Homogenization of Hamilton-Jacobi equations By P. L, Lions(*), @. Papanicolaou(**) and 8. R. 8. Varadhan(**) Abstract. ‘This paper is concerned with general asymptotic problems for the classical first-order Hamilton-Jacobi equations. We consider the limit Lehavior of solutions of Hamilton-Jacobi equations when the Hamiltonian has ar oscillatory spatial dependence. Our treatment includes the examples of Eikonel equations with os- cillating potentials, or the distances induced by oscillating Riemannian metries on the torus, We also present various qualitative properties of the effective Hamil- tonian. Pinally, the corresponding homogenization problems in the Caleulus of Variations are also treated. ‘Typesetted by N. Yamada on his own responsibility, November 1996. (*) Ceremade, University Paris-Dauphine, Place de Lattre de Tassingny, 75775 Paris Cedex 16 (**) Courant Institute, New York University, 251 Mercer Stree, NY 10012 1Summary Introduction 1, Main convergence result I. Main results 12 Affine deta and exact solutions IL, The cell problem IL Existence and uniqueness 11.2 Qualitative properties of the effective Hamiltonian TIL, Proof of the convergence IIL.1 Convergence of the semi-groups IIL2 Approximation of Hamiltonians IV. Calculus of Variations IV.1 Relations with Hamilton-Jacobi semi-groups IV.2 Convergence V. Extensions ‘Vil General Hamiltonians V.2 Rondom HamiltoniansIntroduction ‘We consider here various questions related to the behavior, as € goes to'0, of the solution uf of the following Hamilton-Jacobi equation But Ee) _ a (a) a +H (E,Du*) 0 in RNx]0, oof together with the initial condition (2) Here and below ut, ug are scalar, up is prescribed and the Hamiltonian H(z, p) € C(RN x RN) is periodic in x (ie, periodic in x for 1 $ i < N of period 1). Finally, D or V denotes the spatial gradient. Such an asymptotic problem falls into the scope of homogenization theory and we refer the reader to A. Bensoussan, J. L. Lions and G, Papanicolaou [2], E. DeGiorgi [9], L. Tartar [18] (and thelr references) for eimi.ar problems. How- ever, to the knowledge, our work is the first one concerning nonlinear first order equations (of hyperbolic type) and which is global in time. Assuming only that uo ¢ BUC(R™) *) and that (3) H(z,p) + +00 as |p| + 00, uniformly for z € RN iformly on RY x{0, 7} (for all T < co) then we will prove below that u® converges u: to the solution u of (4) 7 +H(Du)=0 in RY x]0, cof satisfying (2), where HT ~the effective Hamiltonian is given via the solution of a cell problem (ergodic stationary Hamilton-Jacobi equation) that we solve in details below. *) BUC(X) = {v € C(X) | v: bounded uniformly continuous on X} 3Up to now, we have been vague on the meaning of (1), (4). Let us only indicate for the moment that: we will deal exclusively with viscosity solutions of Hamilton-Jacobi equations (which roughly speaking are limits 0” the solutions of the approximated equations with vanishing viscosity). Viscosity solutions were introduced in M, G. Crandall and P. L. Lions (4) and we refer the reader to M. G. Crandall, L. C. Evans and P. L, Lions [3], P. L. Lions [12), (13), G. Barles [1], H. Ishii (10), [11], M. G. Crandall and P. L. Lions {5}, (6), (7], M. G. Crandall and P. B, Souganidis 8] for further works and references on viscosity solutions, Let us explain now our motivations on two examples. Heample 1. H(«,p) = [pl —V(2). This is of course the standard Hamiltonian in classical mechanics. In this case, (1) is the Cauchy problem for the oscillatory Hamiltonian H,(2,pi = |pl?