Skip to main content
Log in

Quantitative stochastic homogenization of the G equation

  • Published:
Probability Theory and Related Fields Aims and scope Submit manuscript

Abstract

We prove a quantitative rate of homogenization for the G equation in a random environment with finite range of dependence. Using ideas from percolation theory, the proof bootstraps a result of Cardaliaguet–Souganidis, who proved qualitative homogenization in a more general ergodic environment.

This is a preview of subscription content, log in via an institution to check access.

Access this article

Price excludes VAT (USA)
Tax calculation will be finalised during checkout.

Instant access to the full article PDF.

Fig. 1

Similar content being viewed by others

References

  1. Alexander, K.S.: Approximation of subadditive functions and convergence rates in limitingshape results. Ann. Probab. 25(1), 30–55 (1997). https://doi.org/10.1214/aop/1024404277

    Article  MathSciNet  Google Scholar 

  2. Armstrong, S., Cardaliaguet, P., Souganidis, P.: Error estimates and convergence rates for the stochastic homogenization of Hamilton–Jacobi equations. J. Am. Math. Soc. 27(2), 479–540 (2014). https://doi.org/10.1090/S0894-0347-2014-00783

    Article  MathSciNet  MATH  Google Scholar 

  3. Barles, G.: Solutions de viscosité des équations de Hamilton–Jacobi, vol. 17. Springer, New York (1994)

    MATH  Google Scholar 

  4. Burago, D., Ivanov, S., Novikov, A.: Feeble fish in time-dependent waters and homogenization of the G-equation. Commun. Pure Appl. Math. 73(7), 1453–1489 (2020). https://doi.org/10.1002/cpa.21878

    Article  MathSciNet  MATH  Google Scholar 

  5. Capuzzo-Dolcetta, I., Ishii, H.: On the rate of convergence in homogenization of Hamilton–Jacobi equations. Indiana Univ. Math. J. 50(3), 1113–1129 (2001)

    Article  MathSciNet  MATH  Google Scholar 

  6. Cardaliaguet, P., Nolen, J., Souganidis, P.E.: Homogenization and enhancement for the G-equation. Arch. Ration. Mech. Anal. 199(2), 527–561 (2011). https://doi.org/10.1007/s00205-010-0332-8

    Article  MathSciNet  MATH  Google Scholar 

  7. Cardaliaguet, P., Souganidis, P.E.: Homogenization and enhancement of the G-equation in random environments. Commun. Pure Appl. Math. 66(10), 1582–1628 (2013). https://doi.org/10.1002/cpa.21449. (ISSN: 1097-0312.)

    Article  MathSciNet  MATH  Google Scholar 

  8. Cooperman, W. On the random G equation with nonzero divergence. arXiv:2204.04124 [math] (2022)

  9. Deuschel, J.-D., Pisztora, A.: Surface order large deviations for high-density percolation. Probab. Theory Relat. Fields 104(4), 467–482 (1996). https://doi.org/10.1007/BF01198162. (ISSN: 1432-2064.)

    Article  MathSciNet  MATH  Google Scholar 

  10. Dugundji, J.: Topology. Allyn and Bacon Series in Advanced Mathematics. Allyn and Bacon, Boston (1966)

    Google Scholar 

  11. Fekete, M.: Über die Verteilung der Wurzeln bei gewissen algebraischen Gleichungen mit ganzzahligen Koeffizienten. Math. Z. 17(1), 228–249 (1923). https://doi.org/10.1007/BF01504345

    Article  MathSciNet  MATH  Google Scholar 

  12. Grinberg, V.S., Sevastyanov, S.V.: The value of the Steinitz constant Russian. Funk. Anal. Prilozh. 14, 56–57 (1980)

    Google Scholar 

  13. Kesten, H.: On the speed of convergence in first-passage percolation. Ann. Appl. Probab. 3(2), 296–338 (1993). https://doi.org/10.1214/aoap/1177005426

    Article  MathSciNet  MATH  Google Scholar 

  14. Kuratowski, K.: Topology: Volume II. v. 2. Elsevier Science (2014). ISBN: 9781483271798

  15. Lions,G. Papanicolaou P.-L., Varadhan, S.R.S.: Homogenization of Hamilton–Jacobi equations (1987)

  16. Matoušek, J.: Thirty-Three Miniatures: Mathematical and Algorithmic Applications of Linear Algebra. American Mathematical Society, Providence (2010)

    Book  MATH  Google Scholar 

  17. Nolen, J., Novikov, A.: Homogenization of the G-equation with incompressible random drift in two dimensions-English (US). Commun. Math. Sci. 9(2), 561–582 (2011). https://doi.org/10.4310/CMS.2011.v9.n2.a11

    Article  MathSciNet  MATH  Google Scholar 

  18. Souganidis, P.E.: Stochastic homogenization of Hamilton–Jacobi equations and some applications. Asymptot. Anal. 20(1), 1–11 (1999). (ISSN: 09217134)

    MathSciNet  MATH  Google Scholar 

  19. Tran, H.: Hamilton–Jacobi Equations: Theory and Applications. American Mathematical Society, Providence (2021)

    Book  MATH  Google Scholar 

  20. Tran, H.V., Yu, Y: Optimal convergence rate for periodic homogenization of convex Hamilton–Jacobi equations. arXiv:2112.06896 [math] (2022)

  21. William, M., Feldman, Souganidis, P.E.: Homogenization and non-homogenization of certain non-convex Hamilton–Jacobi equations. J. Math. Appl. 108(5), 751–782 (2017). https://doi.org/10.1016/j.matpur.2017.05.016. (ISSN: 0021-7824)

    Article  MathSciNet  MATH  Google Scholar 

  22. Ziliotto, B.: Stochastic homogenization of nonconvex Hamilton–Jacobi equations: a counter example. Commun. Pure Appl. Math. 70(9), 1798–1809 (2017). https://doi.org/10.1002/cpa.21674. (ISSN: 1097-0312)

    Article  MathSciNet  MATH  Google Scholar 

Download references

Acknowledgements

I would like to thank my advisor, Charles Smart, for suggesting the problem and many helpful conversations. I would also like to thank Panagiotis Souganidis for suggesting the problem of continuous dependence of the Hamiltonian on the law of the environment.

