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

Dirr, Nicolas ORCID: https://orcid.org/0000-0003-3634-7367 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:	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:	15 May 2023 22:11
URI:	https://orca.cardiff.ac.uk/id/eprint/13069

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