There are general homogenization results in all dimensions for (inviscid and viscous) Hamilton-Jacobi equations with random Hamiltonians that are convex in the gradient variable. Removing the convexity assumption has proved to be challenging. There was no progress in this direction until two years ago when the 1-D inviscid case was settled positively and several classes of (mostly inviscid) examples for which homogenization holds were constructed as well as a 2-D inviscid counterexample. Methods that were used in the inviscid case are not applicable to the viscous case due to the presence of the diffusion term.

In this talk, I will present a new class of 1-D viscous Hamilton-Jacobi equations with nonconvex Hamiltonians for which homogenization holds. Due to the special form of the Hamiltonians, the solutions of these PDEs with linear initial data have representations involving exponential expectations of controlled Brownian motion in random potential. The effective Hamiltonian is the asymptotic rate of growth of these exponential expectations as time goes to infinity and is explicit in terms of the tilted free energy of (uncontrolled) Brownian motion in random potential. The proof relies on (i) analyzing the large deviation behavior of the controlled Brownian particle which assumes the role of one of the players in an emergent two-player game, (ii) identifying asymptotically optimal control policies and (iii) constructing correctors which lead to exponential martingales.

Based on recent joint work with Elena Kosygina and Ofer Zeitouni.

### Probability and Combinatorics

Tuesday, October 17, 2017 - 3:00pm

#### Atilla Yilmaz

NYU