Exponential mixing properties of stochastic PDEs through asymptotic coupling
From MaRDI portal
Publication:1864421
DOI10.1007/S004400200216zbMath1032.60056arXivmath/0109115OpenAlexW2963665329MaRDI QIDQ1864421
Publication date: 18 March 2003
Published in: Probability Theory and Related Fields (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/math/0109115
Related Items (64)
Stochastic Ginzburg–Landau equation on a half-line driven by the multiplicative noise ⋮ Exponential convergence for Markov systems ⋮ Coupling all the Lévy stochastic areas of multidimensional Brownian motion ⋮ Limit theorems for some Markov chains ⋮ Global well-posedness of complex Ginzburg-Landau equation with a space-time white noise ⋮ Lower estimates of transition densities and bounds on exponential ergodicity for stochastic PDEs ⋮ Coupling for some partial differential equations driven by white noise ⋮ The central limit theorem for random dynamical systems ⋮ Ergodicity Results for the Stochastic Navier–Stokes Equations: An Introduction ⋮ Weakly nonlinear stochastic CGL equations ⋮ Stochastic CGL equations without linear dispersion in any space dimension ⋮ Exponential mixing for the 3D stochastic Navier-Stokes equations ⋮ Generalized couplings and ergodic rates for SPDEs and other Markov models ⋮ Ergodicity and exponential mixing of the real Ginzburg-Landau equation with a degenerate noise ⋮ Exponential ergodicity for a stochastic two-layer quasi-geostrophic model ⋮ Explicit contraction rates for a class of degenerate and infinite-dimensional diffusions ⋮ Homogenization for stochastic Ginzburg-Landau equation on the half-line with fast boundary fluctuation ⋮ Observer‐based H∞ control of a stochastic Korteweg–de Vries–Burgers equation ⋮ The central limit theorem for Markov processes that are exponentially ergodic in the bounded-Lipschitz norm ⋮ A modified log-Harnack inequality and asymptotically strong Feller property ⋮ Exponential mixing properties of the stochastic tamed 3D Navier-Stokes equation with degenerate noise ⋮ Coupling approach to white-forced nonlinear PDEs ⋮ MFO-RIMS tandem workshop: Nonlocality in analysis, probability and statistics. Abstracts from the MFO-RIMS tandem workshop held March 20--26, 2022 ⋮ Exponential rate of convergence for some Markov operators ⋮ Couplings via comparison principle and exponential ergodicity of SPDEs in the hypoelliptic setting ⋮ Random iteration with place dependent probabilities ⋮ Well-posedness, stability and sensitivities for stochastic delay equations: a generalized coupling approach ⋮ Exponential ergodicity and regularity for equations with Lévy noise ⋮ Exponential ergodicity of some Markov dynamical systems with application to a Poisson-driven stochastic differential equation ⋮ Quantitative Harris-type theorems for diffusions and McKean–Vlasov processes ⋮ Regularity Analysis for Stochastic Complex Landau--Ginzburg Equation with Dirichlet White-Noise Boundary Conditions ⋮ Ergodicity of an SPDE associated with a many-server queue ⋮ Exponential mixing for stochastic PDEs: the non-additive case ⋮ STATIONARY SOLUTIONS OF STOCHASTIC DIFFERENTIAL EQUATIONS WITH MEMORY AND STOCHASTIC PARTIAL DIFFERENTIAL EQUATIONS ⋮ Coupling of Brownian motions in Banach spaces ⋮ Exponential mixing of 2D SDEs forced by degenerate Lévy noises ⋮ On unique ergodicity in nonlinear stochastic partial differential equations ⋮ Approximation of the random inertial manifold of singularly perturbed stochastic wave equations ⋮ Ergodic dynamics of the stochastic Swift-Hohenberg system ⋮ Asymptotic log-Harnack inequality and applications for SPDE with degenerate multiplicative noise ⋮ Ergodic properties of highly degenerate 2D stochastic Navier-Stokes equations ⋮ Multiscale expansion of invariant measures for SPDEs ⋮ Ergodicity of stochastic differential equations driven by fractional Brownian motion ⋮ Asymptotic coupling and a general form of Harris' theorem with applications to stochastic delay equations ⋮ On ergodicity of some Markov processes ⋮ A useful version of the central limit theorem for a general class of Markov chains ⋮ On convergence in distribution of the Markov chain generated by the filter kernel induced by a fully dominated Hidden Markov Model ⋮ Invariant measures for the stochastic one-dimensional compressible Navier-Stokes equations ⋮ Exponential mixing of 2D stochastic Ginzburg–Landau–Newell equations driven by degenerate noise ⋮ Spectral gaps in Wasserstein distances and the 2D stochastic Navier-Stokes equations ⋮ Two-scale coupling for preconditioned Hamiltonian Monte Carlo in infinite dimensions ⋮ Law of the iterated logarithm for some Markov operators ⋮ Exponential ergodicity in the bounded-Lipschitz distance for some piecewise-deterministic Markov processes with random switching between flows ⋮ Ergodic properties of some piecewise-deterministic Markov process with application to gene expression modelling ⋮ The law of the iterated logarithm for a piecewise deterministic Markov process assured by the properties of the Markov chain given by its post-jump locations ⋮ On the stochastic \(p\)-Laplace equation ⋮ The \(\alpha \)-dependence of the invariant measure of stochastic real Ginzburg-Landau equation driven by \(\alpha \)-stable Lévy processes ⋮ Ergodicity for stochastic equations of Navier-Stokes type ⋮ Stochastic Landau–Ginzburg equation with white-noise boundary conditions of Robin type ⋮ The e-property of asymptotically stable Markov–Feller operators ⋮ Couplings and quantitative contraction rates for Langevin dynamics ⋮ Stabilization by noise for a class of stochastic reaction-diffusion equations ⋮ Modulation equations: Stochastic bifurcation in large domains ⋮ Law of large numbers and central limit theorem for randomly forced PDE's
This page was built for publication: Exponential mixing properties of stochastic PDEs through asymptotic coupling