Asymptotic couplings by reflection and applications for nonlinear monotone SPDEs

DOI10.1016/J.NA.2015.01.012MaRDI QIDQ2018531zbMATHOpenAlexFDO

Authors Feng-Yu Wang

Publication date 24 March 2015

Published in Nonlinear Analysis. Theory, Methods \& Applications. Series A: Theory and Methods (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1407.3522

zbMATH Keywords

stochastic partial differential equationsreflectionexponential convergencegradient estimatesasymptotic couplingsHölder continuity

Mathematics Subject Classification ID

Convergence of probability measures (60B10) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)

Abstract: Asymptotic couplings by reflection are constructed for a class of non-linear monotone SPDES (stochastic partial differential equations). As applications, the gradient/H"older estimates as well as the exponential convergence are derived for the associated Markov semigroup. The main results are illustrated by stochastic generalized porous media equations, stochastic $p$-Laplacian equations, and stochastic generalized fast-diffusion equations. We emphasize that the gradient estimate is studied at the first time for these equations.

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Cites work

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Cited in

(11)

• Hypercontractivity for space-time white noise driven SPDEs with reflection
• Gradient estimates for nonlinear diffusion semigroups by coupling methods
• Ergodicity for singular-degenerate stochastic porous media equations
• Irreducibility and strong Feller property for non-linear SPDEs
• Explicit contraction rates for a class of degenerate and infinite-dimensional diffusions
• Ergodicity for stochastic porous media equations with multiplicative noise
• Large deviation principle of occupation measures for non-linear monotone SPDEs
• Log-Harnack inequality for reflected SPDEs driven by multiplicative noises and its applications
• Wang's Harnack inequalities for space-time white noises driven SPDEs with two reflecting walls and their applications
• Ergodicity and local limits for stochastic local and nonlocal \(p\)-Laplace equations
• Exponential contraction in Wasserstein distances for diffusion semigroups with negative curvature

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