Irreducibility of stochastic real Ginzburg-Landau equation driven by -stable noises and applications

DOI10.3150/15-BEJ773MaRDI QIDQ520694zbMATH OpenOpenAlexFDO

Authors Ran Wang, Lihu Xu, Jie Xiong

Publication date 5 April 2017

Published in Bernoulli (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1510.01904, https://projecteuclid.org/euclid.bj/1486177396

zbMATH Keywords

\(\alpha\)-stable noisesexponential ergodicityirreducibilitymoderate deviation principlestochastic real Ginzburg-Landau equation

Mathematics Subject Classification ID

Convergence of probability measures (60B10) Large deviations (60F10) Stable stochastic processes (60G52) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Applications of stochastic analysis (to PDEs, etc.) (60H30) Stochastic stability in control theory (93E15)

Abstract: We establish the irreducibility of stochastic real Ginzburg-Landau equation with $alpha$-stable noises by a maximal inequality and solving a control problem. As applications, we prove that the system converges to its equilibrium measure with exponential rate under a topology stronger than total variation and obeys the moderate deviation principle by constructing some Lyapunov test functions.

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Cited in

(14)

• Asymptotics for stochastic reaction-diffusion equation driven by subordinate Brownian motion
• The \(\alpha \)-dependence of the invariant measure of stochastic real Ginzburg-Landau equation driven by \(\alpha \)-stable Lévy processes
• Irreducibility and asymptotics of stochastic Burgers equation driven by \(\alpha \)-stable processes
• Ergodicity of the stochastic real Ginzburg-Landau equation driven by \(\alpha\)-stable noises
• Irreducibility of Kuramoto-Sivashinsky equation driven by degenerate noise
• Large deviation principle for occupation measures of stochastic generalized Burgers-Huxley equation
• Irreducibility of stochastic complex Ginzburg-Landau equations driven by pure jump noise and its applications
• Resonant double Hopf bifurcation in a diffusive Ginzburg-Landau model with delayed feedback
• Well-posedness and large deviations for 2D stochastic Navier-Stokes equations with jumps
• Accessibility of SPDEs driven by pure jump noise and its applications
• Ergodicity of stochastic two-phase Stefan problem driven by pure jump Lévy noise
• Approximate controllability and irreducibility of the 2D Zakharov-Kuznetsov-Burgers equation
• Optimal Wasserstein-1 distance between SDEs driven by Brownian motion and stable processes
• Large deviation principle of occupation measures for non-linear monotone SPDEs

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