Abstract
We study the rate of convergence of \({u^\varepsilon}\), as \({\varepsilon \to 0+}\), to u in periodic homogenization of Hamilton–Jacobi equations. Here, \({u^\varepsilon}\) and u are viscosity solutions to the oscillatory Hamilton–Jacobi equation and its effective equation
and
respectively. We assume that the Hamiltonian H = H(y, p) is coercive and convex in the p variable and is \({\mathbb{Z}^n}\)-periodic in the y variable, and the initial data g is bounded and Lipschitz continuous. Here, \({\overline{H}}\) is the effective Hamiltonian.
We prove that
-
(i)
$$u^{\varepsilon}(x, t) \geqq u(x, t)- C\varepsilon \quad {{\rm for all} \, (x, t)\in \mathbb{R}^{n} \times [0,\infty)},$$
where C depends only on H and \({\|Dg\|_{L^\infty(\mathbb{R}^n)}}\) ;
-
(ii)
For fixed \({(x, t) \in \mathbb{R}^{n} \times (0, \infty)}\), if u is differentiable at (x, t) and \({\overline{H}}\) is twice differentiable at \({p = Du(x,t)}\), then
$$u^\varepsilon(x, t) \leqq u(x, t) + \widetilde{C}_{p} t{\varepsilon} + C\varepsilon,$$provided that \({g \in C^{2}(\mathbb{R}^n)}\) with \({\|g\|_{C^{2}(\mathbb{R}^n)} < \infty}\). The constant \({\widetilde{C}_p}\) depends only on \({H, \overline{H}, p}\) and g. If g is only Lipschitz continuous, then the above inequality in (ii) is changed into \({u^{\varepsilon}(x, t) \leqq u(x, t) + C_{p} \sqrt{t\varepsilon} + C\varepsilon}\).
When n = 2 and H is positively homogeneous in p of some fixed degree \({k \geqq 1}\), utilizing the Aubry–Mather theory, we obtain the optimal convergence rate \({O(\varepsilon)}\)
Here C depends only on H and \({\|Dg\|_{L^{\infty}(\mathbb{R}^2)}}\).
When n = 1, the optimal convergence rate \({O(\varepsilon)}\) is established for any coercive and convex H.
The convergence rate turns out to have deep connections with the dynamics of the underlying Hamiltonian system and the shape of the effective Hamiltonian \({\overline{H}}\). Some related results and counter-examples are obtained as well.
Similar content being viewed by others
References
Armstrong, S.N., Cardaliaguet, P., Souganidis, P.E.: Error estimates and convergence rates for the stochastic homogenization of Hamilton-Jacobi equations. J. Am. Math. Soc. 27(2), 479–540 (2014)
Arnold, V.I.: Geometrical Methods in the Theory of Ordinary Differential Equations, Second edition, Grundlehren der mathematischen Wissenschaften, Vol. 250, Springer, 1988
Bangert, V.: Mather Sets for Twist Maps and Geodesics on Tori, Dynamics Reported, Vol. 1, 1988
Bangert, V.: Minimal geodesics. Ergod. Th. Dyn. Syst. 10, 263–286 (1989)
Bangert, V.: Geodesic rays, Busemann functions and monotone twist maps. Calc. Var. Partial Differ. Equ. 2(1), 49–63 (1994)
Bernard, P.: The asymptotic behaviour of solutions of the forced Burgers equation on the circle. Nonlinearity 18, 101–124 (2005)
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)
Carneiro, M.J.: On minimizing measures of the action of autonomous Lagrangians. Nonlinearity 8, 1077–1085 (1995)
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)
Weinan, E.: Aubry-Mather theory and periodic solutions of the forced Burgers equation. Commun. Pure Appl. Math. 52(7), 811–828 (1999)
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. Ration. Mech. Anal. 157(1), 1–33 (2001)
Fathi, A.: Weak KAM Theorem in Lagrangian Dynamics
Gomes, D.A.: Viscosity solutions of Hamilton-Jacobi equations, and asymptotics for Hamiltonian systems. Calc. Var. 14, 345–357 (2002)
Hedlund, G.A.: Geodesies on a two-dimensional Riemannian manifold with periodic coefficients. Ann. Math. 33, 719–739 (1932)
Lions, P.-L., Papanicolaou, G., Varadhan, S.R.S.: Homogenization of Hamilton–Jacobi Equations, unpublished work, 1987
Luo, S., Yu, Y., Zhao, H.: A new approximation for effective Hamiltonians for homogenization of a class of Hamilton-Jacobi equations. Multiscale Model. Simul. 9(2), 711–734 (2011)
Mitake, H., Tran, H.V.: Homogenization of weakly coupled systems of Hamilton-Jacobi equations with fast switching rates. Arch. Ration. Mech. Anal. 211(3), 733–769 (2014)
Acknowledgements
We are deeply thankful to Hitoshi Ishii, who provides us invaluable comments and suggestions, which help much in vastly improving the presentation of the paper. We also would like to thank Weinan E and Jinxin Xue for helpful comments and discussions.
Author information
Authors and Affiliations
Corresponding author
Additional information
Communicated by F. Lin
Publisher’s Note
Springer Nature remains neutral with regard to jurisdictional claims in published maps and institutional affiliations.
The work of HM was partially supported by the JSPS Grants: KAKENHI #15K17574, #26287024, #16H03948. The work of HT is partially supported by NSF Grant DMS-1664424. The work of YY is partially supported by NSF CAREER award #1151919.
Rights and permissions
About this article
Cite this article
Mitake, H., Tran, H.V. & Yu, Y. Rate of Convergence in Periodic Homogenization of Hamilton–Jacobi Equations: The Convex Setting. Arch Rational Mech Anal 233, 901–934 (2019). https://doi.org/10.1007/s00205-019-01371-y
Received:
Accepted:
Published:
Issue Date:
DOI: https://doi.org/10.1007/s00205-019-01371-y