—V(2/e) (cecall that H and thus V is periodic in 2). Recall — to see the physical motivation — that (1) in this case is known as the Eikonal equation anc is obtained by considering solutions of 06 as erp ay eee iF Wags av (E)e=o in RY x0, 00] of the following form ¢ = e'S/*” f ond letting h + 0. A case of particular interest is the case when V = 0 ond, V = +00 on TT —w where w is an open set of IJ and I is the unit cube (J = {0,1}"). Such aV is highly discontinuous and is not, strictly speaking, covered by our results. Nevertheless, this case may be treated by variants of the method introduced here and we will come back on this problem in a future publication, 4Beample 2 H(2,p) = 4 aispip;. ‘The matrix (aj;) is supposed to be symmetric and uniforaly positive definite, AN Nims 4is(2/€)pip; then defines a sequence ‘The family of Hamiltonians He(2,p) = of Riemannian metrics on the torus TY = R'/Z%. And, we will recall, (1) is closely related to the determination of the associated distance functions d_(zx, y). It is clear that the convergence theorem we mentioned above covers those two examples and therefore we explain below how to identify the effective Hamiltonian TZ. In both cases, we also prove some qualitative properties of Hf; in particular, wwe will observe a surprising phenomenon in Example 1: for many potentials V (all exept trivial ones in dimension 1) F is no more strictly convex in p and in fact 1 vanishes in a neighborhood of the origin. Let us also mention that the Cauchy problem (1)-(2) is very much related to classical problems in the Calculus of Variations such as: find a path €(2) in RN minimizing Le(o,yst) = inf {[e (2.40) da(0) = 2.€0 = v} where 2,y € RY, t > 0 and L(«,p) (the Lagrangean) is coavex in p, periodic in 2, We will see that our main convergence theorem enables us to prove the convergence of Ly as ¢ goes to 0 and to determine the limit. Another relation that we wish to point out here is with the theory of scalar conservation lows: indeed if uf is the (viscosity) solution of (1), (2) when N= 1, then vf = du®/de is the (entropy) solution of | we (E-)) =0 in Rx]0, of‘Thus, our convergence results yield results on the homogenization of scalar convservation laws. Acknowledgement: ‘The first author would like to thans Luc ‘Tartar for helpful computations concerning the one dimensional case (Example 1).I, Main convergence result L1 Main results We consider, for any initial condition ug in BUC(R"), the unique viscosity solution uf of (1)-(2) in BUC(RN x [0,7}) (VT < 00). natural to begin with the usual formal In order to introduce our results, it asymptotic expansions (sce the book [2] for a systematic presentation of such ansatz) canto 1 (24) peta? pie (6) u(x,t) = u(@,4) + ew Eee a where u'(2,y,t) are periodic in y. Plugging (5) into (1) and identifying the terms in front of powers of , we find ou A 1 N Nn ©) FO +H UY Dew(e,1) + Dyw'd) =0 in RY x RN x]0,c0f. ‘Therfore, we are led to the following “cell problem”: for each p € RN, find \€ R such that there exists v viscosity solution of a) Hly,p + Dy») =) in R™, v periodic in y. Of course, \ will depend on p and (provided we can solve (7) in a contented way) we will denote \ = H(p). Then u° “should satisfy” (4) and (25 Our main result shows that all these formal games are cotrect, Theorem 1. Let H ¢ (RY x R") be periodic in « and satisfy (3). Existence and uniqueness of H For each p € RN, there exists a unique A € R—that we denote by H(p)— such that there exists v € C(R™), periodic, viscosity solutionof (7), And H is continuous in p. 7Convergence of u* For any uo € BUC(R™), ut converges uniformly on BN x [0,7] (¥I' < co) to the viscosity solution u of (4) ~ (2) in BUG(RN x0, T]) (VP <0). Remarks: i) The existence and uniqueness of H is proved in section II.1 while we give in section II.2 various qualitative properties of H. V(a), N = 1 and we ii) We give below explicit formula if H(x,p) = |p|? will see that except in the trivial case when V is constant, solutions of (7) are not unique (even up to the addition of constants). Recall that v = w} is the corrector. Hence, we do not know how to characterize u! and we do not know if the asymptotic expansion is valid globaily int iii) Except for very special initial conditions to, we do not know the rate of convergence of u® to w. We now treat explicitly (7) when V = 1 and H(2,p) = [pl?—V(2). Without loss of generality, we may always assume that ming V = 0. Denoting by () the average of any periodic function y on its period, we claim that H(p) is given by H(p) = 0 if |p| S (v¥/*) 8) a Ap) is solution of |p| = (V+ A}/2), \ 20 if [pl = V2). Indeed, we just have to exhibit v € C(R), viscosity solution of (4) for such a . If Ip| S (V2/2), one can find ao & [0, 1}, # € [20,1 + 29] such that 420 O= VV7(20), ip VP. pds [ VW? + pds. ‘Then we set v(x) =[ V2 pds ifag Sa S% 1440 v(x) = ViPt pds ifESaS1ta 8and we extend » periodically. Similarly, if [p| > (V4/2), choosing 2 as in (8), one can find xo € {0, 1] such that (V+A)'"(a)=p if p20 and one argues similarly if p < 0. Then we set (V+rAF—-pds ifr Se@S1tao a0) and we extend v periodically. At this stage, two important observations are to be made: first of all, even if H was steictly convex in p (H(2,p) = [pl? - V(2)!), the effective Hamiltonian H(p) satisfies H V = 0). We will come back on this point in section I1.2. Next, except if V = 0, vis = 0 for |p| < (V1/?) and this is not strictly convex in p (except if not unique in general even up to addition of constants. Indeed, take for example, p= 0 and assume V vanishes at 29,2; satisfying 0 < 29 0, is continuous, periodic then H(p) = bp? with b = ((a~#/2))-® 91.2 Affine deta and exact solutions Our proof(s) of the convergence result in Theorem 1 relies on a simple ob- servation we make in this section. It concerns affine initial concitions i.c., @) uo(a) = a+ pee for some « € R,pé R. For such an initial condition, the solution u of (4)-(2) is given by (10) ‘To be more precise, we reeall from [11], [6] that if vw € UC(R™), there exists a unique viscosity solution of (1)-(2) (or (4)-(2)) in C(R™ x [D, 00), uniformly continuous in ¢ uniformly in ¢ € (0,7) (¥P < co). Then, we choose one solution v € C(R™) of (7) (with ‘H(p)) and we consider as in the formal asymptotic expansion of the preceding section (zt) = u (= (x,t) = u(x,t) +20 @). One checks easily that ii* is a viscosity solution of (1): formally, we have indeed 2 p+mn(3))=0 in view of (7). The initial condition satisfied by i is oe (E,Da*) = Hp) +47 t € (a) satpeabev(2) in RN and thus if u® is the viecosity