Abstract
We consider homogenization for weakly coupled systems of Hamilton–Jacobi equations with fast switching rates. The fast switching rate terms force the solutions to converge to the same limit, which is a solution of the effective equation. We discover the appearance of the initial layers, which appear naturally when we consider the systems with different initial data and analyze them rigorously. In particular, we obtain matched asymptotic solutions of the systems and the rate of convergence. We also investigate properties of the effective Hamiltonian of weakly coupled systems and show some examples which do not appear in the context of single equations.
Similar content being viewed by others
References
Armstrong S.N., Souganidis P.E.: Stochastic homogenization of Hamilton–Jacobi and degenerate Bellman equations in unbounded environments. J. Math. Pures Appl. (9) 97(5), 460–504 (2012)
Armstrong S.N., Souganidis P.E.: Concentration phenomena for neutronic multigroup diffusion in random environments. Ann. Inst. H. Poincaré Anal. Non Linéaire, 30, 419–439 (2013)
Barles G., Perthame B.: Exit time problems in optimal control and vanishing viscosity method. SIAM J. Control Optim. 26(5), 1133–1148 (1988)
Busca J., Sirakov B.: Harnack type estimates for nonlinear elliptic systems and applications. Ann. Inst. H. Poincare Anal. Non Lineaire 21(5), 543–590 (2004)
Cagnetti F., Gomes D., Tran H.V.: Adjoint methods for obstacle problems and weakly coupled systems of PDE. ESAIM Control Optim. Calc. Var. 19(3), 754–779 (2013)
Camilli F., Cesaroni A., Marchi C.: Homogenization and vanishing viscosity in fully nonlinear elliptic equations: rate of convergence estimates. Adv. Nonlinear Stud. 11(2), 405–428 (2011)
Camilli F., Ley O., Loreti P.: Homogenization of monotone systems of Hamilton–Jacobi equations. ESAIM Control Optim. Calc. Var. 16(1), 58–76 (2010)
Camilli F., Ley O., Loreti P., Nguyen V.: Large time behavior of weakly coupled systems of first-order Hamilton–Jacobi equations. NoDEA Nonlinear Differ. Equ. Appl. 19(6), 719–749 (2012)
Camilli F., Marchi C.: Continuous dependence estimates and homogenization of quasi-monotone systems of fully nonlinear second order parabolic equations. Nonlinear Anal. TMA 75, 5103–5118 (2012)
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)
Contreras G., Iturriaga R., Paternain G.P., Paternain M.: Lagrangian graphs, minimizing measures and Mañé’s critical values. Geom. Funct. Anal. 8(5), 788–809 (1998)
Concordel M.C.: Periodic homogenization of Hamilton–Jacobi equations: additive eigenvalues and variational formula. Indiana Univ. Math. J. 45(4), 1095–1117 (1996)
Concordel M.C.: Periodic homogenisation of Hamilton–Jacobi equations. II. Eikonal equations. Proc. R. Soc. Edinburgh Sect. A 127(4), 665–689 (1997)
Davis M.H.A.: Piecewise-deterministic Markov processes: a general class of nondiffusion stochastic models. J. R. Stat. Soc. Ser. B 46(3), 353–388 (1984)
Eizenberg A., Freidlin M.: On the Dirichlet problem for a class of second order PDE systems with small parameter. Stochastics Stochastics Rep., 33(3–4), 111–148 (1990)
Engler H., Lenhart S.M.: Viscosity solutions for weakly coupled systems of Hamilton–Jacobi equations. Proc. Lond. Math. Soc. (3) 63(1), 212–240 (1991)
Evans L.C.: The perturbed test function method for viscosity solutions of nonlinear PDE. Proc. R. Soc. Edinburgh Sect. A 111(3–4), 359–375 (1989)
Evans L.C.: Periodic homogenisation of certain fully nonlinear partial differential equations. Proc. R. Soc. Edinburgh Sect. A 120(3–4), 245–265 (1992)
