English

Ergodicity of stochastic shell models driven by pure jump noise

Probability 2016-01-14 v1

Abstract

In the present paper we study a stochastic evolution equation for shell (SABRA \& GOY) models with pure jump \levy noise L=k=1lk(t)ekL=\sum_{k=1}^\infty l_k(t)e_k on a Hilbert space \h\h. Here {lk,kN}\{l_k, k\in \mathbb{N}\} is a family of independent and identically distributed (i.i.d.) real-valued pure jump \levy processes and {ek,kN}\{e_k, k\in \mathbb{N}\} is an orthonormal basis of \h\h. We mainly prove that the stochastic system has a unique invariant measure. For this aim we show that if the \levy measure of each component lk(t)l_k(t) of LL satisfies a certain order and a non-{degeneracy} condition and is absolutely continuous with respect to the Lebesgue measure, then the Markov semigroup associated {with} the unique solution of the system has the strong Feller property. If, furthermore, each lk(t)l_k(t) satisfies a small deviation property, then 0 is accessible for the dynamics independently of the initial condition. Examples of noises satisfying our conditions are a family of i.i.d tempered \levy noises {lk,kN}\{l_k, k\in \mathbb{N}\} and {lk=WkGk+Gk,kN}\{l_k=W_k\circ G_k + G_k, k\in \mathbb{N} \} where {Gk,kN}\{G_k, k \in \mathbb{N}\} (resp., {Wk,kN}\{W_k, k\in \mathbb{N}\}) is a sequence of i.i.d subordinator Gamma (resp., real-valued Wiener) processes with \levy density fG(z)=(ϑz)1ezϑ\mathds1z>0f_G(z)=(\vartheta z)^{-1} e^{-\frac z\vartheta} \mathds{1}_{z>0}. The proof of the strong Feller property relies on the truncation of the nonlinearity and the use of a gradient estimate for the Galerkin system of the truncated equation. The gradient estimate is a consequence of a Bismut-Elworthy-Li (BEL) type formula that we prove in the Appendix A of the paper.

Keywords

Cite

@article{arxiv.1601.03242,
  title  = {Ergodicity of stochastic shell models driven by pure jump noise},
  author = {Hakima Bessaih and Erika Hausenblas and Paul A. Razafimandimby},
  journal= {arXiv preprint arXiv:1601.03242},
  year   = {2016}
}

Comments

To appear in SIAM Journal on Mathematical Analysis, 2016