Convergence rates for the vanishing viscosity approximation of Hamilton-Jacobi equations: the convex case

We study the speed of convergence in $L^\infty$ norm of the vanishing viscosity process for Hamilton-Jacobi equations with uniformly or strictly convex Hamiltonian terms with superquadratic behavior. Our analysis boosts previous findings on the rate of convergence for this procedure in $L^p$ norms, showing rates in sup-norm of order $\mathcal{O}(ε^β)$, $β\in(1/2,1)$, or $\mathcal{O}(ε|\logε|)$ with respect to the vanishing viscosity parameter $ε$, depending on the regularity of the initial datum of the problem and convexity properties of the Hamiltonian. Our proofs are based on integral methods and avoid the use of techniques based on stochastic control or the maximum principle.

Publication Details

Journal
ArXiv.org
Published
2025-02-21
Primary Topic
Stochastic processes and financial applications
Type
article
Field-Weighted Citation Impact
0.00
Controls
|||
ALL TIME
JAN
FEB
MAR
APR
MAY
JUN
JUL
AUG
SEP
OCT
article

Convergence rates for the vanishing viscosity approximation of Hamilton-Jacobi equations: the convex case

ArXiv.org
Stochastic processes and financial applications
article

Convergence rates for the vanishing viscosity approximation of Hamilton-Jacobi equations: the convex case

article en

Abstract

We study the speed of convergence in $L^\infty$ norm of the vanishing viscosity process for Hamilton-Jacobi equations with uniformly or strictly convex Hamiltonian terms with superquadratic behavior. Our analysis boosts previous findings on the rate of convergence for this procedure in $L^p$ norms, showing rates in sup-norm of order $\mathcal{O}(ε^β)$, $β\in(1/2,1)$, or $\mathcal{O}(ε|\logε|)$ with respect to the vanishing viscosity parameter $ε$, depending on the regularity of the initial datum of the problem and convexity properties of the Hamiltonian. Our proofs are based on integral methods and avoid the use of techniques based on stochastic control or the maximum principle.

ArXiv.org
Reduced inequalities
Openalex Percentile: Top 42%
Stochastic processes and financial applications
AI Navigator

Ask Laika to Summarize, Analyze, and Connect papers live on the map.

Summarize Papers & Methodologies

Extract key findings, datasets, and comparative methods across publications.

Benchmark Rankings & Visual Analytics

Rank top research institutions, authors, funders, topics, and journals by Field-Weighted Citation Impact (FWCI) and paper volume with instant charts.

Connect Distant Disciplines

Bridge topological clusters on the map to find hidden collaborative intersections.

Convergence rates for the vanishing viscosity approximation of Hamilton-Jacobi equations: the convex case · ArXiv.org (2025) | TGRS Research Map | TGRS