Stochastic Homogenization of Level-Set Convex Hamilton–Jacobi Equations
نویسندگان
چکیده
منابع مشابه
Stochastic Homogenization of Reflected Stochastic Differential Equations
We investigate a functional limit theorem (homogenization) for Reflected Stochastic Differential Equations on a half-plane with stationary coefficients when it is necessary to analyze both the effective Brownian motion and the effective local time. We prove that the limiting process is a reflected non-standard Brownian motion. Beyond the result, this problem is known as a prototype of non-trans...
متن کاملLevel Set Characterization of M-convex Functions
This note shows that level sets of a function characterize an M-convex function introduced by Murota.
متن کاملLevel-set methods for convex optimization
Convex optimization problems arising in applications often have favorable objective functions and complicated constraints, thereby precluding first-order methods from being immediately applicable. We describe an approach that exchanges the roles of the objective and constraint functions, and instead approximately solves a sequence of parametric level-set problems. A zero-finding procedure, base...
متن کاملStochastic Homogenization for Some Nonlinear Integro-Differential Equations
In this note we prove the stochastic homogenization for a large class of fully nonlinear elliptic integro-differential equations in stationary ergodic random environments. Such equations include, but are not limited to Bellman equations and the Isaacs equations for the control and differential games of some pure jump processes in a random, rapidly varying environment. The translation invariant ...
متن کاملA Priori Estimates for Solutions of Fully Nonlinear Equations with Convex Level Set
We derive an a priori C2,α estimate for solutions of the fully non-linear elliptic equation F(D2u) = 0, provided the level set Σ = {M | F(M) = 0} satisfies: (a) Σ∩ {M | TrM = t} is strictly convex for all constants t; (b) the angle between the identity matrix I and the normal Fij to Σ is strictly positive on the non-convex part of Σ. Moreover, we do not need any convexity assumption on F in the...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: International Mathematics Research Notices
سال: 2012
ISSN: 1687-0247,1073-7928
DOI: 10.1093/imrn/rns155