Exponential convergence of non-linear monotone SPDEs

DOI10.3934/DCDS.2015.35.5239zbMATH Open1335.60115arXiv1310.7997OpenAlexW2963944692MaRDI QIDQ255484FDOQ255484

Authors: Feng-Yu Wang 

Publication date: 9 March 2016

Published in: Discrete and Continuous Dynamical Systems (Search for Journal in Brave)

Abstract: For a Markov semigroup $P_t$ with invariant probability measure $mu$, a constant $ll>0$ is called a lower bound of the ultra-exponential convergence rate of $P_t$ to $mu$, if there exists a constant $Cin(0,infty)$ such that ${\displaystyle }$ sup_{mu(f^2)le 1}|P_tf-mu(f)|_infty le C e^{-ll t}, tge 1.${\displaystyle }$ By using the coupling by change of measure in the line of [F.-Y. Wang, Ann. Probab. 35(2007), 1333--1350], explicit lower bounds of the ultra-exponential convergence rate are derived for a class of non-linear monotone stochastic partial differential equations. The main result is illustrated by the stochastic porous medium equation and the stochastic $p$-Laplace equation respectively. Finally, the $V$-uniformly exponential convergence is investigated for stochastic fast-diffusion equations.

Full work available at URL: https://arxiv.org/abs/1310.7997

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zbMATH Keywords

stochastic partial differential equations\(V\)-uniformly exponential convergencechange of measurecouplingHarnack inequalityMarkov semigroupultra-exponential convergence rate

Mathematics Subject Classification ID

Convergence of probability measures (60B10) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Markov semigroups and applications to diffusion processes (47D07) Diffusion processes (60J60)

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Cited In (9)

• Ergodicity for stochastic porous media equations with multiplicative noise
• Stochastic integral evolution equations with locally monotone and non-Lipschitz coefficients
• Freidlin-Wentzell type large deviation principle for multiscale locally monotone SPDEs
• Asymptotic couplings by reflection and applications for nonlinear monotone SPDEs
• Small time asymptotics for SPDEs with locally monotone coefficients
• Large deviation principle of occupation measures for non-linear monotone SPDEs
• Exponential convergence for nonlinear SPDEs with double reflecting walls
• Ergodicity and local limits for stochastic local and nonlocal \(p\)-Laplace equations
• Ergodicity for singular-degenerate stochastic porous media equations

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