solution (in the appropriate class recalled avobe) of (1)-@) coresponding to the choice (9), we have by the comparison results of (6), (11) sup jue ~ a] Seoup|ol, BP x{o,c0f BY 10Hence, this yields (12) 1 is proved for affine initial con. ditions. And we will in section III that this is enough to yield the convergence for arbitrary initial conditions. It is possible to explain the “sufficienecy” of affine initial conditions as follows. Denoting S*(t) the semi-group on BUC(R™) (or UC...) induced by the Cauchy problem (1)-(2). Using properties of viscosity solutions [4], {6], we know that S*(t) is order preserving, commutes with the ad- dition of constants. We will also see that $*(¢) has a uniform (in e) speed of propagation of the supports of initial conditions and that S*(é)uo is bounded in wt(R™ x (0,7)) (VT < 00) if wa € Wh°(R), Therefore, we may extract a subsequence € 0, such that S*(t)up converges uniformly on compact subsets of RY x (0, co] to $(t)ug for all ig € UC(R™) and S(t) is a semi-group enjoying all the properties listed above. In addition, we claim that S(t) commutes with translations. Indeed, let 7 € RN and let us denote by 7; the translation by z ie., 729(-) = (+2). Forall ne 1, we may find 2, € én 2", [rn] S Cén such that z= z_-+7,. Obviously, S*(¢) commutes with rz, and passing to the limit we conclude that S(t) commutes with But then, by the inverse result of P, L, Lions [15], {14), such a semi-group is automatically the semi-group of viscosity solutions of « certan Hamilton-Jacobi equation of the form M4 PUDu) =0 in RY }0,001 ulwhere F € C(R™), But we already know that if to is affine, S't)uo = a+ p-2— +H (p) while the above characterization also yields S(tue=a+p+2-LF(p). ‘Therefore, F = TH and we conclude. ‘This scheme of proof may be justified, however we will prefer another one lightly different. Anyway, it indicates why affine initial conditions are enough here to determine the behavior of the complete semi-group. 12IL. The cell problem IL1 Existence and uniqueness ‘To prove the existence of v, \ satisfying (7), we consider the approximated equation (a3) H(y,p+ Dyva) + vq =0 in RY, where a > 0. Since H € BUC(RN x Bp), H satisfies (31, we know by (12), [13] that there exists a unique vq € W'°(RY), viscosity sclution of (13). The uniqueness then implies that vq is periodic, Furthermore, we have (aa) ~ sup H(ysp) Save Sigh H(yp)- And the combination of (13), (14) yields in view of (3) [|Dvalloo $C for some constant C’ independent of a. We then set Sj = vq —minzz vq, recall that IT is the unit cube. Cleazly, i is periodic, bounded in W°(R%) and (extracting a subsequence if necessary) we may assume that (,—av_) converge uniformly on IZ (cr on RY) to some (vA) € Wh(R%) x Rwhere v is periodic. By the properties of viscosity solutions vis a viscosity solutions of (7). And the existence is proved. Notice that we also proved (15) int H(y,p) SH) $ sup H(y,p), Vp R. y 13‘To prove the uniqueness of A, suppose that (v, A), (w, 42) € C(RY) x R satisfy (1). TEX £ 4, we may assume that \ <1 and remarking that we may add constants to v, w we may also assume that v > w on RY, Then, for « small enough we still have A-+av S pt-+ aw. On the other hand, », w are the unique viscosity solutions in BUC(R") of Aly,p + Dw) +aw=(4+aw), Hy,p+ Dv)+av=A+av in RN. Then, by the comparison results for viscosity solutions, we