| Autor: |
Hu, Ying, Madec, Pierre-Yves |
| Rok vydání: |
2015 |
| Předmět: |
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| Druh dokumentu: |
Working Paper |
| Popis: |
This paper is devoted to the study of the large time behaviour of viscosity solutions of parabolic equations with Neumann boundary conditions. This work is the sequel of [13] in which a probabilistic method was developped to show that the solution of a parabolic semilinear PDE behaves like a linear term $\lambda T$ shifted with a function $v$, where $(v,\lambda)$ is the solution of the ergodic PDE associated to the parabolic PDE. We adapt this method in finite dimension by a penalization method in order to be able to apply an important basic coupling estimate result and with the help of a regularization procedure in order to avoid the lack of regularity of the coefficients in finite dimension. The advantage of our method is that it gives an explicit rate of convergence. |
| Databáze: |
arXiv |
| Externí odkaz: |
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