Quantitative Stochastic Homogenization of Viscous Hamilton-Jacobi Equations

Scott N. Armstrong, Pierre Cardaliaguet
2014 Communications in Partial Differential Equations  
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.
doi:10.1080/03605302.2014.971372 fatcat:u36tvrtxnzcghhgwxp3njvawsa