Spectral gap for projective processes of linear SPDEs
Abstract
This work studies the angular component associated to the solution of a vector-valued linear hyperviscous SPDE on a -dimensional torus for , and a sufficiently smooth and non-degenerate noise . We provide conditions for existence, as well as uniqueness and spectral gaps (if ) of invariant measures for in the projective space. Our proof relies on the introduction of a novel Lyapunov functional for , based on the study of dynamics of the ``energy median'': the energy level at which projections of onto frequencies with energies less or more than have about equal 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