Exponential mixing for stochastic PDEs: the non-additive case (Q2464668)

From MaRDI portal
Revision as of 13:18, 27 June 2024 by ReferenceBot (talk | contribs) (‎Changed an Item)
(diff) ← Older revision | Latest revision (diff) | Newer revision → (diff)
scientific article
Language Label Description Also known as
English
Exponential mixing for stochastic PDEs: the non-additive case
scientific article

    Statements

    Exponential mixing for stochastic PDEs: the non-additive case (English)
    0 references
    0 references
    17 December 2007
    0 references
    This paper deals with ergodic properties of parabolic stochastic partial differential equations (SPDE) driven by a non-additive noise which is white in time and smooth in space and may be degenerate. By using a coupling method, the author introduced an appropriate auxiliary process under mild assumptions and, applying it, he showed a general criterion which states that, for any initial data, the probability distribution of solution of the SPDE converges to the unique stationary probability measure exponentially fast, when time tends to infinity. He applied his results to two representative examples; 2-dimensional Navier-Stokes equation with Dirichlet boundary condition and complex Ginzburg-Landau equation with a locally Lipschitz noise.
    0 references
    two-dimensional Navier-Stokes equations
    0 references
    complex Ginzburg-Landau equations
    0 references
    Markov transition semi-group
    0 references
    invariant measure
    0 references
    ergodicity
    0 references
    coupling method
    0 references
    Girsanov formula
    0 references
    expectational Foias-Prodi estimate
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references

    Identifiers