Effective transmission conditions for Hamilton-Jacobi equations defined on two domains separated by an oscillatory interface

preprint2015arXivOpen access

Abstract

We consider a family of optimal control problems in the plane with dynamics and running costs possibly discontinuous across an oscillatory interface ΓεΓ_ε. The oscillations of the interface have small period and amplitude, both of the order of εε, and the interfaces ΓεΓ_ε tend to a straight line ΓΓ. We study the asymptotic behavior as ε→0ε\to 0. We prove that the value function tends to the solution of Hamilton-Jacobi equations in the two half-planes limited by ΓΓ, with an effective transmission condition on ΓΓ keeping track of the oscillations of ΓεΓ_ε.

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