Periodic approximations of the ergodic constants in the stochastic homogenization of nonlinear second-order (degenerate) equations

被引:2
作者
Cardaliaguet, Pierre [1 ]
Souganidis, Panagiotis E. [2 ]
机构
[1] Univ Paris 09, CEREMADE, Pl Marechal de Lattre de Tassigny, F-75775 Paris 16, France
[2] Univ Chicago, Dept Math, Chicago, IL 60637 USA
来源
ANNALES DE L INSTITUT HENRI POINCARE-ANALYSE NON LINEAIRE | 2015年 / 32卷 / 03期
基金
美国国家科学基金会;
关键词
HAMILTON-JACOBI EQUATIONS; PARTIAL-DIFFERENTIAL-EQUATIONS; BELLMAN EQUATIONS; CONVERGENCE; MEDIA; RATES;
D O I
10.1016/j.anihpc.2014.01.007
中图分类号
O29 [应用数学];
学科分类号
070104 ;
摘要
We prove that the effective nonlinearities (ergodic constants) obtained in the stochastic homogenization of Hamilton-Jacobi, "viscous" Hamilton-Jacobi and nonlinear uniformly elliptic pde are approximated by the analogous quantities of appropriate "periodizations" of the equations. We also obtain an error estimate, when there is a rate of convergence for the stochastic homogenization. (C) 2014 Elsevier Masson SAS. All rights reserved.
引用
收藏
页码:571 / 591
页数:21
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