Uniqueness of the invariant measure for a stochastic PDE driven by degenerate noise (Q5941645): Difference between revisions
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scientific article; zbMATH DE number 1635893
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English | Uniqueness of the invariant measure for a stochastic PDE driven by degenerate noise |
scientific article; zbMATH DE number 1635893 |
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Uniqueness of the invariant measure for a stochastic PDE driven by degenerate noise (English)
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20 August 2001
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The authors consider the uniqueness of invariant measures for the stochastic Ginzburg-Landau equation \( \partial_t u=\Delta u +u -u^3+\xi \) on the real line subject to periodic boundary conditions. The stochastic forcing \(\xi\) is assumed to be degenerate. To be more precise, the noise forces only the high spatial frequencies, but on this modes a certain non-degeneracy condition has to be fulfilled. The low-lying frequencies are therefore only connected to the stochastic forcing through the cubic nonlinearity. As their main result the authors establish the uniqueness of the invariant measure for the corresponding Markov semigroup induced by the stochastic PDE. The proof combines a controllability argument for the lower modes with Malliavin calculus for the higher modes. The regularity of the Markov semigroup is verified using cut-off techniques for the nonlinearity.
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Ginzburg-Landau
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invariant measure
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degenerate noise
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Malliavin calculus
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