Optimal rate of convergence in periodic homogenization of viscous Hamilton-Jacobi equations

Fuente: arXiv
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Auteurs principaux: Qian, Jianliang, Sprekeler, Timo, Tran, Hung V., Yu, Yifeng
Format: Preprint
Publié: 2024
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author Qian, Jianliang
Sprekeler, Timo
Tran, Hung V.
Yu, Yifeng
author_facet Qian, Jianliang
Sprekeler, Timo
Tran, Hung V.
Yu, Yifeng
contents We study the optimal rate of convergence in periodic homogenization of the viscous Hamilton-Jacobi equation $u^\varepsilon_t + H(\frac{x}{\varepsilon},Du^\varepsilon) = \varepsilon Δu^\varepsilon$ in $\mathbb R^n\times (0,\infty)$ subject to a given initial datum. We prove that $\|u^\varepsilon-u\|_{L^\infty(\mathbb R^n \times [0,T])} \leq C(1+T) \sqrt{\varepsilon}$ for any given $T>0$, where $u$ is the viscosity solution of the effective problem. Moreover, we show that the $O(\sqrt{\varepsilon})$ rate is optimal for a natural class of $H$ and a Lipschitz continuous initial datum, both theoretically and through numerical experiments. It remains an interesting question to investigate whether the convergence rate can be improved when $H$ is uniformly convex. Finally, we propose a numerical scheme for the approximation of the effective Hamiltonian based on a finite element approximation of approximate corrector problems.
format Preprint
id arxiv_https___arxiv_org_abs_2402_03091
institution arXiv
publishDate 2024
record_format arxiv
spellingShingle Optimal rate of convergence in periodic homogenization of viscous Hamilton-Jacobi equations
Qian, Jianliang
Sprekeler, Timo
Tran, Hung V.
Yu, Yifeng
Analysis of PDEs
Numerical Analysis
We study the optimal rate of convergence in periodic homogenization of the viscous Hamilton-Jacobi equation $u^\varepsilon_t + H(\frac{x}{\varepsilon},Du^\varepsilon) = \varepsilon Δu^\varepsilon$ in $\mathbb R^n\times (0,\infty)$ subject to a given initial datum. We prove that $\|u^\varepsilon-u\|_{L^\infty(\mathbb R^n \times [0,T])} \leq C(1+T) \sqrt{\varepsilon}$ for any given $T>0$, where $u$ is the viscosity solution of the effective problem. Moreover, we show that the $O(\sqrt{\varepsilon})$ rate is optimal for a natural class of $H$ and a Lipschitz continuous initial datum, both theoretically and through numerical experiments. It remains an interesting question to investigate whether the convergence rate can be improved when $H$ is uniformly convex. Finally, we propose a numerical scheme for the approximation of the effective Hamiltonian based on a finite element approximation of approximate corrector problems.
title Optimal rate of convergence in periodic homogenization of viscous Hamilton-Jacobi equations
topic Analysis of PDEs
Numerical Analysis
url https://arxiv.org/abs/2402.03091