Convergence rates for the vanishing viscosity approximation of Hamilton-Jacobi equations: the convex case

Fuente: arXiv
Saved in:
Bibliographic Details
Main Authors: Cirant, Marco, Goffi, Alessandro
Format: Preprint
Published: 2025
Subjects:
Online Access:
Tags: Add Tag
No Tags, Be the first to tag this record!
_version_ 1866918102313205760
author Cirant, Marco
Goffi, Alessandro
author_facet Cirant, Marco
Goffi, Alessandro
contents We study the speed of convergence in $L^\infty$ norm of the vanishing viscosity process for Hamilton-Jacobi equations with uniformly or strictly convex Hamiltonian terms with superquadratic behavior. Our analysis boosts previous findings on the rate of convergence for this procedure in $L^p$ norms, showing rates in sup-norm of order $\mathcal{O}(ε^β)$, $β\in(1/2,1)$, or $\mathcal{O}(ε|\logε|)$ with respect to the vanishing viscosity parameter $ε$, depending on the regularity of the initial datum of the problem and convexity properties of the Hamiltonian. Our proofs are based on integral methods and avoid the use of techniques based on stochastic control or the maximum principle.
format Preprint
id arxiv_https___arxiv_org_abs_2502_15495
institution arXiv
publishDate 2025
record_format arxiv
spellingShingle Convergence rates for the vanishing viscosity approximation of Hamilton-Jacobi equations: the convex case
Cirant, Marco
Goffi, Alessandro
Analysis of PDEs
We study the speed of convergence in $L^\infty$ norm of the vanishing viscosity process for Hamilton-Jacobi equations with uniformly or strictly convex Hamiltonian terms with superquadratic behavior. Our analysis boosts previous findings on the rate of convergence for this procedure in $L^p$ norms, showing rates in sup-norm of order $\mathcal{O}(ε^β)$, $β\in(1/2,1)$, or $\mathcal{O}(ε|\logε|)$ with respect to the vanishing viscosity parameter $ε$, depending on the regularity of the initial datum of the problem and convexity properties of the Hamiltonian. Our proofs are based on integral methods and avoid the use of techniques based on stochastic control or the maximum principle.
title Convergence rates for the vanishing viscosity approximation of Hamilton-Jacobi equations: the convex case
topic Analysis of PDEs
url https://arxiv.org/abs/2502.15495