Exponential ergodicity for stochastic Burgers and 2D Navier-Stokes equations (Q2566082)

The authors study ergodic behaviour of the stochastic Burgers equation and the stochastic Navier-Stokes equation in 2D, assuming that the random forcing is correlated in space and white in time. \textit{F. Flandoli} and \textit{B. Maslowski} [Commun. Math. Phys. 172, No. 1, 119--141 (1995; Zbl 0845.35080)] obtained the existence and uniqueness of invariant measure for the stochastic Navier-Stokes equation in 2D when the random force is close to the space-time white noise. Now, the authors continue this approach showing that transition measures of the stochastic Navier-Stokes equation in 2D converge exponentially fast to the corresponding invariant measure in the distance of total variation. As a consequence they obtain the existence of spectral gap for a related semigroup. Similar results are obtained for stochastic Burgers equation. The proof, based on the study of a \(V\)-uniform ergodicity (\(V\) is a class of functions) for a skeleton process, is given for a general Markov process taking values in a Polish space under suitable conditions. Then these conditions are verified for Markov processes defined by Navier-Stokes and Burgers equations under suitable conditions on the correlation of the noise.