On unique ergodicity in nonlinear stochastic partial differential equations (Q526583)

The authors use some methods for determining unique ergodicity for parabolic and hyperbolic equations with additive noise. The parabolic examples include the two-dimensional Navier-Stokes equation, the hydrostatic Navier-Stokes equation, the fractionally dissipative stochastic Euler equation; the hyperbolic examples include the damped Euler-Voigt equation and the weakly damped stochastic Sine-Gordon equation. The authors illustrate how to treat the lack of exponential moments, the lack of well-posedness, and uniform dissipation across scales. They mention that the techniques can be used to estimate spectral gaps, convergence of transition probabilities, and determine exponential mixing. The approach involves the existence of finitely many determining modes in the spirit of \textit{C. Foiaš} and \textit{G. Prodi} [Rend. Semin. Mat. Univ. Padova 39, 1--34 (1968; Zbl 0176.54103)] and asymptotic coupling in the spirit of \textit{M. Hairer} et al. [Probab. Theory Relat. Fields 149, No. 1--2, 223--259 (2011; Zbl 1238.60082)]. Heuristically, the noise couples large scales of motion which contract unstable directions.