English

Exponential Convergence of Non-Linear Monotone SPDEs

Probability 2014-10-14 v3

Abstract

For a Markov semigroup PtP_t with invariant probability measure μ\mu, a constant >0\ll>0 is called a lower bound of the ultra-exponential convergence rate of PtP_t to μ\mu, if there exists a constant C(0,)C\in (0,\infty) such that supμ(f2)1Ptfμ(f)C\et,  t1. \sup_{\mu(f^2)\le 1}\|P_tf-\mu(f)\|_\infty \le C \e^{-\ll t},\ \ t\ge 1. By using the coupling by change of measure in the line of [F.-Y. Wang, Ann. Probab. 35(2007), 1333--1350], explicit lower bounds of the ultra-exponential convergence rate are derived for a class of non-linear monotone stochastic partial differential equations. The main result is illustrated by the stochastic porous medium equation and the stochastic pp-Laplace equation respectively. Finally, the VV-uniformly exponential convergence is investigated for stochastic fast-diffusion equations.

Keywords

Cite

@article{arxiv.1310.7997,
  title  = {Exponential Convergence of Non-Linear Monotone SPDEs},
  author = {Feng-Yu Wang},
  journal= {arXiv preprint arXiv:1310.7997},
  year   = {2014}
}

Comments

19 pages

R2 v1 2026-06-22T01:57:02.223Z