Ergodicity of the stochastic real Ginzburg-Landau equation driven by -stable noises

DOI10.1016/J.SPA.2013.05.002zbMATH Open1295.60077arXiv1205.5995OpenAlexW1625259429MaRDI QIDQ2447728FDOQ2447728

Authors: Lihu Xu 

Publication date: 28 April 2014

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

Abstract: We study the ergodicity of stochastic real Ginzburg-Landau equation driven by additive $alpha$-stable noises, showing that as $alphain(3/2,2)$, this stochastic system admits a unique invariant measure. After establishing the existence of invariant measures by the same method as in [9], we prove that the system is strong Feller and accessible to zero. These two properties imply the ergodicity by a simple but useful criterion in [16]. To establish the strong Feller property, we need to truncate the nonlinearity and apply a gradient estimate established in [26] (or see [24]} for a general version for the finite dimension systems). Because the solution has discontinuous trajectories and the nonlinearity is not Lipschitz, we can not solve a control problem to get irreducibility. Alternatively, we use a replacement, i.e., the fact that the system is accessible to zero. In section 3, we establish a maximal inequality for stochastic $alpha$-stable convolution, which is crucial for studying the well-posedness, strong Feller property and the accessibility of the mild solution. We hope this inequality will also be useful for studying other SPDEs forced by $alpha$-stable noises.

Full work available at URL: https://arxiv.org/abs/1205.5995

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zbMATH Keywords

ergodicityaccessibilityGalerkin approximationmaximal inequalitystrong Feller propertystochastic \(\alpha\)-stable convolutionstochastic real Ginzburg-Landau equation driven by \(\alpha\)-stable noises

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Markov semigroups and applications to diffusion processes (47D07) PDEs with randomness, stochastic partial differential equations (35R60)

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Cited In (29)

• Modulation and amplitude equations on bounded domains for nonlinear SPDEs driven by cylindrical \(\alpha\)-stable Lévy processes
• Large deviation principle for occupation measures of stochastic generalized Burgers-Huxley equation
• Space-time invariant measures, entropy, and dimension for stochastic Ginzburg-Landau equations
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• Ergodicity of the stochastic coupled fractional Ginzburg-Landau equations driven by \(\alpha\)-stable noise

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