Coupling for some partial differential equations driven by white noise (Q2387455)
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English | Coupling for some partial differential equations driven by white noise |
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Coupling for some partial differential equations driven by white noise (English)
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2 September 2005
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The authors present a general method to prove the exponential convergence of the transition semigroup towards equilibrium for stochastic partial differential equations. The main tool of the proof is a coupling argument, using coupling by reflection. For simplicity, the method is presented only for the reaction-diffusion and Burgers equation, in order to provide a simple proof of the convergence.
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reaction-diffusion equations
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Burgers equation
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exponential convergence to equilibrium
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transition semigroup
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