The Energy-Dissipation Principle provides a variational tool for the analysis of parabolic evolution problems: solutions are characterized as so-called null-minimizers of a global functional on entire trajectories. This variational technique allows for applying the general results of the calculus of variations to the underlying differential problem and has been successfully applied in a variety of deterministic cases, ranging from doubly nonlinear flows to curves of maximal slope in metric spaces. The aim of this note is to extend the Energy-Dissipation Principle to stochastic parabolic evolution equations. Applications to stability and optimal control are also presented.

The Energy-Dissipation Principle for stochastic parabolic equations

Scarpa L.;
2021-01-01

Abstract

The Energy-Dissipation Principle provides a variational tool for the analysis of parabolic evolution problems: solutions are characterized as so-called null-minimizers of a global functional on entire trajectories. This variational technique allows for applying the general results of the calculus of variations to the underlying differential problem and has been successfully applied in a variety of deterministic cases, ranging from doubly nonlinear flows to curves of maximal slope in metric spaces. The aim of this note is to extend the Energy-Dissipation Principle to stochastic parabolic evolution equations. Applications to stability and optimal control are also presented.
2021
generalized Itô’s formula
null-minimization
optimal control
parabolic SPDE
stability
Variational principle
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Utilizza questo identificativo per citare o creare un link a questo documento: https://hdl.handle.net/11311/1224047
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