Convergence of approximations of monotone gradient systems

DOI10.1007/S00028-006-0275-6MaRDI QIDQ871608zbMATH OpenOpenAlexFDO

Authors L. Zambotti

Publication date 20 March 2007

Published in Journal of Evolution Equations (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/math/0603474

zbMATH Keywords

Dirichlet formsstochastic differential inclusions

Mathematics Subject Classification ID

Dirichlet forms (31C25) PDEs with randomness, stochastic partial differential equations (35R60) PDEs with multivalued right-hand sides (35R70) Markov semigroups and applications to diffusion processes (47D07) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)

Abstract: We consider stochastic differential equations in a Hilbert space, perturbed by the gradient of a convex potential. We investigate the problem of convergence of a sequence of such processes. We propose applications of this method to reflecting O.U. processes in infinite dimension, to stochastic partial differential equations with reflection of Cahn-Hilliard type and to interface models.

Review text

The convergence of a sequence of stochastic differential equations on a Hilbert space with gradient type perturbations is investigated. As applications, the reflecting O-U processes in infinite dimension, stochastic differential equations with reflection of Cahn-Hilliard type, and interface models are studied.

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Cited in

(5)

• Analysis of monotone gradient methods
• Convergence in Strongly Monotone Systems with an Increasing First Integral
• scientific article; zbMATH DE number 1971722 (Why is no real title available?)
• Existence and stability for Fokker-Planck equations with log-concave reference measure
• Evolution problems in spaces of probability measures

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