Sharp O(ε log(1/ε)) global and O(ε) almost-everywhere convergence rates are established for periodic homogenization of viscous quadratic Hamilton-Jacobi equations.
Optimal rate of convergence in the vanishing viscosity for uniformly convex Hamilton-Jacobi equations
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abstract
The purpose of this note is to provide an optimal rate of convergence in the vanishing viscosity regime for first-order Hamilton-Jacobi equations with uniformly convex Hamiltonian. We prove that for a globally Lipschitz-continuous and semiconcave terminal condition the rate is of order O($\epsilon$log$\epsilon$), and we provide an example to show that this rate cannot be sharpened. This improves on the previously known rate of convergence O($\sqrt$$\epsilon$), which was widely believed to be optimal. Our proof combines techniques involving regularisation by sup-convolution with entropy estimates for the flow of a suitable version of the adjoint linearized equation. The key technical point is an integrated estimate of the Laplacian of the solution against this flow. Moreover, we exploit the semiconcavity generated by the equation to handle less regular data in the quadratic case.
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math.AP 3years
2026 3representative citing papers
The vanishing viscosity approximation for first-order MFGs with nonlocal coupling converges at rate O(ε^{1/2}) for the value function and O(ε^{1/8}) for the density in Wasserstein distance.
Vanishing viscosity approximations of possibly degenerate viscous Hamilton–Jacobi equations on the torus converge pointwise at rate O(ε|log ε|) and in averaged form at rate O(ε).
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