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Stochastic homogenization for variational solutions of Hamilton-Jacobi equations

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 نشر من قبل Claude Viterbo
 تاريخ النشر 2021
  مجال البحث
والبحث باللغة English
 تأليف Claude Viterbo




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Let $(Omega, mu)$ be a probability space endowed with an ergodic action, $tau$ of $( {mathbb R} ^n, +)$. Let $H(x,p; omega)=H_omega(x,p)$ be a smooth Hamiltonian on $T^* {mathbb R} ^n$ parametrized by $omegain Omega$ and such that $ H(a+x,p;tau_aomega)=H(x,p;omega)$. We consider for an initial condition $fin C^0 ( {mathbb R}^n)$, the family of variational solutions of the stochastic Hamilton-Jacobi equations $$left{ begin{aligned} frac{partial u^{ varepsilon }}{partial t}(t,x;omega)+Hleft (frac{x}{ varepsilon } , frac{partial u^varepsilon }{partial x}(t,x;omega);omega right )=0 & u^varepsilon (0,x;omega)=f(x)& end{aligned} right .$$ Under some coercivity assumptions on $p$ -- but without any convexity assumption -- we prove that for a.e. $omega in Omega$ we have $C^0-lim u^{varepsilon}(t,x;omega)=v(t,x)$ where $v$ is the variational solution of the homogenized equation $$left{ begin{aligned} frac{partial v}{partial t}(x)+{overline H}left (frac{partial v }{partial x}(x) right )=0 & v (0,x)=f(x)& end{aligned} right.$$



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