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MiS Preprint
53/2004

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

Nicolas Dirr and Panagiotis E. Souganidis

Abstract

We study the large time behavior of the solutions to viscous and non-viscous 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.

Received:
Aug 23, 2004
Published:
Aug 23, 2004
MSC Codes:
35R60, 49L25, 35B40
Keywords:
hamilton-jacobi equations, pde with stochastic forcing, lipschitz regularity of hamilton-jacobi equations

Related publications

inJournal
2005 Repository Open Access
Nicolas Dirr and Panagiotis E. Souganidis

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

In: SIAM journal on mathematical analysis, 37 (2005) 3, pp. 777-796