Rate of convergence for periodic homogenization of convex Hamilton–Jacobi equations in one dimension

Let u ε and u be viscosity solutions of the oscillatory Hamilton–Jacobi equation and its corresponding effective equation. Given bounded, Lipschitz initial data, we present a simple proof to obtain the optimal rate of convergence O ( ε ) of u ε → u as ε → 0 + for a large class of convex Hamiltonians H ( x , y , p ) in one dimension. This class includes the Hamiltonians from classical mechanics with separable potential. The proof makes use of optimal control theory and a quantitative version of the ergodic theorem for periodic functions in dimension n = 1.