Cauchy problem and periodic homogenization for nonlocal Hamilton-Jacobi equations with coercive gradient terms

Abstract

This paper deals with the periodic homogenization of nonlocal parabolic Hamilton-Jacobi equations with superlinear growth in the gradient terms. We show that the problem presents different features depending on the order of the nonlocal operator, giving rise to three different limit problems. To prove the locally uniform convergence to the unique solution of the Cauchy problem for the effective equation we need a new comparison principle among viscosity semi-solutions of integro-differential equations that can be of independent interest.