Exponential mixing for a stochastic partial differential equation driven by degenerate noise

DOI10.1088/0951-7715/15/2/304MaRDI QIDQ4533436zbMATH OpenOpenAlexWikidataFDO

Authors Martin Hairer

Publication date 11 June 2002

Published in Nonlinearity (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/math-ph/0103039

zbMATH Keywords

exponential convergenceDoeblin conditionstochastic partial differential equations of the reaction-diffusion type

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15) PDEs with randomness, stochastic partial differential equations (35R60) Infinite-dimensional dissipative dynamical systems (37L99)

Abstract: We study stochastic partial differential equations of the reaction-diffusion type. We show that, even if the forcing is very degenerate (i.e. has not full rank), one has exponential convergence towards the invariant measure. The convergence takes place in the topology induced by a weighted variation norm and uses a kind of (uniform) Doeblin condition.

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Cited in

(12)

• EXPONENTIAL MIXING FOR SOME SPDEs WITH LÉVY NOISE
• Lower estimates of transition densities and bounds on exponential ergodicity for stochastic PDEs
• Exponential mixing for SPDEs driven by highly degenerate Lévy noises
• Exponential mixing for stochastic PDEs: the non-additive case
• Exponential mixing under controllability conditions for \textsc{sde}s driven by a degenerate Poisson noise
• Large deviation principle of occupation measures for non-linear monotone SPDEs
• The Strassen invariance principle for certain non-stationary Markov-Feller chains
• Exponential mixing properties of stochastic PDEs through asymptotic coupling
• Exponential mixing of 2D stochastic Ginzburg-Landau-Newell equations driven by degenerate noise
• Exponential mixing of 2D SDEs forced by degenerate Lévy noises
• Dissipatively perturbed Hamiltonian PDEs
• scientific article; zbMATH DE number 6348885 (Why is no real title available?)

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