Convergence rates for the vanishing viscosity approximation of fully nonlinear, non-convex, second-order Hamilton-Jacobi equations

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Hauptverfasser: Cecchin, Alekos, Goffi, Alessandro
Format: Preprint
Veröffentlicht: 2025
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author Cecchin, Alekos
Goffi, Alessandro
author_facet Cecchin, Alekos
Goffi, Alessandro
contents We obtain new quantitative estimates of the vanishing viscosity approximation for time-dependent, degenerate, Hamilton-Jacobi equations that are neither concave nor convex in the gradient and Hessian entries of the form $\partial_t u+H(x,t,Du,D^2u)=0$ in the whole space. We approximate the PDE with a fully nonlinear, possibly degenerate, elliptic operator $\varepsilon F(x,t,D^2u)$. Assuming that $u\in C^α_x$, $u_0\in C^η$, $H\in C^β_x$ and having power growth $γ$ in the gradient entry, we establish a convergence rate of order $\varepsilon^{\min\left\{\fracη{2},\frac{β+γ(α-1)}{β+γ(α-1)+2-α}\right\}}$. Our novel approach exploits the regularizing properties of sup/inf-convolutions for viscosity solutions and the comparison principle. We also obtain explicit constants and do not assume differentiability properties neither on solutions nor on $H$. The same method provides new convergence rates for the vanishing viscosity approximation of the stationary counterpart of the equation and for transport equations with Hölder coefficients.
format Preprint
id arxiv_https___arxiv_org_abs_2509_12144
institution arXiv
publishDate 2025
record_format arxiv
spellingShingle Convergence rates for the vanishing viscosity approximation of fully nonlinear, non-convex, second-order Hamilton-Jacobi equations
Cecchin, Alekos
Goffi, Alessandro
Analysis of PDEs
We obtain new quantitative estimates of the vanishing viscosity approximation for time-dependent, degenerate, Hamilton-Jacobi equations that are neither concave nor convex in the gradient and Hessian entries of the form $\partial_t u+H(x,t,Du,D^2u)=0$ in the whole space. We approximate the PDE with a fully nonlinear, possibly degenerate, elliptic operator $\varepsilon F(x,t,D^2u)$. Assuming that $u\in C^α_x$, $u_0\in C^η$, $H\in C^β_x$ and having power growth $γ$ in the gradient entry, we establish a convergence rate of order $\varepsilon^{\min\left\{\fracη{2},\frac{β+γ(α-1)}{β+γ(α-1)+2-α}\right\}}$. Our novel approach exploits the regularizing properties of sup/inf-convolutions for viscosity solutions and the comparison principle. We also obtain explicit constants and do not assume differentiability properties neither on solutions nor on $H$. The same method provides new convergence rates for the vanishing viscosity approximation of the stationary counterpart of the equation and for transport equations with Hölder coefficients.
title Convergence rates for the vanishing viscosity approximation of fully nonlinear, non-convex, second-order Hamilton-Jacobi equations
topic Analysis of PDEs
url https://arxiv.org/abs/2509.12144