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Couplings via comparison principle and exponential ergodicity of SPDEs in the hypoelliptic setting

Authors :
Butkovsky, Oleg
Scheutzow, Michael
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).

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