonian $H(p,x,\omega)$ are general stationary ergodic processes in $x$. Our…

Analysis of PDEs · Mathematics 2024-03-26 Elena Kosygina , Atilla Yilmaz

We study the periodic homogenization of convex Hamilton-Jacobi equations on perforated domains with Dirichlet boundary conditions. By analyzing the optimal control representation of the solutions and the properties of the metric function…

Analysis of PDEs · Mathematics 2025-11-03 Yuxi Han , Son Tu

We continue the study of the homogenization of coercive non-convex Hamilton-Jacobi equations in random media identifying two general classes of Hamiltonians with very distinct behavior. For the first class there is no homogenization in a…

Analysis of PDEs · Mathematics 2016-09-30 William M. Feldman , Panagiotis E. Souganidis

In this paper we study homogenization of a class of control problems in a stationary and ergodic random environment. This problem has been mostly studied in the calculus of variations setting in connection to the homogenization of the…

Analysis of PDEs · Mathematics 2018-06-21 Alexander Van-Brunt

We analyse two practical aspects that arise in the numerical solution of Hamilton-Jacobi-Bellman (HJB) equations by a particular class of monotone approximation schemes known as semi-Lagrangian schemes. These schemes make use of a wide…

Numerical Analysis · Mathematics 2016-11-08 Christoph Reisinger , Julen Rotaetxe Arto

We prove homogenization properties of random Hamilton-Jacobi-Bellman (HJB) equations on continuum percolation clusters, almost surely w.r.t. the law of the environment when the origin belongs to the unbounded component in the continuum.…

Analysis of PDEs · Mathematics 2022-08-16 Rodrigo Bazaes , Alexander Mielke , Chiranjib Mukherjee

We study the approximation of parabolic Hamilton-Jacobi-Bellman (HJB) equations in bounded domains with strong Dirichlet boundary conditions. We work under the assumption of the existence of a sufficiently regular barrier function for the…

Numerical Analysis · Mathematics 2019-07-16 Athena Picarelli , Christoph Reisinger , Julen Rotaetxe Arto

In this paper, we establish the higher order convergence rates in periodic homogenization of viscous Hamilton-Jacobi equations, which is convex and grows quadratically in the gradient variable. We observe that although the nonlinear…

Analysis of PDEs · Mathematics 2017-10-16 Sunghan Kim , Ki-Ahm Lee

Recently, C. Imbert & R. Monneau study the homogenization of coercive Hamilton-Jacobi Equations with a $u/e$-dependence : this unusual dependence leads to a non-standard cell problem and, in order to solve it, they introduce new ideas to…

Analysis of PDEs · Mathematics 2009-09-29 Guy Barles

The article studies the reiterated homogenization of linear elliptic variational inequalities arising in problems with unilateral constrains. We assume that the coefficients of the equations satisfy and abstract hypothesis covering on each…

Mathematical Physics · Physics 2018-11-16 Hermann Douanla , Cyrille Kenne