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.
Rate of convergence for multiscale homogenization of Hamilton-Jacobi equations
MARCHI, CLAUDIO
2009
Abstract
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.
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