Academic Journal

Couplings via Comparison Principle and Exponential Ergodicity of SPDEs in the Hypoelliptic Setting

Bibliographic Details
Title: Couplings via Comparison Principle and Exponential Ergodicity of SPDEs in the Hypoelliptic Setting
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
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