Exponential convergence of non-linear monotone SPDEs

DOI10.3934/DCDS.2015.35.5239MaRDI QIDQ255484zbMATH OpenOpenAlexFDO

Authors Feng-Yu Wang

Publication date 9 March 2016

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

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

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)

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.

Recommendations

• Exponential ergodicity for stochastic reaction-diffusion equations
• Exponential ergodicity of non-Lipschitz multivalued stochastic differential equations
• Ultracontractivity for non-symmetric Markovian semigroups
• Hypercontractivity for functional stochastic differential equations
• Lower estimates of transition densities and bounds on exponential ergodicity for stochastic PDEs

Cites work

• scientific article; zbMATH DE number 3374742 (Why is no real title available?)
• Derivative formula and applications for hyperdissipative stochastic Navier-Stokes/Burgers equations
• Ergodicity of transition semigroups for stochastic fast diffusion equations
• Existence and uniqueness of invariant measures for stochastic evolution equations with weakly dissipative drifts
• Exponential ergodicity for stochastic reaction-diffusion equations
• Harnack and functional inequalities for generalized Mehler semigroups.
• Harnack inequalities for functional SDEs with multiplicative noise and applications
• Harnack inequalities for stochastic partial differential equations
• Harnack inequality and applications for stochastic evolution equations with monotone drifts
• Harnack inequality and applications for stochastic generalized porous media equations
• Harnack inequality and strong Feller property for stochastic fast-diffusion equations
• Large time behaviour of solutions of the porous medium equation in bounded domains
• Local and global well-posedness of SPDE with generalized coercivity conditions
• Lower estimates of transition densities and bounds on exponential ergodicity for stochastic PDEs
• Non-monotone stochastic generalized porous media equations
• Nonsymmetric Ornstein-Uhlenbeck semigroup as second quantized operator
• SPDE in Hilbert space with locally monotone coefficients
• Stochastic generalized porous media and fast diffusion equations
• Strong Solutions of Stochastic Generalized Porous Media Equations: Existence, Uniqueness, and Ergodicity

Cited in

(9)

• Ergodicity for stochastic porous media equations with multiplicative noise
• Stochastic integral evolution equations with locally monotone and non-Lipschitz coefficients
• Asymptotic couplings by reflection and applications for nonlinear monotone SPDEs
• Freidlin-Wentzell type large deviation principle for multiscale locally 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

This page was built for publication: Exponential convergence of non-linear monotone SPDEs

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q255484)