Abstract
We study approximation schemes for effective Hamiltonians arising in the homogenization of first order Hamilton-Jacobi equations in stationary ergodic settings. In particular, we prove error estimates concerning the rate of convergence of the approximated solution to the effective Hamiltonian. Our main motivations are front propagation problems, but our results can be generalized to other types of Hamiltonians.
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Hajej, A. Error estimates for approximation schemes of effective Hamiltonians arising in stochastic homogenization of Hamilton-Jacobi equations. Numer Algor 73, 839–868 (2016). https://doi.org/10.1007/s11075-016-0120-0
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DOI: https://doi.org/10.1007/s11075-016-0120-0
Keywords
- Hamilton-Jacobi equation
- Front propagation
- Homogenization in random media
- Homogenization in periodic media
- Effective Hamiltonian
- Error estimate
- Viscosity solution