English

On ergodic properties of stochastic PDEs

Probability 2024-12-05 v1

Abstract

In this note we review several situations in which stochastic PDEs exhibit ergodic properties. We begin with the basic dissipative conditions, as stated by Da Prato and Zabczyk in their classical monograph. Then we describe the singular case of SPDEs with reflection. Next we move to some degenerate (and thus more demanding) settings. Namely we recall some results obtained around 2006, concerning stochastic Navier-Stokes equations with a very degenerate noise. We finish the article by handling some cases with degenerate coefficients. This includes a new result about the parabolic Anderson model in dimension d3d\ge 3, driven by a general class of noises and fairly general initial conditions. In this context, a phase transition is observed, expressed in terms of the noise intensity.

Keywords

Cite

@article{arxiv.2412.03521,
  title  = {On ergodic properties of stochastic PDEs},
  author = {Le Chen and Cheng Ouyang and Samy Tindel and Panqiu Xia},
  journal= {arXiv preprint arXiv:2412.03521},
  year   = {2024}
}

Comments

Dedicated to Giuseppe Da Prato. 40 pages, no figures, 58 references