Name
Title | ||
|---|---|---|
Large-Time Behavior for Viscous and Nonviscous Hamilton--Jacobi Equations Forced by Additive Noise |
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. |
Year | DOI | Venue |
|---|---|---|
2005 | 10.1137/040611896 | SIAM JOURNAL ON MATHEMATICAL ANALYSIS |
Keywords | Field | DocType |
Hamilton-Jacobi equations with additive noise,large-time behavior,Lipschitz regularity for Hamilton-Jacobi equations | Spatial dependence,Mathematical optimization,Hamiltonian (quantum mechanics),Hamilton–Jacobi equation,Mathematical analysis,Viscosity,Periodic graph (geometry),Mathematics,Hamilton jacobi | Journal |
Volume | Issue | ISSN |
37 | 3 | 0036-1410 |
Citations | PageRank | References |
1 | 0.63 | 2 |
Authors | ||
2 | ||
Name | Order | Citations | PageRank |
|---|---|---|---|
| Nicolas Dirr | 1 | 4 | 3.26 |
| Panagiotis E. Souganidis | 2 | 9 | 3.62 |