The Neumann problem for fully nonlinear SPDE
Analysis of PDEs
2023-07-31 v2 Probability
Abstract
We generalize the notion of pathwise viscosity solutions, put forward by Lions and Souganidis to study fully nonlinear stochastic partial differential equations, to equations set on a sub-domain with Neumann boundary conditions. Under a convexity assumption on the domain, we obtain a comparison theorem which yields existence and uniqueness of solutions as well as continuity with respect to the driving noise. As an application, we study the long time behaviour of a stochastically perturbed mean-curvature flow in a cylinder-like domain with right angle contact boundary condition.
Keywords
Cite
@article{arxiv.2110.10337,
title = {The Neumann problem for fully nonlinear SPDE},
author = {Paul Gassiat and Benjamin Seeger},
journal= {arXiv preprint arXiv:2110.10337},
year = {2023}
}
Comments
accepted version to appear in Ann. Appl. Probab