Stochastic homogenization of viscous superquadratic Hamilton-Jacobi equations in dynamic random environment

被引:7
|
作者
Jing, Wenjia [1 ]
Souganidis, Panagiotis E. [1 ]
Tran, Hung V. [2 ]
机构
[1] Univ Chicago, Dept Math, 5734 S Univ Ave, Chicago, IL 60637 USA
[2] Univ Wisconsin, Dept Math, Van Vleck Hall,480 Lincoln Dr, Madison, WI 53706 USA
基金
美国国家科学基金会;
关键词
Stochastic homogenization; Hamilton-Jacobi equations; Viscosity solutions; Dynamic random environment; Time-dependent Hamiltonian; Convex analysis; VISCOSITY SOLUTIONS; TIME;
D O I
10.1186/s40687-016-0090-9
中图分类号
O1 [数学];
学科分类号
0701 ; 070101 ;
摘要
We study the qualitative homogenization of second-order Hamilton-Jacobi equations in space-time stationary ergodic random environments. Assuming that the Hamiltonian is convex and superquadratic in the momentum variable (gradient), we establish a homogenization result and characterize the effective Hamiltonian for arbitrary (possibly degenerate) elliptic diffusion matrices. The result extends previous work that required uniform ellipticity and space-time homogeneity for the diffusion.
引用
收藏
页数:20
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