Homogenization of a stochastically forced Hamilton-Jacobi equation
نویسندگان
چکیده
Abstract We study the homogenization of a Hamilton-Jacobi equation forced by rapidly oscillating noise that is colored in space and white time. It shown homogenized deterministic, and, general, has an enhancement effect, for which we provide quantitative estimate. As application, perform sensitivity analysis equations term with small amplitude, identify scaling at macroscopic effect felt. The results depend on new, probabilistic estimates large scale Holder regularity solutions, are independent interest.
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ژورنال
عنوان ژورنال: Annales de l'Institut Henri Poincaré C, Analyse non linéaire
سال: 2021
ISSN: ['0294-1449', '1873-1430']
DOI: https://doi.org/10.1016/j.anihpc.2020.11.001