Stochastic homogenization of Hamilton‐Jacobi‐Bellman equations

By Elena Kosygina, Fraydoun Rezakhanlou, S. Varadhan. 2006

126 citations recorded by the source corpus.

Subfields: Computational Mechanics, Computational Theory and Mathematics, Modeling and Simulation

View Paper: https://www.semanticscholar.org/paper/5bf00e399347dc812b0a99843a130adea0c88490

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

In Computational Mechanics

In Computational Theory and Mathematics

In Modeling and Simulation

Citations in the corpus

Stochastic homogenization of Hamilton-Jacobi and degenerate Bellman equations in unbounded environments (2011, methodology): “A new proof of the results of [16, 23, 28, 32], which yields only convergence in probability but does not rely on formulae, has recently been found by Lions and Souganidis [24].”
Stochastic homogenization of Hamilton-Jacobi equations in stationary ergodic spatio-temporal media (2009, background): “It is also interesting to note that the presence of a time dependent Hamiltonian caused additional difficulties in [18] which were not present in the time independent case treated in [19].”
Asymptotic and numerical homogenization (2008, methodology): “For A = I another proof and different formula for H̄ were obtained in Kosygina et al. (2006). For general A, even completely degenerate, this formula is generalized in Lions and Souganidis (2005b).”
Stochastic Homogenization of Nonconvex Hamilton‐Jacobi Equations: A Counterexample (2015, background): “This result has been extended to various frameworks, still under the assumption that the Hamiltonian is convex in p (see [19, 15, 18, 17, 22, 4, 6]).”
Stochastic Homogenization of Level-Set Convex Hamilton–Jacobi Equations (2012, result): “As mentioned above, results for stochastic homogenization of first-order Hamilton-Jacobi equations were first obtained by Souganidis [25] and Rezakhanlou and Tarver [23] and, for viscous HamiltonJacobi equations, by Lions and Souganidis [21] and Kosygina, Rezakhanlou, and Varadhan [15].”
Rates of convergence for the homogenization of fully nonlinear uniformly elliptic pde in random media (2010, result): “A similar result was obtained independently by Kosygina, Rezankhanlou and Varadhan [ 18 ].”
Error estimates and convergence rates for the stochastic homogenization of Hamilton-Jacobi equations (2012, methodology): “[21] P.-L. Lions, G. C. Papanicolaou, and S.R.S. Varadhan.”