Rate of convergence for multiscale homogenization of Hamilton—Jacobi equations
Claudio Marchi · Proceedings of the Royal Society of Edinburgh Section A Mathematics · 2009
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.