Publication Date:
2021
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.
Iris type:
01.01 Articolo in rivista
Keywords:
generalized Itô's formula; null-minimization; optimal control; parabolic SPDE; stability; Variational principle
List of contributors:
Stefanelli, ULISSE MARIA
Published in: