Degenerate Kolmogorov equations and ergodicity for the stochastic Allen-Cahn equation with logarithmic potential

DOI10.1007/S40072-022-00284-4MaRDI QIDQ6402587zbMATH OpenOpenAlexFDO

Authors Luca Scarpa, Margherita Zanella

Publication date 20 June 2022

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://doi.org/10.1007/s40072-022-00284-4

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Ergodicity, mixing, rates of mixing (37A25) Degenerate elliptic equations (35J70) Invariant measures for infinite-dimensional dissipative dynamical systems (37L40)

Abstract: Well-posedness `a la Friedrichs is proved for a class of degenerate Kolmogorov equations associated to stochastic Allen-Cahn equations with logarithmic potential. The thermodynamical consistency of the model requires the potential to be singular and the multiplicative noise coefficient to vanish at the respective potential barriers, making thus the corresponding Kolmogorov equation not uniformly elliptic in space. First, existence and uniqueness of invariant measures and ergodicity are discussed. Then, classical solutions to some regularised Kolmogorov equations are explicitly constructed. Eventually, a sharp analysis of the blow-up rates of the regularised solutions and a passage to the limit with a specific scaling yield existence `a la Friedrichs for the original Kolmogorov equation.

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Cited in

(1)

• Stochastic Cahn-Hilliard and conserved Allen-Cahn equations with logarithmic potential and conservative noise

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