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

DOI10.1016/J.SPA.2013.05.002MaRDI QIDQ2447728zbMATH OpenOpenAlexFDO

Authors Lihu Xu

Publication date 28 April 2014

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

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

zbMATH Keywords

accessibilityergodicityGalerkin approximationmaximal inequalitystochastic \(\alpha\)-stable convolutionstochastic real Ginzburg-Landau equation driven by \(\alpha\)-stable noisesstrong Feller property

Mathematics Subject Classification ID

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

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.

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Cited in

(32)

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