Ergodicity of stochastic shell models driven by pure jump noise

DOI10.1137/140997312zbMATH Open1454.60087DBLPjournals/siamma/BessaihHR16arXiv1601.03242OpenAlexW2232720208WikidataQ59225608 ScholiaQ59225608MaRDI QIDQ2802690FDOQ2802690

Authors: Erika Hausenblas, Paul André Razafimandimby, Hakima Bessaih 

Publication date: 27 April 2016

Published in: SIAM Journal on Mathematical Analysis (Search for Journal in Brave)

Abstract: In the present paper we study a stochastic evolution equation for shell (SABRA & GOY) models with pure jump levy noise $L=su{m}_{k=1}^{i}nfty{l}_k(t)e_k$ on a Hilbert space $h$. Here $l_k,kinmathbbN$ is a family of independent and identically distributed (i.i.d.) real-valued pure jump levy processes and $e_k,kinmathbbN$ is an orthonormal basis of $h$. We mainly prove that the stochastic system has a unique invariant measure. For this aim we show that if the levy measure of each component $l_k(t)$ of $L$ satisfies a certain order and a non-{degeneracy} condition and is absolutely continuous with respect to the Lebesgue measure, then the Markov semigroup associated {with} the unique solution of the system has the strong Feller property. If, furthermore, each $l_k(t)$ satisfies a small deviation property, then 0 is accessible for the dynamics independently of the initial condition. Examples of noises satisfying our conditions are a family of i.i.d tempered levy noises $l_k,kinmathbbN$ and $l_k=W_{k}circ{G}_k+G_k,kinmathbbN$ where $G_k,kinmathbbN$ (resp., $W_k,kinmathbbN$) is a sequence of i.i.d subordinator Gamma (resp., real-valued Wiener) processes with levy density $f_G(z)=(varthetaz{)}^{-1}{e}^{-fraczvartheta}mathds{1}_{z>0}$. The proof of the strong Feller property relies on the truncation of the nonlinearity and the use of a gradient estimate for the Galerkin system of the truncated equation. The gradient estimate is a consequence of a Bismut-Elworthy-Li (BEL) type formula that we prove in the Appendix A of the paper.

Full work available at URL: https://arxiv.org/abs/1601.03242

Recommendations

• Ergodicity of stochastic 2D Navier-Stokes equation with Lévy noise
• The ergodicity of stochastic partial differential equations with Lévy jump
• Irreducibility and exponential mixing of some stochastic hydrodynamical systems driven by pure jump noise
• Shell model of turbulence perturbed by Lévy noise
• Ergodicity for the 3D stochastic Navier-Stokes equations perturbed by Lévy noise

zbMATH Keywords

ergodicityinvariant measurePoisson random measureBismut-Elworthy-Li formulatempered stable processesstrong Fellersabra and GOY shell modelsstochastic shell modelsLévy noise

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Random measures (60G57) Existence, uniqueness, and regularity theory for incompressible viscous fluids (76D03) Applications of stochastic analysis (to PDEs, etc.) (60H30) Statistical solutions of Navier-Stokes and related equations (76D06) Dynamical systems approach to turbulence (76F20)

Cites Work

• Ergodicity of the 2-D Navier-Stokes equation under random perturbations
• Some Useful Functions for Functional Limit Theorems
• Mathematics of two-dimensional turbulence.
• Ergodicity for Infinite Dimensional Systems
• Stochastic Partial Differential Equations with Levy Noise
• Stochastic calculus of variations for jump processes
• Existence of mild solutions for stochastic differential equations and semilinear equations with non-Gaussian Lévy noise
• 2D stochastic Navier-Stokes equations driven by jump noise
• Martingale solution to equations for differential type fluids of grade two driven by random force of Lévy type
• Sur le comportement global des solutions non-stationnaires des équations de Navier-Stokes en dimension 2
• On stochastic evolution equations for nonlinear bipolar fluids: well-posedness and some properties of the solution
• Ergodic results for stochastic navier-stokes equation
• Stationary solutions of nonlinear stochastic evolution equations¹
• Existence of global solutions and invariant measures for stochastic differential equations driven by Poisson type noise with non-Lipschitz coefficients
• On ergodicity of some Markov processes
• First exit times of SDEs driven by stable Lévy processes
• Analytic study of shell models of turbulence
• Time regularity of solutions to linear equations with Lévy noise in infinite dimensions
• Exponential ergodicity of stochastic Burgers equations driven by \(\alpha\)-stable processes
• EXPONENTIAL MIXING FOR SOME SPDEs WITH LÉVY NOISE
• Ergodicity of stochastic 2D Navier-Stokes equation with Lévy noise
• Exponential ergodicity and regularity for equations with Lévy noise
• Structural properties of semilinear SPDEs driven by cylindrical stable processes
• Computational methods for quantitative finance. Finite element methods for derivative pricing
• Ergodicity for the Navier‐Stokes equation with degenerate random forcing: Finite‐dimensional approximation
• Polynomial mixing for the complex Ginzburg-Landau equation perturbed by a random force at random times
• Stochastic hydrodynamic-type evolution equations driven by Lévy noise in 3D unbounded domains -- abstract framework and applications
• Some rigorous results on a stochastic GOY model
• Small deviations of general Lévy processes
• On the small deviations of a Lévy process
• Bismut-Elworthy-Li-type formulae for stochastic differential equations with jumps
• Title not available (Why is that?)
• Invariant Gibbs measures of the energy for shell models of turbulence: the inviscid and viscous cases
• Large deviation principle and inviscid shell models
• Turbulence and shell models.
• Lévy flights: transitions and meta-stability
• Stochastic attractors for shell phenomenological models of turbulence
• Infinite dimensional random dynamical systems and their applications. Abstracts from the workshop held November 2nd -- November 8th, 2008.

Cited In (7)

• Well-posedness and large deviations for 2D stochastic Navier-Stokes equations with jumps
• Irreducibility and exponential mixing of some stochastic hydrodynamical systems driven by pure jump noise
• Cutoff ergodicity bounds in Wasserstein distance for a viscous energy shell model with Lévy noise
• Another approach for stationary measures of stochastic 2D Navier-Stokes equations driven by pure jump noise
• Exponential contraction rates for a class of degenerate SDEs with Lévy noises
• Accessibility of SPDEs driven by pure jump noise and its applications
• Gradient formula for transition semigroup corresponding to stochastic equation driven by a system of independent Lévy processes

This page was built for publication: Ergodicity of stochastic shell models driven by pure jump noise

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2802690)