deduce w2v on RY, ‘The contradiction proves the uniqueness of A. ' Observe that the uniqueness of \ implies easily the continuity of F(p). Ob- serve also that we proved in fact that if F(y,g) € C(R® x R), is periodic in y and satisfies (3) then there exists a unique A = A(F) € R such that there exists v €C(R), viscosity solution of (16) Fy, Dv) =) in RN, v periodic. Some properties of ) (as a fimetion of J*) are given in the next section, irIL.2 Qualitative properties of the effective Hamiltonian Proposition 2. Let Fi, F, ¢ C(R™ x R¥) be periodic in y and satisfy (3) Then, we have ACH) = 1A), AF) = AG (4-/4), E> 0, rea) inf Fi(y,0) $ AU) S sup Fi(y, 0), y : (18) QUA) - AC))* soup { (Filvsa) ~ Fatasg))* Ly € R% lal < R} where R < co is such that inf{Fi(y,9) | y € R,|ql 2 R} 2 sup, Fily,0) for i= 1,2; (19) AGS) = Méi) where Ay.) = AWs-2 +9), if F\(y,9) = Fy, —q—2) for some z € RN; (20) MF) S OXF) + (18) if 6 €]0,1{, Fi is convex in q, Fi(y,a) = Fi(y,2 +4) for some z © RN and Flu, g) = File +9) Finally, if for some ) € R, one can find w 6 C(R™), periodic, viscosity subsolution or supersolution of (16) then A= MF. Remarks: i) We deduce in particular from (18) that if Fy < F, then MF) < MF). ii) If H(e,p) is even in p, then Fa(y,q) = H(y,p + 4) satisfies Fy(y,q) = Fily,—@—2) with 2 = 2p, and thus Tf(p) is even, iii) If H(e, p) is convex in p, then (20) implies that HI(p) is convex. Proof of Proposition 2: We already proved (16), while (17) is obvious, and (19) is easily deduced from the ease of (x) = v(—2). To prove (18), we claim that 15if vf, uf are the viscosity solutions of 0 ink” Fly, Duf) + ave then —av? < sup, Fi(y,0) and thus |Du? loo S R. Next, we know from (4], that L (of - 08)" SJ oun {(Aa) - Palsa))* lve RY hl s Rh And we obtain (18) since —av? converges to Xi(F) as a goes to 0 Next, the properties of \(F) with viscosity subsolutions or supersolutions of (16) is proved exactly as we proved the uniqueness of A. And (26) is deduced from this properties since Fly,Dv2 + (1-6)Dyy) = Fly, Ge + 6D» + (1 - 6)Dvs) SOF,(y,2 + Doz) + (1—O)Fi(y, Der) = OF, (y, Dez) + (1 — 8)Fi(y, Der) = ON(F) + (= ACF) where v1, v2 solve (16) for J, Fy 1 Let us now review what we know on the effective Hamiltorian H(p) for the two examples mentioned in the Introduction. Brample 2 We consider H(x,p) = Dh jay aij(2)pipj where aj;(x) = aj; is continuous, periodic and uly 2 (ais(2)) 2 vl on RY iarks above, TT is convex, even, homogeneous for some piv > 0. Then, by the of order 2 (use (17)) and Hip? 2 A(p) 2 v\pl? 16We do not know if this is a characterization of Fr. ipl? — ¥(@) where ¥ ie continuous peri- Boample 1. We consider H(z, p) odic. ‘Then, we know that IT is convex, even and Ip? - maxV < H(p) < |p? —minV, Vvpc RN. Recall that in section 1, we gave explicit formula when N= 1 and we observed that: H(p) =—minV if |p| S$ (V -minv)'), We want now to discuss a similar property of H if N > 2. Without loss of generality (adding constants), we may normalize in such a way that minV = 0. ‘Then, we claim that if V satisfies Ql) Vier) = min{V(e1,...,2n) | 2) € [01,5 Ai} #0 on [0,1], Visi SN then 77 vanishes in a neighborhood of 0. Indeed, we have V 2 JO, Vi(ai) and it is then easy to check that H(p) < SC, Hi(p:) (use (18)), where Hf is the offective Hamiltonian corresponding to {p;{? — V;(:). Since H; vanishes for {ps < (V2/?), we deduce (22) HQ) =0 