Author information

Authors and Affiliations

Authors

Corresponding author

Correspondence to William Cooperman.

Additional information

Publisher's Note

Springer Nature remains neutral with regard to jurisdictional claims in published maps and institutional affiliations.

Appendix A. Proof of Theorem 3.3

Appendix A. Proof of Theorem 3.3

Step 1. We show that if \(x \in {\mathbb {Q}}^d\) with \(|x| \ge C\), then there is \(\alpha \in [c, 1]\) such that \(\alpha x\) lies in the convex hull of \(G_x\). Let \(n \in {\mathbb {N}}\) be large enough so that

$$\begin{aligned} |n^{-1}f(nx) - {\overline{f}}(x)| \le 1. \end{aligned}$$

Let \(x_0, x_1, \dots , x_m\) be an \(G_x\)-skeleton for nx. Then

$$\begin{aligned} x = \frac{1}{n}\sum _{k=1}^m (x_k-x_{k-1}), \end{aligned}$$

and \(n \le m \le Cn\), where the first part of the inequality follows from applying \({\overline{f}}_x\) to both sides of the equation.

Step 2. We show that if \(x \in {\mathbb {Q}}^d\), \(|x| \ge K\), \(t \ge 1\), and \(tx \in {\mathbb {Z}}^d\), then there is a \(z \in {\mathbb {Z}}^d\) with \(f(tx) - {\overline{f}}(tx) \le f(z) - {\overline{f}}(z) + tC|x|^\nu \varphi (|x|)\). Using the previous step, write \(tx = z + \sum _{k=1}^m v_k\), where \(|z| \le C|x|\), \({\overline{f}}(z) \le {\overline{f}}_x(z) + C\), \(v_k \in G_x\), and \(m \le Ct\). Indeed, for some \(\alpha \in [c, 1]\) we first write

$$\begin{aligned} \alpha x = \sum _{i=1}^{d+1} p_i v_i, \end{aligned}$$

where \(v_i \in G_x\) and \(p_i \ge 0\), \(\sum _i p_i = 1\). Note that the sum only requires \(d+1\) terms by Caratheodory’s theorem on convex hulls, since we are working in \({\mathbb {R}}^d\). To decompose tx, we write

$$\begin{aligned} tx = \sum _{i=1}^{d+1}(t\alpha ^{-1}p_i - \lfloor t\alpha ^{-1}p_i \rfloor )v_i + \sum _{i=1}^{d+1}\lfloor t\alpha ^{-1}p_i \rfloor v_i =: z + (tx-z), \end{aligned}$$

so z satisfies the required properties. By subadditivity of f and linearity of \({\overline{f}}_x\),

$$\begin{aligned} f(tx)&\le f(z) + \sum _{k=1}^m f(v_k)\\&\le f(z) + \sum _{k=1}^m {\overline{f}}_x(v_k) + C|x|^\nu \varphi (|x|)\\&= f(z) + {\overline{f}}_x(tx - z) + tC|x|^\nu \varphi (|x|). \end{aligned}$$

Finally, we write \({\overline{f}}(tx) = {\overline{f}}_x(z) + {\overline{f}}_x(tx-z)\) and subtract from both sides of the inequality above to get

$$\begin{aligned} f(tx) - {\overline{f}}(tx) \le f(z) - {\overline{f}}(z) + Ct, \end{aligned}$$

where we used the fact that \({\overline{f}}(z) \le \overline{f_x}(z) + C\).

Step 3. For some large \(M > 1\) (and possibly enlarged K), the previous step yields

$$\begin{aligned} \sup _{|x| \le M^{k+1}K} f(x)-{\overline{f}}(x)&\le \sup _{|x| \le M^k K} f(x)-{\overline{f}}(x) + CM|x|^\nu \varphi (|x|)\\&\le \sup _{|x| \le M^k K} f(x)-{\overline{f}}(x) + C(M^\nu -1)|x|^\nu \varphi (|x|), \end{aligned}$$

where we made C larger in the second line to account for the change in constant. By induction on k, we conclude that

$$\begin{aligned} f(x)-{\overline{f}}(x) \le C|x|^\nu \varphi (|x|). \end{aligned}$$

Rights and permissions

Springer Nature or its licensor (e.g. a society or other partner) holds exclusive rights to this article under a publishing agreement with the author(s) or other rightsholder(s); author self-archiving of the accepted manuscript version of this article is solely governed by the terms of such publishing agreement and applicable law.

Reprints and permissions

About this article

Check for updates. Verify currency and authenticity via CrossMark

Cite this article

Cooperman, W. Quantitative stochastic homogenization of the G equation. Probab. Theory Relat. Fields 186, 493–520 (2023). https://doi.org/10.1007/s00440-022-01175-4

Download citation

  • Received:

  • Revised:

  • Accepted:

  • Published:

  • Issue Date:

  • DOI: https://doi.org/10.1007/s00440-022-01175-4

Keywords

Mathematics Subject Classification

Navigation