Academic Journal
Couplings via Comparison Principle and Exponential Ergodicity of SPDEs in the Hypoelliptic Setting
Title: | Couplings via Comparison Principle and Exponential Ergodicity of SPDEs in the Hypoelliptic Setting |
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Authors: | Butkovsky, Oleg, Scheutzow, Michael |
Publication Year: | 2023 |
Collection: | TU Berlin: Deposit Once |
Subject Terms: | 500 Naturwissenschaften und Mathematik::510 Mathematik::510 Mathematik, theoretical physics, mathematical physics, quantum physics, complex systems, classical and quantum gravitation, computational physics, Relativity Theory |
Description: | We develop a general framework for studying ergodicity of order-preserving Markov semigroups. We establish natural and in a certain sense optimal conditions for existence and uniqueness of the invariant measure and exponential convergence of transition probabilities of an order-preserving Markov process. As an application, we show exponential ergodicity and exponentially fast synchronization-by-noise of the stochastic reaction–diffusion equation in the hypoelliptic setting. This refines and complements corresponding results of Hairer and Mattingly (Electron J Probab 16:658–738, 2011). |
Document Type: | article in journal/newspaper |
File Description: | application/pdf |
Language: | English |
ISSN: | 1432-0916 0010-3616 |
Relation: | https://depositonce.tu-berlin.de/handle/11303/19364; https://doi.org/10.14279/depositonce-18160 |
DOI: | 10.14279/depositonce-18160 |
Availability: | https://doi.org/10.14279/depositonce-18160 https://depositonce.tu-berlin.de/handle/11303/19364 |
Rights: | https://creativecommons.org/licenses/by/4.0/ |
Accession Number: | edsbas.ECB9F8EC |
Database: | BASE |
Description not available. |