Convergence of approximations of monotone gradient systems

DOI10.1007/S00028-006-0275-6zbMATH Open1130.35140arXivmath/0603474OpenAlexW2061213977MaRDI QIDQ871608FDOQ871608

Authors: L. Zambotti 

Publication date: 20 March 2007

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

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.

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

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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)

Cited In (5)

• Title not available (Why is that?)
• Evolution problems in spaces of probability measures
• 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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