An analytic approach to the ergodic theory of a stochastic variational inequalityReportar como inadecuado




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1 ICDRiA - International Center for Decision and Risk Analysis 2 LJLL - Laboratoire Jacques-Louis Lions

Abstract : In an earlier work made by the first author with J. Turi Degenerate Dirichlet Problems Related to the Invariant Measure of Elasto-Plastic Oscillators, AMO, 2008, the solution of a stochastic variational inequality modeling an elasto-perfectly-plastic oscillator has been studied. The existence and uniqueness of an invariant measure have been proven. Nonlocal problems have been introduced in this context. In this work, we present a new characterization of the invariant measure. The key finding is the connection between nonlocal PDEs and local PDEs which can be interpreted with short cycles of the Markov process solution of the stochastic variational inequality.

Mots-clés : di ffusion ergodique in équations variationnelles stochastiques équations aux d ériv ées partielles avec des conditions non-locales vibrations al éatoires di ffusion ergodique.





Autor: Alain Bensoussan - Laurent Mertz -

Fuente: https://hal.archives-ouvertes.fr/



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