fps?) isisn. On the other hand, if V satisfies (23) 3¢ € BV (0, 1]; RY )NC(0, 1}; RY), €(1),6(0) € RN\{0}, V(E(t) =O for t € [0,1] then H(p) does not vanish in a neighborhood of the origin. We argue by contra- diction and thus we assume that there exists v € W™(R™) viscosity soluti of Ip+ Do? =V_ in RN, v periodic 7for some p € RN such that (p, €(1) — €(0)) # 0. Formally, we cbserve that on the path €(2) we have Do€(t)) = —p and thus 0 = v(€(1)) — v(€(0)) = -(p, (1) — &(0)) # 0! Since v is not C, this computation has to be justified as in P, L. Lions [12]: by convolation, we may find ve € C'(R") such that p+ DvP SV +e in RY, |v. vf. Se. ‘Then, the argument above yields (p,£Q) ~ €(0)) < ve J ld] and letting € go to 0 we conclude, 1 Let us conclude by pointing out the consequences of H vanishing say in a ball Br: let to € UC(R®) satisfy ||Duoll.o 0, we set (32) S(a,y,t) = int { [xe )€(Dads | E € W((0, RY), €(0) = ¥,€(0) = Clearly, (2,9, 4) is finite if (for example) (33) L(a,p) > -C + VW(2) +p for some C > 0, W € O'R). Observe also that if L(2,p) = L(p) then (34) S(e.yt) tL Ge and the infimum is achieved for £(s) = y + s(2 —y)/t. Asin P, L, Lions [12}, we need to investigate the continuity of Sin (2, y,¢) Lemma 3, We assume (33) and aL, (35) ® (2,p) -p S$ CyL(x,p) + Co for some positive constants Ch, Cp 2 1, Then, for any 6 > 0, S(a,y,t) € Wher(As x (8.1/8) where As = {(ey) € RN x RN | fe — yl < 1/8} and the W° bound depends only an 6, C, C1, Cs in (38), (85) and bounds of Lx, p) on RN x Br for R < 00. Proof. For any path § addmissible for (z,y,1) we get &(s) = E(s) for 0s St =24(s~ih/hj, for tS s0. 23.Similarly, considering for any path addmissible for S(e,y,t) the path ls) = (8) for 0S 8 St, &s) =a fort 0. Finally, let, h > 0, we consider for every admissible path ¢ for S(2,,t-4h) the path &(s) = €((t + h)s/t) for 0S s$t. And we have ston s [1 Gunite) a= [4 (a, he) a, Observe next that (35) implies (35) L(x, Ap) S 4% L(e,p) + Zoe 1). We,pe RY, YAS1 7 ‘Therefore, we find senns(2)™ [reonsel (89) or taking the infimum over all € a1 a (38) -S(x,y,t) < (4) steantemvo{(H) - for all 2, y € RN, t, h > 0. ‘To conclude we observe that we have in view of (33) (39) Slw,2,t) 2 -Ct, S(e,2,t) < Le,0)¢ while clearly (40) S(t) Cr ifo—y SR, The combination of (86)-(40) yields Lemma 3. ' 24Let us also observe the following easy property (equivalent to the optimality principle of dynamic programming in optimal control theory) inf {S(o,z,t) + S(z,v,8)} 2eRN (41) S(e,y,t+s for all x, ye RN, t,5>0, We may now recall the relations between $(2,y,2) and Hamilton-Jacobi equa- tions: we will assume in all that follows (35) and (42) L{2,p)[pI-* -+ +00 as |p| + 00, uniformly in 2 ¢ RY. In particular, this implies (93) (with W = 0). We denote by H(e,p) the dual convex function (in p) of L(2,-) ie. (43) H(x,p) = sup (p-q~ L(z,q)), aeR™ 0 that L is the cual convex function of H and H € BUC'RN x By) for all 2 < 00, H satisfies (42) and thus (3). We denote by (2) the viscosity semi-group (on UC(RY), or on BUC(R®)) corresponding to the Hamiltoni-Jacobi equation (44) eee H(x,Du) =0 in RY x (0,00). a With those assumptions and notations, we deduce from Lemma 2 and from the results and methods of P. L, Lions (12] the following properties: for any fixed y€ RY, S(x,y, 2) is a viscosity solution of (44) which satisfies (45) S(z,2,t) 40 as t+ 04, S(x,u,t) + +00 