A theory of hypoellipticity and unique ergodicity for semilinear stochastic PDEs

DOI10.1214/EJP.V16-875zbMATH Open1228.60072arXiv0808.1361WikidataQ56894339 ScholiaQ56894339MaRDI QIDQ638404FDOQ638404

Authors: Martin Hairer, Jonathan C. Mattingly 

Publication date: 9 September 2011

Published in: Electronic Journal of Probability (Search for Journal in Brave)

Abstract: We present a theory of hypoellipticity and unique ergodicity for semilinear parabolic stochastic PDEs with "polynomial" nonlinearities and additive noise, considered as abstract evolution equations in some Hilbert space. It is shown that if Hormander's bracket condition holds at every point of this Hilbert space, then a lower bound on the Malliavin covariance operator $M_t$ can be obtained. Informally, this bound can be read as "Fix any finite-dimensional projection $Pi$ on a subspace of sufficiently regular functions. Then the eigenfunctions of $M_t$ with small eigenvalues have only a very small component in the image of $Pi$". We also show how to use a priori bounds on the solutions to the equation to obtain good control on the dependency of the bounds on the Malliavin matrix on the initial condition. These bounds are sufficient in many cases to obtain the asymptotic strong Feller property introduced in [HairerMattingly06]. One of the main novel technical tools is an almost sure bound from below on the size of "Wiener polynomials", where the coefficients are possibly non-adapted stochastic processes satisfying a Lipschitz condition. By exploiting the polynomial structure of the equations, this result can be used to replace Norris' lemma, which is unavailable in the present context. We conclude by showing that the two-dimensional stochastic Navier-Stokes equations and a large class of reaction-diffusion equations fit the framework of our theory.

Full work available at URL: https://arxiv.org/abs/0808.1361

Recommendations

• Ergodicity for a class of semilinear stochastic partial differential equations
• On unique ergodicity in nonlinear stochastic partial differential equations
• Existence and uniqueness results for semilinear stochastic partial differential equations
• Existence, uniqueness and invariant measures for stochastic semilinear equations on Hilbert spaces
• Non-explosion, boundedness, and ergodicity for stochastic semilinear equations
• scientific article; zbMATH DE number 851778
• Hypoellipticity of the stochastic partial differential operators

zbMATH Keywords

ergodicityreaction-diffusion equationshypoellipticity[https://portal.mardi4nfdi.de/w/index.php?title=+Special%3ASearch&search=H%EF%BF%BD%EF%BF%BDrmander%27s+bracket+condition&go=Go H��rmander's bracket condition]semilinear parabolic stochastic PDEs

Mathematics Subject Classification ID

Stochastic calculus of variations and the Malliavin calculus (60H07) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Hypoelliptic equations (35H10)

Cited In (81)

