Exponential mixing properties of stochastic PDEs through asymptotic coupling (Q1864421): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Normalize DOI. |
||
(5 intermediate revisions by 4 users not shown) | |||
Property / DOI | |||
Property / DOI: 10.1007/s004400200216 / rank | |||
Property / author | |||
Property / author: Martin Hairer / rank | |||
Property / author | |||
Property / author: Martin Hairer / rank | |||
Normal rank | |||
Property / MaRDI profile type | |||
Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
Property / OpenAlex ID | |||
Property / OpenAlex ID: W2963665329 / rank | |||
Normal rank | |||
Property / arXiv ID | |||
Property / arXiv ID: math/0109115 / rank | |||
Normal rank | |||
Property / DOI | |||
Property / DOI: 10.1007/S004400200216 / rank | |||
Normal rank |
Latest revision as of 10:53, 16 December 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Exponential mixing properties of stochastic PDEs through asymptotic coupling |
scientific article |
Statements
Exponential mixing properties of stochastic PDEs through asymptotic coupling (English)
0 references
18 March 2003
0 references
The author considers parabolic stochastic partial differential equations driven by white noise in time. More precisely, the existence, uniqueness, and speed of convergence towards the invariant measure for such systems is investigated. He considers the following PDE \[ dx=Axdt+F(x)dt+Qd\omega (t),\quad x(0)=0,\tag{1} \] where \(x\) belongs so some Hilbert space \({H}\), \(A\) is the generator of a \(C_{0}\)-semigroup on \({H}\), \(F:{H}\) is some nonlinearity, \(\omega\) is the cylindrical Wiener process on some other space \({W}\) and \(Q:{W} \rightarrow {H}\) is a bounded operator. Then he proves that the solution of the equation (1) is asymptotically stable if there exists a unique probability measure \(\mu _{\ast }\) on \({H}\) such that the laws of \(x(t)\) converge to \(\mu _{\ast }\), independent of the initial condition \(x_{0}.\) Finally several examples are investigated, including someones where the noise does not act on every determining mode directly.
0 references
parabolic stochastic partial differential equation
0 references
exponential convergence
0 references
asymptotic stability
0 references