Evans L.C., Gomes D.: Effective Hamiltonians and averaging for Hamiltonian dynamics. I. Arch. Rational Mech. Anal. 157(1), 1–33 (2001)
Fehrman, B.: Stochastic homogenization of monotone systems of viscous Hamilton–Jacobi equations with convex nonlinearities (2013, submitted)
Fleming, W.H., Soner, H.M.: Controlled Markov processes and viscosity solutions. In: Stochastic Modelling and Applied Probability, vol. 25. Springer, New York, 2006
Gomes D.: A stochastic analogue of Aubry–Mather theory. Nonlinearity 15(3), 581–603 (2002)
Horie K., Ishii H.: Homogenization of Hamilton–Jacobi equations on domains with small scale periodic structure. Indiana Univ. Math. J. 47(3), 1011–1058 (1998)
Ishii H.: A boundary value problem of the Dirichlet type for Hamilton–Jacobi equations. Ann. Scuola Norm. Sup. Pisa Cl. Sci. (4) 16(1), 105–135 (1989)
Ishii H., Koike S.: Viscosity solutions for monotone systems of second-order elliptic PDEs. Commun. Partial Differ. Equ. 16(6-7), 1095–1128 (1991)
Ishii H., Shimano K.: Asymptotic analysis for a class of infinite systems of first-order PDE: nonlinear parabolic PDE in the singular limit. Commun. Partial Differ. Equ. 28(1–2), 409–438 (2003)
Kosygina E., Rezakhanlou F., Varadhan S.R.S.: Stochastic homogenization of Hamilton–Jacobi–Bellman equations. Commun. Pure Appl. Math. 59(10), 1489–1521 (2006)
Lenhart S.M., Yamada N.: Viscosity solutions associated with switching game for piecewise-deterministic processes. Stochastics Stochastics Rep., 38(1), 27–47 (1992)
Lions, P.-L., Papanicolaou, G., Varadhan, S.R.S.: Homogenization of Hamilton–Jacobi equations, unpublished work (1987)
Lions P.-L., Souganidis P.E.: Correctors for the homogenization of Hamilton–Jacobi equations in the stationary ergodic setting. Commun. Pure Appl. Math. 56(10), 1501–1524 (2003)
Lions P.-L., Souganidis P.E.: Stochastic homogenization of Hamilton–Jacobi and “viscous” Hamilton–Jacobi equations with convex nonlinearities–revisited. Commun. Math. Sci. 8(2), 627–637 (2010)
Mitake H., Tran H.V.: Remarks on the large time behavior of viscosity solutions of quasi-monotone weakly coupled systems of Hamilton–Jacobi equations. Asymptot. Anal. 77, 43–70 (2012)
Rezakhanlou F., Tarver J.E.: Homogenization for stochastic Hamilton–Jacobi equations. Arch. Rational Mech. Anal. 151(4), 277–309 (2000)
Schwab R.W.: Stochastic homogenization of Hamilton–Jacobi equations in stationary ergodic spatio-temporal media. Indiana Univ. Math. J. 58(2), 537–581 (2009)
Shimano K.: Homogenization and penalization of functional first-order PDE. NoDEA Nonlinear Differ. Equ. Appl. 13(1), 1–21 (2006)
Souganidis P.E.: Stochastic homogenization of Hamilton–Jacobi equations and some applications. Asymptot. Anal. 20(1), 1–11 (1999)
Tran H.V.: Adjoint methods for static Hamilton-Jacobi equations. Calc. Var. Partial Differ. Equ. 41(3-4), 301–319 (2011)
Author information
Authors and Affiliations
Corresponding author
Additional information
Communicated by F. Lin
Dedicated to Professor H. Ishii on the occasion of his 65th birthday
This work was partially done while the first author visited the Mathematics Department at the University of California, Berkeley.
Rights and permissions
About this article
Cite this article
Mitake, H., Tran, H.V. Homogenization of Weakly Coupled Systems of Hamilton–Jacobi Equations with Fast Switching Rates. Arch Rational Mech Anal 211, 733–769 (2014). https://doi.org/10.1007/s00205-013-0685-x
Received:
Accepted:
Published:
Issue Date:
DOI: https://doi.org/10.1007/s00205-013-0685-x