Homogenization of pathwise Hamilton-Jacobi equations

Abstract

We present qualitative and quantitative homogenization results for pathwise Hamilton-Jacobi equations with "rough" multiplicative driving signals. When there is only one such signal and the Hamiltonian is convex, we show that the equation, as well as equations with smooth approximating paths, homogenize. In the multi-signal setting, we demonstrate that blow-up or homogenization may take place. The paper also includes a new well-posedness result, which gives explicit estimates for the continuity of the solution map and the equicontinuity of solutions in the spatial variable.