Coupling for some partial differential equations driven by white noise

DOI10.1016/J.SPA.2005.03.010MaRDI QIDQ2387455zbMATH OpenOpenAlexFDO

Authors Guiseppe Da Prato, A. Debussche, Luciano Tubaro

Publication date 2 September 2005

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

Full work available at URL https://arxiv.org/abs/math/0410441

zbMATH Keywords

Burgers equationexponential convergence to equilibriumreaction-diffusion equationstransition semigroup

Mathematics Subject Classification ID

Reaction-diffusion equations (35K57) KdV equations (Korteweg-de Vries equations) (35Q53) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)

Abstract: We prove, using coupling arguments, exponential convergence to equilibrium for reaction--diffusion and Burgers equations driven by space-time white noise. We use a coupling by reflection.

Review text

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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Cites work

• \(m\)-dissipativity of Kolmogorov operators corresponding to Burgers equations with space-time white noise
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• Coupling of multidimensional diffusions by reflection
• Ergodicity for Infinite Dimensional Systems
• Ergodicity for the randomly forced 2D Navier-Stokes equations
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• Stochastic Burgers' equation

Cited in

(8)

• On the stochastic \(p\)-Laplace equation
• Explicit contraction rates for a class of degenerate and infinite-dimensional diffusions
• Exponential mixing properties of stochastic PDEs through asymptotic coupling
• Asymptotic couplings by reflection and applications for nonlinear monotone SPDEs
• Couplings via comparison principle and exponential ergodicity of SPDEs in the hypoelliptic setting
• Sticky couplings of multidimensional diffusions with different drifts
• Exponential ergodicity for non-Lipschitz white noise driven parabolic stochastic partial differential equations with two reflecting walls
• Ergodic BSDEs under weak dissipative assumptions

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