Computing the Effective Hamiltonian Using a Variational Approach

Diogo A. Gomes, Adam M. Oberman

Abstract: A numerical method for homogenization of Hamilton--Jacobi equations is presented and implemented as an $L^\infty$ calculus of variations problem. Solutions are found by solving a nonlinear convex optimization problem. The numerical method is shown to be convergent, and error estimates are provided. One and two dimensional examples are worked in detail, comparing known results with the numerical ones and computing new examples. The cases of nonstrictly convex Hamiltonians and Hamiltonians for which the cell problem has no solution are treated.