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相关论文: Exponential mixing for the stochastic Allen--Cahn …

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We establish the unique ergodicity of a fully discrete scheme for monotone SPDEs with polynomial growth drift and bounded diffusion coefficients driven by multiplicative white noise. The main ingredient of our method depends on the…

数值分析 · 数学 2025-11-13 Zhihui Liu

We study the invariant measure of the one-dimensional stochastic Allen-Cahn equation for a small noise strength and a large but finite system. We endow the system with inhomogeneous Dirichlet boundary conditions that enforce at least one…

概率论 · 数学 2016-06-02 Felix Otto , Hendrik Weber , Maria Westdickenberg

We study a class of discrete-time random dynamical systems with compact phase space. Assuming that the deterministic counterpart of the system in question possesses a dissipation property, its linearisation is approximately controllable,…

偏微分方程分析 · 数学 2019-10-30 Sergei Kuksin , Vahagn Nersesyan , Armen Shirikyan

We prove existence and uniqueness of the invariant measure and exponential mixing in the total-variation norm for a class of stochastic differential equations driven by degenerate compound Poisson processes. In addition to mild assumptions…

概率论 · 数学 2022-09-21 Vahagn Nersesyan , Renaud Raquépas

We prove the exponential convergence to a unique invariant measure for locally damped nonlinear Schr\"odinger equations, perturbed by bounded noise acting on only two Fourier modes. To tackle the lack of smoothing effect, we introduce…

偏微分方程分析 · 数学 2026-04-08 Yuxuan Chen , Shengquan Xiang , Zhifei Zhang

We consider parabolic stochastic partial differential equations driven by white noise in time. We prove exponential convergence of the transition probabilities towards a unique invariant measure under suitable conditions. These conditions…

概率论 · 数学 2007-05-23 Martin Hairer

The paper is devoted to studying the stochastic nonlinear wave (NLW) equation in a bounded domain D $\subset$ R3. We show that the Markov process associated with the flow of solution has a unique stationary measure $\mu$, and the law of any…

偏微分方程分析 · 数学 2014-04-21 Davit Martirosyan

We study the invariant measure of a discretized stochastic Allen-Cahn equation in d+1 dimensions in the low noise limit. We consider a cuboidal domain and impose the two stable phases as boundary conditions at two opposite faces. We then…

概率论 · 数学 2010-12-14 Matthias Erbar

We consider a stochastic partial differential equation with two logarithmic nonlinearities, with two reflections at 1 and -1 and with a constraint of conservation of the space average. The equation, driven by the derivative in space of a…

偏微分方程分析 · 数学 2019-10-21 Arnaud Debussche , Ludovic Goudenège

We establish a general criterion which ensures exponential mixing of parabolic Stochastic Partial Differential Equations (SPDE) driven by a non additive noise which is white in time and smooth in space. We apply this criterion on two…

偏微分方程分析 · 数学 2007-05-23 Cyril Odasso

We establish an optimal strong convergence rate of a fully discrete numerical scheme for second order parabolic stochastic partial differential equations with monotone drifts, including the stochastic Allen-Cahn equation, driven by an…

数值分析 · 数学 2020-05-21 Zhihui Liu , Zhonghua Qiao

This paper is devoted to proving the polynomial mixing for a weakly damped stochastic nonlinear Schr\"{o}dinger equation with additive noise on a 1D bounded domain. The noise is white in time and smooth in space. We consider both focusing…

概率论 · 数学 2023-04-03 Jing Guo , Zhenxin Liu

We prove the validity of a small noise large deviation principle for the family of invariant measures $\{\mu_\epsilon\}_{\epsilon>0} $ associated to the one dimensional stochastic Allen-Cahn equation with inhomogeneous Dirichlet boundary…

概率论 · 数学 2026-04-03 Rui Bai , Chunrong Feng , Huaizhong Zhao

In the last two decades, there has been a significant progress in the understanding of ergodic properties of white-forced dissipative PDEs. The previous studies mostly focus on equations posed on bounded domains since they rely on different…

偏微分方程分析 · 数学 2023-08-10 Vahagn Nersesyan , Meng Zhao

We prove exponential convergence to the invariant measure, in the total variation norm, for solutions of SDEs driven by $\alpha$-stable noises in finite and in infinite dimensions. Two approaches are used. The first one is based on Harris…

偏微分方程分析 · 数学 2011-04-27 E. Priola , A. Shirikyan , L. Xu , J. Zabczyk

We analyze the long-time behavior of numerical schemes for a class of monotone stochastic partial differential equations (SPDEs) driven by multiplicative noise. By deriving several time-independent a priori estimates for the numerical…

数值分析 · 数学 2025-01-27 Zhihui Liu

We introduce and analyze an explicit time discretization scheme for the one-dimensional stochastic Allen-Cahn, driven by space-time white noise. The scheme is based on a splitting strategy, and uses the exact solution for the nonlinear term…

数值分析 · 数学 2019-10-21 Charles-Edouard Bréhier , Ludovic Goudenège

We consider randomly forced 2D Navier-Stokes equations in a bounded domain with smooth boundary. It is assumed that the random perturba- tion is non-degenerate, and its law is periodic in time and has a support localised with respect to…

偏微分方程分析 · 数学 2011-10-05 Armen Shirikyan

We study an Allen-Cahn equation perturbed by a multiplicative stochastic noise which is white in time and correlated in space. Formally this equation approximates a stochastically forced mean curvature flow. We derive uniform energy bounds…

偏微分方程分析 · 数学 2016-06-02 Matthias Röger , Hendrik Weber

We continue our study of the problem of mixing for a class of PDEs with very degenerate noise. As we established earlier, the uniqueness of stationary measure and its exponential stability in the dual-Lipschitz metric holds under the…

偏微分方程分析 · 数学 2019-02-04 Sergei Kuksin , Vahagn Nersesyan , Armen Shirikyan
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