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Couplings via comparison principle and exponential ergodicity of SPDEs in the hypoelliptic setting
- Publication Year :
- 2019
-
Abstract
- We develop a general framework for studying ergodicity of order-preserving Markov semigroups. We establish natural and in a certain sense optimal conditions for existence and uniqueness of the invariant measure and exponential convergence of transition probabilities of an order-preserving Markov process. As an application, we show exponential ergodicity and exponentially fast synchronization-by-noise of the stochastic reaction-diffusion equation in the hypoelliptic setting. This refines and complements corresponding results of Hairer, Mattingly (2011).
- Subjects :
- Mathematics - Probability
Mathematical Physics
Subjects
Details
- Database :
- arXiv
- Publication Type :
- Report
- Accession number :
- edsarx.1907.03725
- Document Type :
- Working Paper
- Full Text :
- https://doi.org/10.1007/s00220-020-03834-w