Uniform Exponential Ergodicity of Stochastic Dissipative Systems

DOI10.1023/A:1013712812513MaRDI QIDQ3151359zbMATH OpenFDO

Authors B. Goldys, B. Maslowski

Publication date 15 October 2002

Published in Czechoslovak Mathematical Journal (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/math/0111143, https://eudml.org/doc/30669

zbMATH Keywords

compact semigroupdissipative systemexponential ergodicityspectral gap

Mathematics Subject Classification ID

Ergodic theorems, spectral theory, Markov operators (37A30) Ergodic theory of linear operators (47A35) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Markov processes (60J99)

Abstract: We study ergodic properties of stochastic dissipative systems with additive noise. We show that the system is uniformly exponentially ergodic provided the growth of nonlinearity at infinity is faster than linear. The abstract result is applied to the stochastic reaction diffusion equation in $mathbb{R}^d$ with $dle3$.

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Cited in

(11)

• Invariant measures for monotone SPDEs with multiplicative noise term
• Modulation equations: Stochastic bifurcation in large domains
• Existence and uniqueness of invariant measures for stochastic reaction-diffusion equations in unbounded domains
• Exponential ergodicity for stochastic reaction-diffusion equations
• Geometric ergodicity for stochastic pdes
• Invariant measures for stochastic reaction-diffusion equations with weakly dissipative nonlinearities
• Asymptotic stability for stochastic dissipative Systems with a Hölder noise
• Asymptotic analysis and homogenization of invariant measures
• Lower estimates of transition densities and bounds on exponential ergodicity for stochastic PDEs
• The Ornstein-Uhlenbeck bridge and applications to Markov semigroups
• Improved moment estimates for invariant measures of semilinear diffusions in Hilbert spaces and applications

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