Exponential Convergence of Non-Linear Monotone SPDEs
Probability
2014-10-14 v3
Abstract
For a Markov semigroup with invariant probability measure , a constant is called a lower bound of the ultra-exponential convergence rate of to , if there exists a constant such that 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 -Laplace equation respectively. Finally, the -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