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

DOI10.1088/0951-7715/15/2/304zbMATH Open0992.60067arXivmath-ph/0103039OpenAlexW2042201445WikidataQ115293272 ScholiaQ115293272MaRDI QIDQ4533436FDOQ4533436

Authors: Martin Hairer 

Publication date: 11 June 2002

Published in: Nonlinearity (Search for Journal in Brave)

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.

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

Recommendations

• Exponential mixing properties of stochastic PDEs through asymptotic coupling
• Exponential mixing for SPDEs driven by highly degenerate Lévy noises
• Exponential mixing for the 3D stochastic Navier-Stokes equations
• Exponential mixing of 2D stochastic Ginzburg-Landau-Newell equations driven by degenerate noise
• Exponential mixing for stochastic PDEs: the non-additive case

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)

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
• Title not available (Why is that?)

This page was built for publication: Exponential mixing for a stochastic partial differential equation driven by degenerate noise

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4533436)