Stochastic PDEs via convex minimization

Luca Scarpa, Ulisse Stefanelli
2020 Communications in Partial Differential Equations  
We prove the applicability of the Weighted Energy-Dissipation (WED) variational principle to nonlinear parabolic stochastic partial differential equations in abstract form. The WED principle consists in the minimization of a parameter-dependent convex functional on entire trajectories. Its unique minimizers correspond to elliptic-in-time regularizations of the stochastic differential problem. As the regularization parameter tends to zero, solutions of the limiting problem are recovered. This in
more » ... particular provides a direct approach via convex optimization to the approximation of nonlinear stochastic partial differential equations. ARTICLE HISTORY
doi:10.1080/03605302.2020.1831017 fatcat:ibe6bad3lnakbhuptkdnessjz4