Periodic approximations of the ergodic constants in the stochastic homogenization of nonlinear second-order (degenerate) equations
Annales de l'I.H.P. Analyse non linéaire, Tome 32 (2015) no. 3, pp. 571-591.

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.

@article{AIHPC_2015__32_3_571_0,
     author = {Cardaliaguet, Pierre and Souganidis, Panagiotis E.},
     title = {Periodic approximations of the ergodic constants in the stochastic homogenization of nonlinear second-order (degenerate) equations},
     journal = {Annales de l'I.H.P. Analyse non lin\'eaire},
     pages = {571--591},
     publisher = {Elsevier},
     volume = {32},
     number = {3},
     year = {2015},
     doi = {10.1016/j.anihpc.2014.01.007},
     mrnumber = {3353701},
     zbl = {1320.35040},
     language = {en},
     url = {http://archive.numdam.org/articles/10.1016/j.anihpc.2014.01.007/}
}
TY  - JOUR
AU  - Cardaliaguet, Pierre
AU  - Souganidis, Panagiotis E.
TI  - Periodic approximations of the ergodic constants in the stochastic homogenization of nonlinear second-order (degenerate) equations
JO  - Annales de l'I.H.P. Analyse non linéaire
PY  - 2015
SP  - 571
EP  - 591
VL  - 32
IS  - 3
PB  - Elsevier
UR  - http://archive.numdam.org/articles/10.1016/j.anihpc.2014.01.007/
DO  - 10.1016/j.anihpc.2014.01.007
LA  - en
ID  - AIHPC_2015__32_3_571_0
ER  - 
%0 Journal Article
%A Cardaliaguet, Pierre
%A Souganidis, Panagiotis E.
%T Periodic approximations of the ergodic constants in the stochastic homogenization of nonlinear second-order (degenerate) equations
%J Annales de l'I.H.P. Analyse non linéaire
%D 2015
%P 571-591
%V 32
%N 3
%I Elsevier
%U http://archive.numdam.org/articles/10.1016/j.anihpc.2014.01.007/
%R 10.1016/j.anihpc.2014.01.007
%G en
%F AIHPC_2015__32_3_571_0
Cardaliaguet, Pierre; Souganidis, Panagiotis E. Periodic approximations of the ergodic constants in the stochastic homogenization of nonlinear second-order (degenerate) equations. Annales de l'I.H.P. Analyse non linéaire, Tome 32 (2015) no. 3, pp. 571-591. doi : 10.1016/j.anihpc.2014.01.007. http://archive.numdam.org/articles/10.1016/j.anihpc.2014.01.007/

[1] S.N. Armstrong, P. Cardaliaguet, P.E. Souganidis, Error estimates and convergence rates for the stochastic homogenization of Hamilton–Jacobi equations, J. Am. Math. Soc. 27 no. 2 (2014), 479 -540 | Zbl

[2] S.N. Armstrong, P. Cardaliaguet, Quantitative stochastic homogenization of viscous Hamilton–Jacobi equations, arXiv:1312.7593 | MR | Zbl

[3] S.N. Armstrong, C.K. Smart, Regularity and stochastic homogenization of fully nonlinear equations without uniform ellipticity, arXiv:1208.4570 | MR | Zbl

[4] S.N. Armstrong, C.K. Smart, Quantitative stochastic homogenization of elliptic equations in nondivergence form, arXiv:1306.5340 | MR | Zbl

[5] S.N. Armstrong, P.E. Souganidis, Stochastic homogenization of Hamilton–Jacobi and degenerate Bellman equations in unbounded environments, J. Math. Pures Appl. 97 (2012), 460 -504 | MR | Zbl

[6] S.N. Armstrong, P.E. Souganidis, Stochastic homogenization of level-set convex Hamilton–Jacobi equations, Int. Math. Res. Not. 15 (2013), 3420 -3449 | MR | Zbl

[7] G. Barles, Solutions de viscosité des équations de Hamilton–Jacobi, Math. Appl. (Berlin) vol. 17 , Springer-Verlag, Paris (1994) | MR

[8] A. Bourgeat, A. Piatnitski, Approximations of effective coefficients in stochastic homogenization, Ann. Inst. Henri Poincaré Probab. Stat. 40 no. 2 (2004), 153 -165 | EuDML | Numdam | MR | Zbl

[9] L.A. Caffarelli, X. Cabre, Fully Nonlinear Elliptic Partial Differential Equations, Amer. Math. Soc. (1997)

[10] L.A. Caffarelli, P.E. Souganidis, Rates of convergence for the homogenization of fully nonlinear uniformly elliptic pde in random media, Invent. Math. 180 no. 2 (2010), 301 -360 | MR | Zbl

[11] L.A. Caffarelli, P.E. Souganidis, A rate of convergence for monotone finite difference approximations to fully nonlinear, uniformly elliptic PDEs, Commun. Pure Appl. Math. 61 no. 1 (2008), 1 -17 | MR | Zbl

[12] L.A. Caffarelli, P.E. Souganidis, L. Wang, Homogenization of fully nonlinear, uniformly elliptic and parabolic partial differential equations in stationary ergodic media, Commun. Pure Appl. Math. 58 no. 3 (2005), 319 -361 | MR | Zbl

