Homogenization for stochastic Hamilton-Jacobi equations

Citation
F. Rezakhanlou et Je. Tarver, Homogenization for stochastic Hamilton-Jacobi equations, ARCH R MECH, 151(4), 2000, pp. 277-309
Citations number
14
Categorie Soggetti
Mathematics,"Mechanical Engineering
Journal title
ARCHIVE FOR RATIONAL MECHANICS AND ANALYSIS
ISSN journal
00039527 → ACNP
Volume
151
Issue
4
Year of publication
2000
Pages
277 - 309
Database
ISI
SICI code
0003-9527(2000)151:4<277:HFSHE>2.0.ZU;2-X
Abstract
Homogenization asks whether average behavior can be discerned from partial differential equations that are subject to high-frequency fluctuations when those fluctuations result from a dependence on two widely separated spatia l scales. We prove homogenization for certain stochastic Hamilton-Jacobi pa rtial differential equations: the idea is to use the subadditive ergodic th eorem to establish the existence of an average in the infinite scale-separa tion limit. In some cases, we also establish a central limit theorem.