English

Existence and uniqueness of invariant measures for stochastic reaction-diffusion equations in unbounded domains

Analysis of PDEs 2014-11-04 v1

Abstract

In this paper we investigate the long-time behavior of stochastic reaction-diffusion equations of the type du=(Au+f(u))dt+σ(u)dW(t)du = (Au + f(u))dt + \sigma(u) dW(t), where AA is an elliptic operator, ff and σ\sigma are nonlinear maps and WW is an infinite dimensional nuclear Wiener process. The emphasis is on unbounded domains. Under the assumption that the nonlinear function ff possesses certain dissipative properties, this equation is known to have a solution with an expectation value which is uniformly bounded in time. Together with some compactness property, the existence of such a solution implies the existence of an invariant measure which is an important step in establishing the ergodic behavior of the underlying physical system. In this paper we expand the existing classes of nonlinear functions ff and σ\sigma and elliptic operators AA for which the invariant measure exists, in particular, in unbounded domains. We also show the uniqueness of the invariant measure for an equation defined on the upper half space if AA is the Shr\"{o}dinger-type operator A=1ρ(divρu)A = \frac{1}{\rho}(\text{div} \rho \nabla u) where ρ=ex2\rho = e^{-|x|^2} is the Gaussian weight.

Keywords

Cite

@article{arxiv.1411.0298,
  title  = {Existence and uniqueness of invariant measures for stochastic reaction-diffusion equations in unbounded domains},
  author = {Oleksandr Misiats and Oleksandr Stanzhytsyi and Nung Kwan Yip},
  journal= {arXiv preprint arXiv:1411.0298},
  year   = {2014}
}

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25 pages