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

N Dirr; P E Souganidis

doi:10.1137/040611896

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

N Dirr, P E Souganidis

Department of Mathematical Sciences

Research output: Contribution to journal › Article › peer-review

18 Citations (SciVal)

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.

Original language	English
Pages (from-to)	777-796
Number of pages	20
Journal	SIAM Journal on Mathematical Analysis (SIMA)
Volume	37
Issue number	3
DOIs	https://doi.org/10.1137/040611896
Publication status	Published - 2005

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ID number: ISI:000234288500005

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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.",

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AU - Souganidis, P E

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N2 - 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.

AB - 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.

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U2 - 10.1137/040611896

DO - 10.1137/040611896

M3 - Article

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JO - SIAM Journal on Mathematical Analysis (SIMA)

JF - SIAM Journal on Mathematical Analysis (SIMA)

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

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