Convergence of invariant measures for singular stochastic diffusion equations

DOI10.1016/J.SPA.2011.11.011MaRDI QIDQ424516zbMATH OpenOpenAlexFDO

Authors Ioana Ciotir, Jonas M. Toelle

Publication date 1 June 2012

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

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

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)

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).

Recommendations

• Ergodicity and local limits for stochastic local and nonlocal \(p\)-Laplace equations
• On the stochastic \(p\)-Laplace equation
• Ergodicity of transition semigroups for stochastic fast diffusion equations
• Existence and uniqueness of invariant measures for stochastic evolution equations with weakly dissipative drifts
• On a stochastic singular diffusion equation in \(\mathbb{R}^d\)

Cites work

• scientific article; zbMATH DE number 3957814 (Why is no real title available?)
• scientific article; zbMATH DE number 3565846 (Why is no real title available?)
• scientific article; zbMATH DE number 1448982 (Why is no real title available?)
• scientific article; zbMATH DE number 3893867 (Why is no real title available?)
• scientific article; zbMATH DE number 5058450 (Why is no real title available?)
• scientific article; zbMATH DE number 3321454 (Why is no real title available?)
• A Trotter type result for the stochastic porous media equations
• A Trotter-type theorem for nonlinear stochastic equations in variational formulation and homogenization.
• A concise course on stochastic partial differential equations
• An alternative derivation of the eigenvalue equation for the 1-Laplace operator
• Analysis and control of nonlinear infinite dimensional systems
• Best constant in Sobolev inequality
• Convergence of solutions for the stochastic porous media equations and homogenization
• DIRICHLET PROBLEMS FOR THE 1-LAPLACE OPERATOR, INCLUDING THE EIGENVALUE PROBLEM
• Degenerate parabolic equations
• Deterministic and Stochastic Differential Equations in Hilbert Spaces Involving Multivalued Maximal Monotone Operators
• Ergodicity for Infinite Dimensional Systems
• Ergodicity for nonlinear stochastic equations in variational formulation
• Ergodicity of stochastic curve shortening flow in the plane
• Existence and uniqueness of invariant measures for stochastic evolution equations with weakly dissipative drifts
• Existence for a class of stochastic parabolic variational inequalities
• Invariant measures and the Kolmogorov equation for the stochastic fast diffusion equation
• Local solvability of a constrained gradient system of total variation
• Lp approximation of variational problems in L1 and L∞
• On ergodicity of some Markov processes
• On some stochastic parabolic variational inequalities
• On the stochastic \(p\)-Laplace equation
• Stability of the separable solution for fast diffusion
• Stochastic nonlinear diffusion equations with singular diffusivity
• Stochastic porous media equations and self-organized criticality
• Stochastic variational inequalities in infinite dimensional spaces
• The Cauchy problem for linear growth functionals
• The Dirichlet problem for the total variation flow
• The Neumann Problem on Unbounded Domains of ℝ^dand Stochastic Variational Inequalities
• Variational Analysis

Cited in

(16)

• Stochastic evolution equations with singular drift and gradient noise via curvature and commutation conditions
• The stochastic fast logarithmic equation in \(\mathbb{R}^d\) with multiplicative Stratonovich noise
• Improved regularity for the stochastic fast diffusion equation
• Strong invariance principle for singular diffusions.
• On the stochastic \(p\)-Laplace equation
• Stochastic porous media equations with divergence Itô noise
• Convergence of invariant densities in the small-noise limit
• Stability and moment estimates for the stochastic singular \(\Phi\)-Laplace equation
• Limit theorems of invariant measures for multivalued McKean-Vlasov stochastic differential equations
• Corrigendum to ``Convergence of invariant measures for singular stochastic diffusion equations [Stochastic process. Appl. 122 (2012) 1998-2017]
• Ergodicity and local limits for stochastic local and nonlocal \(p\)-Laplace equations
• Stochastic variational inequalities and applications to the total variation flow perturbed by linear multiplicative noise
• Multi-valued, singular stochastic evolution inclusions
• On large deviation convergence of invariant measures
• Stability of solutions to stochastic partial differential equations
• scientific article; zbMATH DE number 4054712 (Why is no real title available?)

This page was built for publication: Convergence of invariant measures for singular stochastic diffusion equations

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q424516)