as t+ 04 uniformly |y 2] 2 8 >0 In addition, for any uo € UC(R™), we have (48) (Suol(z) = inf, fuoly) + S(e,wt)}, VED 0, Vee B®, ¥ 25Remarks: i) I¢ is possible to relax (35), however since we need below the Particular dependence on Lipschits bounds of S we have in Lerma 3, we will skip auch extensions, ii) Let us mention that for fixed « € R", S(x,y, t) is a viscosity solution of a + H(y,~Du) =0 in RY x (0,00). (ast) IV.2 Convergence result We now turn to the homogenization problems we are introduced in: we thus assume that Z (and thus H) is periodic in and we introduce $*(e, y,1) which corresponde (as in (32)) to the Lagrangean L(e/e,p). We thus deduce from (46), for any up € UC(R) 47) 1S*(ryuol(2) = inf, {uo(v) +5%(x,9,2)}, VE>0, Vee RN. x Furthermore, Lemmag (and its proof) implies that $*(2,y,4) is bounded in Wh(Ag x (51/6) independently of e (for all 5 > 0). Then, we deduce easily ftom Theorem L the Corollary 4. Let L(2,p) € C(R x R") be convex in p, periodic in x. We assume that 1 satisfies (95) and (42). ‘Then, S(x,y.) converges uniformly on As x [5.1/8] (V5 > 0) to S(x,y.) = E(w —y)/t) ase goes to 0, where L is the dual convex fanction of Hf. i We next conclude this section by giving another proof of the eonvergence result in Theorem 1 on above, using only the observation in section 1.2 that is (48) inf{p-y + S*(%,y,)} > p-2~tH(p), ase40 26uniformly in « € RY, ¢ 2 0. By the bounds proposed in Lemma 3, we may find a sequence &y 0 such that #944) > S(o444) uniformly on compact subsets of RY x RB x]0, cof First of all, considering the convex funetions f(p) = maxsen H(2,p), Ew) = ()"(p), we remark that (49) S(x,y, 1) 21k Ge) » Vayy,e RN, Yt>0, Since Z(p)[p|~! > +00 as |p| -¥ co, we deduce from (42) and (41) the following relations (50) p-2—tH(p) =inf {o-y + S(e,u,#)} Vespe RY, Ve> 0 (51) 3(e,y,¢+8) = inf {5(e,2,1) +3le,y,8)}, Vesye BN, Wts>0. ‘We now introduce the following quantities (closely related to I'-limits in DeGiorgi’s sence [9]): let t > 0, € € C([0, 4]; RY), we set Bg) = ins{limint f 1 (4) as] & € Wh(0,4; RY), fa € uniformly on wou} S too. Because of (42), we see that if L(€) ¢ £'(0,#) (in particular if € ¢ wit, 4 RN) then B(t,£) = +00. Again because of (42), one shows easily that (2) Besant) = int (8,6) 110) = E(t) = 2,8 € C0.4;2")} for all «, y € RN, t > 0. Notice that the infimum is infact restricted to € € W'(0,t; RY) and that B(t,-) is lower semi continuous for the uniform convere gence (¥E> 0), aUsing easy translations arguments (similar to those we did several times) we observe that &() +4, for somes ¢ RY (53) BGG = m8) i (54) Bé) = Bls,4)+B(r—3,&) if0<58 0. (56) S(@2) = BG) where g(t) = ‘To prove the claim, we consider any minimizing € such that B(E,€) < oo and thus € € W(0,% RN). And we introduce a family of transformations Tr on such § defined though sets F composed of an integer m 2 1, a attition of {0,7} O Vee RY, YA >0. Indeed, we first remark that the combination of (53), (54), (56) yields 3.) =m3(2,2), Vee RN, VE>0, Vm21 mm, and thus (57) holds with A € @ and by density (57) is proved. 