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Homogenization of elliptic equations with principal part not in divergence form and hamiltonian with quadratic growth
Authors:A Bensoussan  L Boccardo  F Murat
Abstract:In this paper, we consider the following problem: equation image Here the coefficients aij and bi are smooth, periodic with respect to the second variable, and the matrix (aij)ij is uniformly elliptic. The Hamiltonian H is locally Lipschitz continuous with respect to u? and Du?, and has quadratic growth with respect to Du?. The Hamilton-Jacobi-Beliman equations of some stochastic control problems are of this type. Our aim is to pass to the limit in (0?) as ? tends to zero. We assume the coefficients bi to be centered with respect to the invariant measure of the problem (see the main assumption (3.13)). Then we derive L, Hurn:x-wiley:00103640:media:CPA3160390604:tex2gif-stack-1 and Wurn:x-wiley:00103640:media:CPA3160390604:tex2gif-sup-6, p0 > 2, estimates for the solutions of (0?). We also prove the following corrector's result: equation image This allows us to pass to the limit in (0?) and to obtain equation image This problem is of the same type as the initial one. When (0?) is the Hamilton-Jacobi-Bellman equation of a stochastic control problem, then (00) is also a Hamilton-Jacobi-Bellman equation but one corresponding to a modified set of controls.
Keywords:
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