Exponential convergence of non-linear monotone SPDEs

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

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 (7)

• Ergodicity and Local Limits for Stochastic Local and Nonlocal $p$-Laplace Equations
• Stochastic integral evolution equations with locally monotone and non-Lipschitz coefficients
• Small time asymptotics for SPDEs with locally monotone coefficients
• Large deviation principle of occupation measures for non-linear monotone SPDEs
• Ergodicity for Stochastic Porous Media Equations with Multiplicative Noise
• Ergodicity for singular-degenerate stochastic porous media equations
• Freidlin--Wentzell Type Large Deviation Principle for Multiscale Locally Monotone SPDEs

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