Quantitative Stochastic Homogenization of Viscous Hamilton-Jacobi Equations

Scott N. Armstrong, Pierre Cardaliaguet · Communications in Partial Differential Equations · 2014

We prove explicit estimates for the error in random homogenization of degenerate, second-order Hamilton-Jacobi equations, assuming the coefficients satisfy a finite range of dependence. In particular, we obtain an algebraic rate of convergence with overwhelming probability under certain structural conditions on the Hamiltonian.

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