Convergence of invariant measures for singular stochastic diffusion equations

DOI10.1016/J.SPA.2011.11.011MaRDI QIDQ424516zbMATH OpenOpenAlexFDO

Authors Ioana Ciotir, Jonas M. Toelle

Publication date 1 June 2012

Published in Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1201.2839

zbMATH Keywords

\(p\)-Laplace equationsingular stochastic equationstochastic fast diffusion equation

Mathematics Subject Classification ID

Singular parabolic equations (35K67) Invariant measures for infinite-dimensional dissipative dynamical systems (37L40) Methods involving semicontinuity and convergence; relaxation (49J45) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)

Abstract: It is proved that the solutions to the singular stochastic $p$-Laplace equation, $pin(1,2)$ and the solutions to the stochastic fast diffusion equation with nonlinearity parameter $rin(0,1)$ on a bounded open domain $Lambdasubset{R}^d$ with Dirichlet boundary conditions are continuous in mean, uniformly in time, with respect to the parameters $p$ and $r$ respectively (in the Hilbert spaces $L^2(Lambda)$, $H^{-1}(Lambda)$ respectively). The highly singular limit case $p=1$ is treated with the help of stochastic evolution variational inequalities, where $mathbbmP$-a.s. convergence, uniformly in time, is established. It is shown that the associated unique invariant measures of the ergodic semigroups converge in the weak sense (of probability measures).

Review text

For singular stochastic \(p\)-Laplace equations with \(p\in(1,2)\) and for stochastic fast diffusion equations with parameter~\(r\in(0,1)\) on a bounded open domain in \(\mathbb R^d\), with a cylindrical Wiener process, continuous dependence of solutions in mean on \(p\) and \(r\), resp., uniformly in time from \((0,T)\), in the corresponding Hilbert spaces is shown. Also continuous dependence of the unique invariant measures of the induced Markov semigroups on \(p\) and on \(r\), resp., in the topology of weak convergence is derived. For \(p=1\) and \(d=1\) or \(d=2\), using another notion of a solution, \(P\)-almost sure strong convergence of solutions for \(p\), \(p>1\), is shown for \(p\to 1\), uniformly in \([0,T]\).

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Cited in

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