English

Harnack Inequalities and Ergodicity of Stochastic Reaction-Diffusion Equation in $L^p$

Probability 2025-11-13 v3

Abstract

We derive Harnack inequalities for a stochastic reaction-diffusion equation with dissipative drift driven by additive irregular noise in the LpL^p-space for any p2p \ge 2. These inequalities are utilized to investigate the ergodicity of the corresponding Markov semigroup (Pt)(P_t). The main ingredient of our method is a coupling by the change of measure. Applying our results to the stochastic reaction-diffusion equation with a super-linear growth drift having a negative leading coefficient, perturbed by a Lipschitz term, indicates that (Pt)(P_t) possesses a unique and thus ergodic invariant measure in LpL^p for all p2p \ge 2, which is independent of the Lipschitz term.

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Cite

@article{arxiv.2008.01335,
  title  = {Harnack Inequalities and Ergodicity of Stochastic Reaction-Diffusion Equation in $L^p$},
  author = {Zhihui Liu},
  journal= {arXiv preprint arXiv:2008.01335},
  year   = {2025}
}