Numerical Algorithms

, Volume 73, Issue 3, pp 839–868 | Cite as

Error estimates for approximation schemes of effective Hamiltonians arising in stochastic homogenization of Hamilton-Jacobi equations

Original Paper
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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.

Keywords

Hamilton-Jacobi equation Front propagation Homogenization in random media Homogenization in periodic media Effective Hamiltonian Error estimate Viscosity solution 

Mathematics Subject Classification (2010)

35F21 35B27 65M15 49L25 34K28 
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Copyright information

© Springer Science+Business Media New York 2016

Authors and Affiliations

  1. 1.CEREMADEUniversité Paris-DauphineParisFrance

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