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Rate of convergence for multiscale homogenization of Hamilton—Jacobi equations

Published online by Cambridge University Press:  26 May 2009

Claudio Marchi
Affiliation:
Dipartimento di Matematica, Università della Calabria, Ponte Bucci 30B, 87036 Rende (CS), Italy (marchi@mat.unical.it)
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Abstract

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This paper concerns the homogenization problem for fully nonlinear first-order equations of Hamilton—Jacobi type with a finite number of scales. Under some coercivity and periodicity assumptions we provide an estimate of the rate of convergence. Finally, some examples arising from optimal control and deterministic differential games are discussed.

Type
Research Article
Copyright
Copyright © Royal Society of Edinburgh 2009