Rates of Convergence in Periodic Homogenization of Nonlocal Hamilton-Jacobi-Bellman Equations

2020/12/05 by Andrei Rodríguez-Paredes, Rodríguez-Paredes, Andrei, Erwin Topp +1
Computer Science · Mathematics · #Advanced Mathematical Modeling in Engineering #Analysis of PDEs (math.AP) #Differential Equations and Numerical Methods #FOS: Mathematics #Nonlinear Partial Differential Equations

paper · pdf · doi:10.48550/arxiv.2012.02908

openalex publication_date 2020/12/05 · openalex created_date 2022/07/25 · openalex updated_date 2026/07/28

Abstract

In this paper we provide a rate of convergence for periodic homogenization of Hamilton-Jacobi-Bellman equations with nonlocal diffusion. The result is based on the regularity of the associated effective problem, where the convexity plays a crucial role. Such regularity estimates are possible from the available literature once we provide a representation formula for the effective Hamiltonian, a result that has an independent interest.

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