Homogenization of nonconvex viscous Hamilton-Jacobi equations in stationary ergodic media in one dimension

Abstract

We establish homogenization for nondegenerate viscous Hamilton-Jacobi equations in one space dimension when the diffusion coefficient $a(x,\omega )>0$ and the Hamiltonian $H(p,x,\omega )$ are general stationary ergodic processes in $x$. Our result is valid under mild regularity assumptions on $a$ and $H$ plus standard coercivity and growth assumptions (in $p$) on the latter. In particular, we impose neither any additional condition on the law of the media nor any shape restriction on the graph of $p\mapsto H(p,x,\omega )$. Our approach consists of two main steps: (i) constructing a suitable candidate $\overline{H}$ for the effective Hamiltonian; (ii) proving homogenization. In the first step, we work with the set $E$ of all points at which $\overline{H}$ is naturally determined by correctors with stationary derivatives. We prove that $E$ is a closed subset of $\mathbb{R}$ that is unbounded from above and below, and, if $E\ne \mathbb{R}$, then $\overline{H}$ can be extended continuously to $\mathbb{R}$ by setting it to be constant on each connected component of $E^c$. In the second step, we use a key bridging lemma, comparison arguments and several general results to verify that homogenization holds with this $\overline{H}$ as the effective Hamiltonian.

arXiv comment20 pages