Long-time behaviour of stochastic Hamilton-Jacobi equations - Archive ouverte HAL Accéder directement au contenu
Article Dans Une Revue Journal of Functional Analysis Année : 2024

Long-time behaviour of stochastic Hamilton-Jacobi equations

Résumé

The long-time behavior of stochastic Hamilton-Jacobi equations is analyzed, including the stochastic mean curvature flow as a special case. In a variety of settings, new and sharpened results are obtained. Among them are (i) a regularization by noise phenomenon for the mean curvature flow with homogeneous noise which establishes that the inclusion of noise speeds up the decay of solutions, and (ii) the long-time convergence of solutions to spatially inhomogeneous stochastic Hamilton-Jacobi equations. A number of motivating examples about nonlinear stochastic partial differential equations are presented in the appendix.

Dates et versions

hal-03867158 , version 1 (23-11-2022)

Identifiants

Citer

Paul Gassiat, Benjamin Gess, Pierre-Louis Lions, Panagiotis Souganidis. Long-time behaviour of stochastic Hamilton-Jacobi equations. Journal of Functional Analysis, 2024, 286 (4), pp.110269. ⟨10.1016/j.jfa.2023.110269⟩. ⟨hal-03867158⟩
19 Consultations
0 Téléchargements

Altmetric

Partager

Gmail Facebook X LinkedIn More