Hamilton-Jacobi Equations and Mean Field Games: From Modeling to Numerics via Analysis

Rate of convergence for singular perturbations of Hamilton-Jacobi equations in unbounded spaces

2 Oct 2026, 10:30

30m

Aula Dini (Palazzo del Castelletto)

Speaker

Daria Ghilli (Università di Pavia)

Description

We present rate of convergence results for singular perturbations of Hamilton-Jacobi equations in unbounded spaces where the fast operator is linear, uniformly elliptic and has an Ornstein-Uhlenbeck-type drift. Our achievements are the first rate of convergence results without any periodicity assumption. More in detail, in our HJ equation, the slow operator is a fully nonlinear elliptic operator while the source term is assumed only locally Hölder continuous in both fast and slow variables. We obtain several rates of convergence according to the regularity of the source term.