Titel
Stochastic PDEs via convex minimization
Abstract
We prove the applicability of the Weighted Energy-Dissipation (WED) variational principle to nonlinear parabolic stochastic partial differential equations in abstract form. The WED principle consists in the minimization of a parameter-dependent convex functional on entire trajectories. Its unique minimizers correspond to elliptic-in-time regularizations of the stochastic differential problem. As the regularization parameter tends to zero, solutions of the limiting problem are recovered. This in particular provides a direct approach via convex optimization to the approximation of nonlinear stochastic partial differential equations.
Stichwort
Elliptic regularizationstochastic partial differential
equationsvariational
methodweighted energydissipation
principle
Objekt-Typ
Sprache
Englisch [eng]
Persistent identifier
phaidra.univie.ac.at/o:2096304
Erschienen in
Titel
Communications in Partial Differential Equations
Band
46
Ausgabe
1
ISSN
0360-5302
Erscheinungsdatum
2020
Seitenanfang
66
Seitenende
97
Publication
Informa UK Limited
Fördergeber
... show all
Erscheinungsdatum
2020
Zugänglichkeit
Rechte
Rechteangabe
© 2020 The Author(s)
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