Convergence of invariant measures for singular stochastic diffusion equations

DOI10.1016/J.SPA.2011.11.011zbMATH Open1252.60059arXiv1201.2839OpenAlexW2041366450MaRDI QIDQ424516FDOQ424516

Authors: Ioana Ciotir, Jonas M. Toelle 

Publication date: 1 June 2012

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Abstract: It is proved that the solutions to the singular stochastic $p$-Laplace equation, $pin(1,2)$ and the solutions to the stochastic fast diffusion equation with nonlinearity parameter $rin(0,1)$ on a bounded open domain $Lambdasubset{R}^d$ with Dirichlet boundary conditions are continuous in mean, uniformly in time, with respect to the parameters $p$ and $r$ respectively (in the Hilbert spaces $L^2(Lambda)$, $H^{-1}(Lambda)$ respectively). The highly singular limit case $p=1$ is treated with the help of stochastic evolution variational inequalities, where $mathbbmP$-a.s. convergence, uniformly in time, is established. It is shown that the associated unique invariant measures of the ergodic semigroups converge in the weak sense (of probability measures).

Full work available at URL: https://arxiv.org/abs/1201.2839

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zbMATH Keywords

\(p\)-Laplace equationsingular stochastic equationstochastic fast diffusion equation

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Singular parabolic equations (35K67) Invariant measures for infinite-dimensional dissipative dynamical systems (37L40) Methods involving semicontinuity and convergence; relaxation (49J45)

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Cited In (15)

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• Stochastic porous media equations with divergence Itô noise

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