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arXiv · 1312.7593

Quantitative stochastic homogenization of viscous Hamilton-Jacobi equations

Scott N. Armstrong·Pierre Cardaliaguet
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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.

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Scott N. Armstrong, Pierre Cardaliaguet. 2013-12-29. Quantitative stochastic homogenization of viscous Hamilton-Jacobi equations. https://arxiv.org/abs/1312.7593

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