Higher Order Convergence Rates in Theory of Homogenization III: viscous Hamilton-Jacobi Equations

Abstract: In this paper, we establish the higher order convergence rates in periodic homogenization of viscous Hamilton-Jacobi equations, which is convex and grows quadratically in the gradient variable. We observe that although the nonlinear structure governs the first order approximation, the nonlinear effect is absorbed as an external source term of a linear equation in the second and higher order approximation. Moreover, we find that the geometric shape of the initial data has to be chosen carefully according to the effective Hamiltonian, in order to achieve the higher order convergence rates.