Remarks on the rate of convergence of the vanishing viscosity process of Hamilton-Jacobi equations

We establish a linear $L^p$ rate of convergence, $1<p<\mathrm{\infty }$, with respect to the viscosity $\epsilon$ for the vanishing viscosity process of semiconcave solutions of Hamilton-Jacobi equations by regularizing the PDE with the half-Laplacian $-\epsilon (-\mathrm{\Delta }{)}^{1\mathrm{/}2}$. Our result reveals a nonlocal phenomenon, since it improves the known estimates obtained via the classical second order vanishing viscosity regularization $\epsilon \mathrm{\Delta }u$. It also highlights a faster rate of convergence than the available $\mathcal{O}(\epsilon \mathrm{\mid }\log \epsilon \mathrm{\mid })$ rate in sup-norm obtained by the doubling of variable technique for this nonlocal approximation. The result is based on integral methods and does not use the maximum principle.