English

Convergence of invariant measures for singular stochastic diffusion equations

Probability 2012-05-08 v1 Analysis of PDEs

Abstract

It is proved that the solutions to the singular stochastic pp-Laplace equation, p(1,2)p\in (1,2) and the solutions to the stochastic fast diffusion equation with nonlinearity parameter r(0,1)r\in (0,1) on a bounded open domain ΛRd\Lambda\subset\R^d with Dirichlet boundary conditions are continuous in mean, uniformly in time, with respect to the parameters pp and rr respectively (in the Hilbert spaces L2(Λ)L^2(\Lambda), H1(Λ)H^{-1}(\Lambda) respectively). The highly singular limit case p=1p=1 is treated with the help of stochastic evolution variational inequalities, where \mathbbmP\mathbbm{P}-a.s. convergence, uniformly in time, is established. It is shown that the associated unique invariant measures of the ergodic semigroups converge in the weak sense (of probability measures).

Keywords

Cite

@article{arxiv.1201.2839,
  title  = {Convergence of invariant measures for singular stochastic diffusion equations},
  author = {Ioana Ciotir and Jonas M. Tölle},
  journal= {arXiv preprint arXiv:1201.2839},
  year   = {2012}
}

Comments

to appear in Stoch. Proc. Appl. (in press), 18 pp

R2 v1 2026-06-21T20:04:16.083Z