English

Spectral gap for projective processes of linear SPDEs

Probability 2023-08-21 v2 Analysis of PDEs

Abstract

This work studies the angular component πt=ut/ut \pi_{t} = u_{t} / \| u_{t} \| associated to the solution u u of a vector-valued linear hyperviscous SPDE on a dd-dimensional torus duα=να(Δ)auαdt+(udW)α  ,α{1,,m}\mathrm{d} u^{\alpha} =- \nu^{\alpha} (- \Delta)^{\mathbf{a} } u^{\alpha} \mathrm{d} t + (u \cdot \mathrm{d} W)^{\alpha} \;,\quad \alpha \in \{ 1, \dots, m \} for u ⁣:TdRm u \colon \mathbb{T}^{d} \to \mathbb{R}^{m} , a1 \mathbf{a} \geqslant 1 and a sufficiently smooth and non-degenerate noise W W . We provide conditions for existence, as well as uniqueness and spectral gaps (if a>d/2 \mathbf{a} > d/2) of invariant measures for π \pi in the projective space. Our proof relies on the introduction of a novel Lyapunov functional for πt\pi_{t}, based on the study of dynamics of the ``energy median'': the energy level MM at which projections of uu onto frequencies with energies less or more than MM have about equal L2L^2 norm. This technique is applied to obtain -- in an infinite-dimensional setting without order preservation -- lower bounds on top Lyapunov exponents of the equation, and their uniqueness via Furstenberg-Khasminskii formulas.

Keywords

Cite

@article{arxiv.2307.07472,
  title  = {Spectral gap for projective processes of linear SPDEs},
  author = {Martin Hairer and Tommaso Rosati},
  journal= {arXiv preprint arXiv:2307.07472},
  year   = {2023}
}

Comments

73 pages, 2 figures, revised high-frequency stochastic instability section

R2 v1 2026-06-28T11:30:42.633Z