Exponential Mixing for a Stochastic PDE Driven by Degenerate Noise
Mathematical Physics
2009-11-07 v1 math.MP
Probability
Abstract
We study stochastic partial differential equations of the reaction-diffusion type. We show that, even if the forcing is very degenerate (i.e. has not full rank), one has exponential convergence towards the invariant measure. The convergence takes place in the topology induced by a weighted variation norm and uses a kind of (uniform) Doeblin condition.
Cite
@article{arxiv.math-ph/0103039,
title = {Exponential Mixing for a Stochastic PDE Driven by Degenerate Noise},
author = {Martin Hairer},
journal= {arXiv preprint arXiv:math-ph/0103039},
year = {2009}
}
Comments
10 pages, 1 figure