[13] I. Capuzzo Dolcetta, H. Ishii, On the rate of convergence in homogenization of Hamilton–Jacobi equations, Indiana Univ. Math. J. 50 no. 3 (2001), 1113 -1129 | MR | Zbl

[14] P. Cardaliaguet, P.E. Souganidis, Homogenization and enhancement for the G-equation in random environment, Commun. Pure Appl. Math. 66 no. 10 (2013), 1582 -1628 | MR | Zbl

[15] M.G. Crandall, H. Ishii, P.-L. Lions, User's guide to viscosity solutions of second order partial differential equations, Bull. Am. Math. Soc. (N.S.) 27 no. 1 (1992), 1 -67 | Zbl

[16] G. Dal Maso, L. Modica, Nonlinear stochastic homogenization, Ann. Mat. Pura Appl. 4 (1986), 347 -389 | MR | Zbl

[17] G. Dal Maso, L. Modica, Nonlinear stochastic homogenization and ergodic theory, J. Reine Angew. Math. 368 (1986), 28 -42 | EuDML | MR | Zbl

[18] X. Guo, O. Zeitouni, Quenched invariance principle for random walks in balanced random environment, arXiv:1003.3494 | MR | Zbl

[19] S.M. Kozlov, The averaging method and walks in inhomogeneous environments, Usp. Mat. Nauk 40 no. 2 (1985), 61 -120 | MR | Zbl

[20] E. Kosygina, F. Rezakhanlou, S.R.S. Varadhan, Stochastic homogenization of Hamilton–Jacobi–Bellman equations, Commun. Pure Appl. Math. 59 no. 10 (2006), 1489 -1521 | MR | Zbl

[21] E. Kosygina, S.R.S. Varadhan, Homogenization of Hamilton–Jacobi–Bellman equations with respect to time–space shifts in a stationary ergodic medium, Commun. Pure Appl. Math. 61 no. 6 (2008), 816 -847 | MR | Zbl

[22] G. Lawler, Weak convergence of random walk in random environments, Commun. Math. Phys. 87 (1982), 81 -87 | MR | Zbl

[23] J. Lin, On the stochastic homogenization of fully nonlinear uniformly parabolic equations in stationary ergodic spatio-temporal media, arXiv:1307.4743 | MR | Zbl

[24] P.-L. Lions, P.E. Souganidis, Correctors for the homogenization of Hamilton–Jacobi equations in the stationary ergodic setting, Commun. Pure Appl. Math. 56 no. 10 (2003), 501 -1524 | MR | Zbl

[25] P.-L. Lions, P.E. Souganidis, Homogenization of “viscous” Hamilton–Jacobi equations in stationary ergodic media, Commun. Partial Differ. Equ. 30 no. 1–3 (2005), 335 -375 | MR | Zbl

[26] P.-L. Lions, P.E. Souganidis, Stochastic homogenization of Hamilton–Jacobi and “viscous”-Hamilton–Jacobi equations with convex nonlinearities—revisited, Commun. Math. Sci. 8 no. 2 (2010), 627 -637 | MR | Zbl

[27] I. Matic, J. Nolen, A sublinear variance bound for solutions of a random Hamilton–Jacobi equation, J. Stat. Phys. 149 no. 2 (2012), 342 -361 | MR | Zbl

[28] J. Nolen, A. Novikov, Homogenization of the G-equation with incompressible random drift, Commun. Math. Sci. 9 no. 2 (2011), 561 -582 | MR | Zbl

[29] H. Owhadi, Approximation of effective conductivity of ergodic media by periodization, Probab. Theory Relat. Fields 125 (2003), 225 -258 | MR | Zbl

[30] G. Papanicolaou, S.R.S. Varadhan, Boundary value problems with rapidly oscillating random coefficients, Random Fields, vols. I, II, Esztergom, 1979, Colloq. Math. Soc. János Bolyai vol. 27 , North-Holland, Amsterdam (1981), 835 -873 | MR | Zbl

[31] G. Papanicolaou, S.R.S. Varadhan, Diffusions with random coefficients, Statistics and Probability: Essays in Honor of C.R. Rao, North-Holland, Amsterdam (1982), 547 -552 | MR | Zbl

[32] F. Rezakhanlou, J.E. Tarver, Homogenization for stochastic Hamilton–Jacobi equations, Arch. Ration. Mech. Anal. 151 no. 4 (2000), 277 -309 | MR | Zbl

[33] P.E. Souganidis, Stochastic homogenization of Hamilton–Jacobi equations and some applications, Asymptot. Anal. 20 (1999), 1 -11 | MR | Zbl

[34] R. Schwab, Stochastic homogenization of Hamilton–Jacobi equations in stationary ergodic spatio-temporal media, Indiana Univ. Math. J. 58 no. 2 (2009), 537 -581 | MR | Zbl

[35] V.V. Zhikov, S.M. Kozlov, O. Oleĭnik, Averaging of parabolic operators, Tr. Mosk. Mat. Obŝ. 45 (1982), 182 -236 | MR | Zbl

Cité par Sources :