Regularization by noise for stochastic Hamilton-Jacobi equations

DOI10.1007/S00440-018-0848-7MaRDI QIDQ1740593zbMATH OpenOpenAlexWikidataFDO

Authors Paul Gassiat, Benjamn Gess

Publication date 30 April 2019

Published in Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1609.07074

zbMATH Keywords

regularization by noisereflected SDEstochastic Hamilton-Jacobi equationsstochastic $p$-Laplace equationstochastic total variation flow

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Hyperbolic conservation laws (35L65) Stability and convergence of numerical methods for initial value and initial-boundary value problems involving PDEs (65M12)

Abstract: We study regularizing effects of nonlinear stochastic perturbations for fully nonlinear PDE. More precisely, path-by-path $L^{infty}$ bounds for the second derivative of solutions to such PDE are shown. These bounds are expressed as solutions to reflected SDE and are shown to be optimal.

Recommendations

• Hölder regularity of Hamilton-Jacobi equations with stochastic forcing
• New regularity results for Hamilton-Jacobi equations and long time behavior of pathwise (stochastic) viscosity solutions
• On the regularizing effect for unbounded solutions of first-order Hamilton-Jacobi equations
• Homogenization of a stochastically forced Hamilton-Jacobi equation
• Regularization by noise in one-dimensional continuity equation

Cites work

• scientific article; zbMATH DE number 3736679 (Why is no real title available?)
• scientific article; zbMATH DE number 3783507 (Why is no real title available?)
• scientific article; zbMATH DE number 21887 (Why is no real title available?)
• scientific article; zbMATH DE number 1061253 (Why is no real title available?)
• scientific article; zbMATH DE number 1865938 (Why is no real title available?)
• scientific article; zbMATH DE number 3262637 (Why is no real title available?)
• $W^{2,\infty }$ regularizing effect in a nonlinear, degenerate parabolic equation in one space dimension
• 1D quintic nonlinear Schrödinger equation with white noise dispersion
• A remark on regularization in Hilbert spaces
• A stochastic selection principle in case of fattening for curvature flow
• Averaging along irregular curves and regularisation of ODEs
• Controlled Markov processes and viscosity solutions
• Convex viscosity solutions and state constraints
• Convexity of solutions of parabolic equations
• Eikonal equations and pathwise solutions to fully non-linear SPDEs
• Entropic and gradient flow formulations for nonlinear diffusion
• Full well-posedness of point vortex dynamics corresponding to stochastic 2D Euler equations
• Markov selections for the 3D stochastic Navier-Stokes equations
• Modeling and approximation of stochastic differential equations driven by semimartingales^†
• Noise dependent synchronization of a degenerate SDE
• Noise prevents collapse of Vlasov-Poisson point charges
• Noise prevents singularities in linear transport equations
• On a stochastic Leray-\(\alpha\) model of Euler equations
• On the optimality of velocity averaging lemmas.
• On the regularization effect of space-time white noise on quasi-linear parabolic partial differential equations
• Probabilistic analysis of singularities for the 3D Navier-Stokes equations
• Random perturbation of PDEs and fluid dynamic models. École d'Été de Probabilités de Saint-Flour XL -- 2010
• Regularization and well-posedness by noise for ordinary and partial differential equations
• Semiconcave functions, Hamilton-Jacobi equations, and optimal control
• Stabilization of Linear Systems by Noise
• Stochastic ODEs and stochastic linear PDEs with critical drift: regularity, duality and uniqueness
• Strong uniqueness for SDEs in Hilbert spaces with nonregular drift
• Synchronization by noise
• Total variation flow and sign fast diffusion in one dimension
• Uniqueness of motion by mean curvature perturbed by stochastic noise.
• User’s guide to viscosity solutions of second order partial differential equations
• Well-posedness of the transport equation by stochastic perturbation

Cited in

(24)

• Stochastic ODEs and stochastic linear PDEs with critical drift: regularity, duality and uniqueness
• Stochastic Navier-Stokes equations and related models
• Speed of propagation for Hamilton-Jacobi equations with multiplicative rough time dependence and convex Hamiltonians
• Non-explosion by Stratonovich noise for ODEs
• Non-equilibrium large deviations and parabolic-hyperbolic PDE with irregular drift
• Perturbations of singular fractional SDEs
• The Neumann problem for fully nonlinear SPDE
• Path-dependent convex conservation laws
• Regularization by transport noises for 3D MHD equations
• Rescaling nonlinear noise for 1D stochastic parabolic equations
• High mode transport noise improves vorticity blow-up control in 3D Navier-Stokes equations
• Nonlinear diffusion equations with nonlinear gradient noise
• Lyapunov exponents and synchronisation by noise for systems of SPDEs
• Well-posedness of SVI solutions to singular-degenerate stochastic porous media equations arising in self-organized criticality
• Stochastic regularization for transport equations
• Path-by-path regularization by noise for scalar conservation laws
• Pathwise solutions for fully nonlinear first- and second-order partial differential equations with multiplicative rough time dependence
• On dynamical regularization under random noise
• Hölder regularity of Hamilton-Jacobi equations with stochastic forcing
• Fokker-Planck equation for dissipative 2D Euler equations with cylindrical noise
• Interpolation results for pathwise Hamilton-Jacobi equations
• New regularity results for Hamilton-Jacobi equations and long time behavior of pathwise (stochastic) viscosity solutions
• Regularization of multiplicative SDEs through additive noise
• Long-time behavior of stochastic Hamilton-Jacobi equations

This page was built for publication: Regularization by noise for stochastic Hamilton-Jacobi equations

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1740593)