Ergodicity of stochastic shell models driven by pure jump noise

DOI10.1137/140997312MaRDI QIDQ2802690zbMATH OpenOpenAlexDBLPWikidataFDO

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)

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

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)

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.

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Cited in

(7)

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

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