• A note on cascade flux laws for the stochastically-driven nonlinear Schrödinger equation
• Relation between the eventual continuity and the e-property for Markov-Feller semigroups
• Polynomial mixing of a stochastic wave equation with dissipative damping
• Asymptotic log-Harnack inequality and ergodicity for 3D Leray-\(\alpha\) model with degenerate type noise
• Large deviations principle via Malliavin calculus for the Navier-Stokes system driven by a degenerate white-in-time noise
• The complex Ginzburg-Landau equation perturbed by a force localised both in physical and Fourier spaces
• On the unique ergodicity for a class of 2 dimensional stochastic wave equations
• Well-posedness and stationary solutions of McKean-Vlasov (S)PDEs
• A version of Hörmander's theorem for Markovian rough paths
• Exponential convergence for nonlinear SPDEs with double reflecting walls
• Quantitative spectral gaps for hypoelliptic stochastic differential equations with small noise
• A sufficient condition for the Kolmogorov 4/5 law for stationary martingale solutions to the 3D Navier-Stokes equations
• Controllability and ergodicity of three dimensional primitive equations driven by a finite-dimensional force
• The small mass limit for long time statistics of a stochastic nonlinear damped wave equation
• Invariant measures for nonlinear conservation laws driven by stochastic forcing
• Non-autonomous rough semilinear PDEs and the multiplicative sewing lemma
• Exponential mixing for a class of dissipative PDEs with bounded degenerate noise
• A gradient flow formulation for the stochastic Amari neural field model
• Ergodicity of a nonlinear stochastic reaction-diffusion equation with memory
• Hypoellipticity in infinite dimensions
• Unique ergodicity for fractionally dissipated, stochastically forced 2D Euler equations
• A modified log-Harnack inequality and asymptotically strong Feller property
• Stochastic phase field \(\alpha \)-Navier-Stokes vesicle-fluid interaction model
• Hörmander's theorem for semilinear SPDEs
• Couplings via comparison principle and exponential ergodicity of SPDEs in the hypoelliptic setting
• Invariant measures for dissipative dynamical systems: abstract results and applications
• Asymptotic analysis for randomly forced MHD
• Smoothness of the density for solutions to Gaussian rough differential equations
• Ergodicity of hypoelliptic SDEs driven by fractional Brownian motion
• The Gaussian structure of the singular stochastic Burgers equation
• Generalized couplings and ergodic rates for SPDEs and other Markov models
• Spectral gap for the stochastic quantization equation on the 2-dimensional torus
• The strong Feller property for singular stochastic PDEs
• Almost-sure exponential mixing of passive scalars by the stochastic Navier-Stokes equations
• Regularity of laws and ergodicity of hypoelliptic SDEs driven by rough paths
• Random attractors for the stochastic Navier-Stokes equations on the 2D unit sphere
• Lagrangian chaos and scalar advection in stochastic fluid mechanics
• Asymptotic log-Harnack inequality and applications for stochastic 2D hydrodynamical-type systems with degenerate noise
• Irreducibility and exponential mixing of some stochastic hydrodynamical systems driven by pure jump noise
• Almost-sure enhanced dissipation and uniform-in-diffusivity exponential mixing for advection-diffusion by stochastic Navier-Stokes
• Random dynamical systems generated by stochastic Navier-Stokes equations on a rotating sphere
• Irreducibility and strong Feller property for stochastic evolution equations in Banach spaces
• Stochastic CGL equations without linear dispersion in any space dimension
• Zero temperature limit for directed polymers and inviscid limit for stationary solutions of stochastic Burgers equation
• Time-periodic measures, random periodic orbits, and the linear response for dissipative non-autonomous stochastic differential equations
• Geometric ergodicity for piecewise contracting processes with applications for tropical stochastic lattice models
• Exponential mixing of the 3D stochastic Navier-Stokes equations driven by mildly degenerate noises
• Unique ergodicity for a class of stochastic hyperbolic equations with additive space-time white noise
• Stochastic evolution equations in Banach spaces and applications to the Heath-Jarrow-Morton-Musiela equations
• Existence and large time behavior for a stochastic model of modified magnetohydrodynamic equations
• Ergodicity for a class of semilinear stochastic partial differential equations
• Structural properties of semilinear SPDEs driven by cylindrical stable processes
• Controllability implies mixing. II: Convergence in the dual-Lipschitz metric
• Ergodicity of the 3D stochastic Navier-Stokes equations driven by mildly degenerate noise
• Existence and regularity of invariant measures for the three dimensional stochastic primitive equations
• Exponential mixing for the fractional magneto-hydrodynamic equations with degenerate stochastic forcing
• Asymptotic coupling and a general form of Harris' theorem with applications to stochastic delay equations
• Exponential mixing of 2D SDEs forced by degenerate Lévy noises
• Ergodic and mixing properties of the Boussinesq equations with a degenerate random forcing
• Asymptotic properties of stochastic Cahn-Hilliard equation with singular nonlinearity and degenerate noise
• Stochastic integrals and Brownian motion on abstract nilpotent Lie groups
• Explicit contraction rates for a class of degenerate and infinite-dimensional diffusions
• On inviscid limits for the stochastic Navier-Stokes equations and related models
• A version of the Hörmander-Malliavin theorem in 2-smooth Banach spaces
• Ergodicity of 3D Leray-α model with fractional dissipation and degenerate stochastic forcing
• Ergodicity and asymptotic stability of Feller semigroups on Polish metric spaces
• Ergodicity Results for the Stochastic Navier–Stokes Equations: An Introduction
• Ergodicity and exponential mixing of the real Ginzburg-Landau equation with a degenerate noise
• An ergodic decomposition defined by regular jointly measurable Markov semigroups on Polish spaces
• Mixing via controllability for randomly forced nonlinear dissipative PDEs
• Smoothness of densities for path-dependent SDEs under Hörmander's condition
• Large Prandtl number asymptotics in randomly forced turbulent convection
• Ergodicity of the 2D Navier-Stokes equations with degenerate multiplicative noise
• Existence of densities for the dynamic \(\Phi^4_3\) model
• Scaling and saturation in infinite-dimensional control problems with applications to stochastic partial differential equations
• On Malliavin's proof of Hörmander's theorem
• Ergodic theory of the Burgers equation
• Intermittency in turbulent diffusion models with a mean gradient
• Ergodicity of Galerkin approximations of surface quasi-geostrophic equations and Hall-magnetohydrodynamics system forced by degenerate noise
• Moment bounds and geometric ergodicity of diffusions with random switching and unbounded transition rates
• On unique ergodicity in nonlinear stochastic partial differential equations

This page was built for publication: A theory of hypoellipticity and unique ergodicity for semilinear stochastic PDEs

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q638404)