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Large-time behavior for viscous and nonviscous Hamilton-Jacobi equations forced by additive noise

Dirr, Nicolas and Souganidis, Panagiotis E. 2005. Large-time behavior for viscous and nonviscous Hamilton-Jacobi equations forced by additive noise. SIAM Journal on Mathematical Analysis 37 (3) , pp. 777-796. 10.1137/040611896

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Abstract

We study the large-time behavior of the solutions to viscous and nonviscous Hamilton--Jacobi equations with additive noise and periodic spatial dependence. Under general structural conditions on the Hamiltonian, we show the existence of unique up to constants, global-in-time solutions, which attract any other solution.

Item Type: Article
Date Type: Publication
Status: Published
Schools: Mathematics
Subjects: Q Science > QA Mathematics
Uncontrolled Keywords: Hamilton--Jacobi equations with additive noise; Large-time behavior; Lipschitz regularity for Hamilton--Jacobi equations
Additional Information: Pdf uploaded in accordance with publisher's policy at http://www.sherpa.ac.uk/romeo/issn/0036-1410/ (accessed 28/02/2014).
Publisher: Society for Industrial and Applied Mathematics
ISSN: 0036-1410
Date of First Compliant Deposit: 30 March 2016
Last Modified: 04 Jun 2017 02:52
URI: http://orca.cf.ac.uk/id/eprint/13069

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