Generalized couplings and ergodic rates for SPDEs and other Markov models
From MaRDI portal
Publication:2180376
DOI10.1214/19-AAP1485zbMATH Open1434.60147arXiv1806.00395OpenAlexW3007291735WikidataQ114060555 ScholiaQ114060555MaRDI QIDQ2180376FDOQ2180376
Authors: O. A. Butkovsky, A. M. Kulik, Michael Scheutzow 
Publication date: 13 May 2020
Published in: The Annals of Applied Probability (Search for Journal in Brave)
Abstract: We establish verifiable general sufficient conditions for exponential or subexponential ergodicity of Markov processes that may lack the strong Feller property. We apply the obtained results to show exponential ergodicity of a variety of nonlinear stochastic partial differential equations with additive forcing, including 2D stochastic Navier-Stokes equations. Our main tool is a new version of the generalized coupling method.
Full work available at URL: https://arxiv.org/abs/1806.00395
Recommendations
- Markovian coupling and ergodicity for Markov processes
- Coupling, convergence rates of Markov processes and weak Poincaré inequalities
- scientific article; zbMATH DE number 1060038
- scientific article; zbMATH DE number 123923
- Strong ergodicity for Markov processes by coupling methods
- Coupling for Markov renewal processes and the rate of convergence in ergodic theorems for processes with semi-Markov switchings
- Coupling and ergodic theorems for Markov chains with damping component
- scientific article; zbMATH DE number 1302146
- Couplings via comparison principle and exponential ergodicity of SPDEs in the hypoelliptic setting
Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Continuous-time Markov processes on general state spaces (60J25) Invariant measures for infinite-dimensional dissipative dynamical systems (37L40)
Cites Work
- Markov Chains and Stochastic Stability
- Introduction to nonparametric estimation
- Infinite-dimensional dynamical systems in mechanics and physics.
- Ergodicity of 2D Navier-Stokes equations with random forcing and large viscosity
- Title not available (Why is that?)
- Title not available (Why is that?)
- Ricci curvature of Markov chains on metric spaces
- Mathematics of two-dimensional turbulence.
- Title not available (Why is that?)
- Stochastic Equations in Infinite Dimensions
- Sur le comportement global des solutions non-stationnaires des équations de Navier-Stokes en dimension 2
- Accuracy and stability of the continuous-time 3DVAR filter for the Navier-Stokes equation
- Harnack inequality for SDE with multiplicative noise and extension to Neumann semigroup on nonconvex manifolds
- Title not available (Why is that?)
- Entropy, invertibility and variational calculus of adapted shifts on Wiener space
- Exponential mixing properties of stochastic PDEs through asymptotic coupling
- Spectral gaps in Wasserstein distances and the 2D stochastic Navier-Stokes equations
- Ergodic Properties of Markov Processes
- Existence and regularity of invariant measures for the three dimensional stochastic primitive equations
- A theory of hypoellipticity and unique ergodicity for semilinear stochastic PDEs
- Unique ergodicity for fractionally dissipated, stochastically forced 2D Euler equations
- Existence and uniqueness of solutions of stochastic functional differential equations
- Asymptotic coupling and a general form of Harris' theorem with applications to stochastic delay equations
- Harnack inequality for functional SDEs with bounded memory
- Exponential convergence for the stochastically forced Navier-Stokes equations and other partially dissipative dynamics
- Conditions for the existence and smoothness of the distribution density of the Ornstein-Uhlenbeck process with Lévy noise
- Solution “in the large” of the nonstationary boundary value problem for the Navier-Stokes system with two space variables
- Title not available (Why is that?)
- Ergodic and mixing properties of the Boussinesq equations with a degenerate random forcing
- Subgeometric rates of convergence of Markov processes in the Wasserstein metric
- Subgeometric rates of convergence in Wasserstein distance for Markov chains
- Generalized couplings and convergence of transition probabilities
- On unique ergodicity in nonlinear stochastic partial differential equations
- Ergodicity in randomly forced Rayleigh-Bénard convection
- Qualitative behaviour of stochastic delay equations with a bounded memory
- EXPONENTIAL GROWTH RATES FOR STOCHASTIC DELAY DIFFERENTIAL EQUATIONS
- Invariant measures for stochastic functional differential equations
- Title not available (Why is that?)
- Ergodic behavior of Markov processes. With applications to limit theorems
- Ergodicity for neutral type SDEs with infinite length of memory
Cited In (19)
- Polynomial mixing of a stochastic wave equation with dissipative damping
- Ergodicity of a nonlinear stochastic reaction-diffusion equation with memory
- Well-posedness, stability and sensitivities for stochastic delay equations: a generalized coupling approach
- Couplings via comparison principle and exponential ergodicity of SPDEs in the hypoelliptic setting
- Asymptotic log-Harnack inequality and applications for SPDE with degenerate multiplicative noise
- Generalized couplings and convergence of transition probabilities
- Asymptotic log-Harnack inequality and ergodicity for 3D Leray-\(\alpha\) model with degenerate type noise
- Exponential ergodicity for a class of Markov processes with interactions
- Linear and fractional response for nonlinear dissipative SPDEs
- Asymptotic log-Harnack inequality and applications for stochastic 2D hydrodynamical-type systems with degenerate noise
- On the unique ergodicity for a class of 2 dimensional stochastic wave equations
- Geometric ergodicity of a stochastic reaction-diffusion tuberculosis model with varying immunity period
- Uniqueness of the invariant measure and asymptotic stability for the 2D Navier-Stokes equations with multiplicative noise
- Stochastic functional differential equations with infinite delay under non-Lipschitz coefficients: existence and uniqueness, Markov property, ergodicity, and asymptotic log-Harnack inequality
- Exponential ergodicity for a stochastic two-layer quasi-geostrophic model
- Convergence of Markov chain transition probabilities
- The small mass limit for long time statistics of a stochastic nonlinear damped wave equation
- Ergodicity for stochastic equations of Navier-Stokes type
- Asymptotic log-Harnack inequality for the 2D Ericksen-Leslie model system with degenerate noise and damping
This page was built for publication: Generalized couplings and ergodic rates for SPDEs and other Markov models
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2180376)
