Homogenization of Weakly Coupled Systems of Hamilton–Jacobi Equations with Fast Switching Rates

We consider homogenization for weakly coupled systems of Hamilton–Jacobi equations with fast switching rates. The fast switching rate terms force the solutions to converge to the same limit, which is a solution of the effective equation. We discover the appearance of the initial layers, which appear naturally when we consider the systems with different initial data and analyze them rigorously. In particular, we obtain matched asymptotic solutions of the systems and the rate of convergence. We also investigate properties of the effective Hamiltonian of weakly coupled systems and show some examples which do not appear in the context of single equations.