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

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

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.

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Cited in

(5)

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

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