Rate of Convergence in Periodic Homogenization for Convex Hamilton-Jacobi Equations with Multiscales

We study the rate of convergence in periodic homogenization for convex Hamilton–Jacobi equations with multiscales, where the Hamiltonian $H=H(x,y,p):{\mathbb{R}}^n\times {\mathbb{T}}^n\times {\mathbb{R}}^n\to \mathbb{R}$ depends on both of the spatial variable and the oscillatory variable. In particular, we show that for the Cauchy problem, the rate of convergence is $O(\sqrt{\epsilon })$ by optimal control formulas, scale separations and curve cutting techniques. We also show the rate $O(\sqrt{\epsilon })$ of homogenization for the static problem based on the same idea. Additionally, we provide examples that illustrate the rate of convergence for the Cauchy problem is optimal.