Discrete Approximation of stochastic Mather Measures and the viscous Hamilton Jacobi equation
报告题目(Title):Discrete Approximation of stochastic Mather Measures and the viscous Hamilton Jacobi equation
报告人(Speaker): Renato Iturriaga 教授(CIMAT,墨西哥)
地点(Place):Zoom会议:680 391 94059 密码:123456
时间(Time):12月21日 22:00-23:00
邀请人(Inviter):苏喜锋
报告摘要
We consider a stochastic discretization of the stationary viscous Hamilton- Jacobi equation on the flat d–dimensional torus Td associated with a Hamiltonian, convex and superlinear in the momentum variable. We show that each discrete problem admits a unique continuous solution on Td, up to additive constants and a unique stochastic measure. We show that as the step goes to zero converges to the stochastic Mather measure. By additionally assuming a technical condition on the associated Lagrangian, we show that each solution of the viscous Hamilton–Jacobi equation is the limit of solutions of the discrete problems.
主讲人简介
Renato Iturriaga,墨西哥CIMAT研究中心教授,研究领域:动力系统和微分方程。主要研究成果发表在 Invent. Math.、Comm. Math. Phys.、Geom. Funct. Anal.等国际顶尖期刊。