1 Denoting by § (2,1), we deduce from (57) (7’) Se,ut) = 13(e~y)/t), 2,.y eR", VED. In order to conclude, we just need to prove that S(z) is convex. Indeed, (50) implies that (3)' = H and thus if 3 is convex then 3 = i) = conclude. ‘The convexity of $ follows from (51) since (51) yields for 2, y € R™, and we 6€ (0,1) ‘S(O + (1 - 6)y) = B(Gx + (1 — ey, 0,1) S$ S(O + (1 — By, (1 — 9)ys4) + 5((1 —8)y, 0,1 — 0) = 05() + (1 - 8)5(y) 29IV. Extensions IV.1 General Hamiltonians We now consider a more general Hamiltonian H(2,y,p) € BUC(RN x RN x. Bx) (VR < co), periodic in y, satisfying (3) H(x,u,p) + +00. as |p| + +00, uniformly in 2, y ¢ RN, For any uo € BUC(R), we denote by u* the unique viscosity solution in BUC(R x (0,2) (YT < 00) of 0 in RY x (0,00) (68) oe +H («, ; Dit) 2) wg = to in RN, ‘Then, with the notations of section II, we consider H(2,p) = ACH (2, y,p-+q)) In view of Proposition 2, H(x,p) € BUC(RN x Br) (WR < 00) ond F satisfies (59) E(e,p) + +00 as |p| + 00, uniformly in 2 € B®. Hence, there exists a unique viscosity solution w in BUC(RN x {0,T}) (VP < co) of (60) S H(e,pa)=0 in RY x (0,00) satisfying the initial condition (2). We then have 30Theorem 8. Let H(x,y,p) € BUC(R™ x Bp) (VR < 00), periodic in y, satisfy (3') and let uo € BUC(RN). Then ut converges uniformly on R® x RN x. (0,2] (VP < co) tow Remark: In fact, by the methods which follow, we cen treat more general equations of the form : Out 2 but Dut) <0 in RY (58") ate 2, Z.tut, Du’) =0 in RY x (0,00) where H(2,y,t,s,p) € BUC(R® x RN x [0,7] x [-R,R] x By) (VR < 00) is periodic in y and satisfies H(#,¥t,s,) + +00 as |p| + co, uniformly in 2, y € RN,te (0, 7], s bounded A> ~00, H(x,9t, 9152) ~ He, 444, 92,0) 2 asi ~ 2) if 2 90 YR < 00, 3Cn > 0 H(#, vsti, 8,9) — H(2,4,t2,3,p) 2 Cr(ty ~tz) ift 3 ta, |S] SR. In this case, the same result as above holds with the effective Haniltonian (2, t,«,p) given by H(2,t,8,p) = A(H(2,y,4,5,p +9), Vey e RY, vee (0,2), Vee R, Proof of Theorem 5: By the same argument as in section TIL.2, itis enough ‘0 prove Theorem 8 when #7 is smooth ic. at least locally Lipschita in p, uniformly in (7,y) € RN x R™, Next, estimates like (24), (25) still hold and as in section ILL, we may find a sequence cy —+0 such that S**(t)ue converges uniformly on compact sets of R x{0,00{ to 3(t)ua forall uo € UC(R™) and S(t) ia semigroup on UC(R"), mapping BUC(R”) into BUG(R™) such that (S(thug}(2) € CUR’ x oe), $(Quo has a uniform modulus of continuity for t € [0,7] (VI < oo) and [S()uol(wo) € BUC(R x/0, 7) (VT < 00) if uo € BUC(R™). Furthermore, S(t) 31preserves order and the finite speed of propagation property (29) holds. Menee, in view of [16], we just have to prove that if uy ¢ C2(R™) then far all zp € RN 1 7 {[S@uo](z0) ~ uo(z0)} + He, Duo(zo)) as! 04. uniformly if uo belongs to a bounded set of C2(R"), ‘To this end, we consider the Hamiltonians H(zo,y,p) aad H(a0,p). We denote by S5(6), So(é) the viscosity semi-groups corresponding to H(0,2/¢,p), ‘H(#o,p). By Theorem 1, we know that $§(2)uo converges uniformly on R x0, 7] (VP <0) to So(t}uo. Furthermore, we also deduce from the fine speed of prop: agation of supports (see [4]) that if uy ¢ C(R”), Deo € L°(R"), then {ES*()ve](e0) — [56(4} 0] 20)] Stoup{H(e,y,p) — H(#0,y,p)| | |e - 20] S$ Cty € RN [pl SC} for some C' depending only on {[Dvolloo and H. Sending ¢ to 0, we deduce 1 7AUSS()uoo0) —vof00)} ~ HSH) ~ woso)}| < e() +0 as t+ 04 here e(-) depends only on [|Dualleo. But now, we do have for S(t) the property wwe wish to prove and this enable us to conclude. 1 V.2 Random Hamiltonians We adapt the setting of G. Papanicolaou and S. R. $. 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