We consider homogenization for weakly coupled systems of Hamilton--Jacobi
equations with fast switching rates. The fast switching rate terms force the
solutions 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 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.Comment: final version, to appear in Arch. Ration. Mech. Ana