A generalized Newton method for homogenization of hamilton-jacobi equations

We propose a new approach to the numerical solution of cell problems arising in the homogenization of Hamilton-Jacobi equations. It is based on a Newton-like method for solving inconsistent systems of nonlinear equations, coming from the discretization of the corresponding cell problems. We show that our method is able to solve efficiently cell problems in very general contexts, e.g., for first and second order scalar convex and nonconvex Hamiltonians, weakly coupled systems, dislocation dynamics, and mean field games, also in the case of more competing populations. A large collection of numerical tests in dimensions one and two shows the performance of the proposed method, both in terms of accuracy and computational time. © 2016 Society for Industrial and Applied Mathematics.