Ergodicity of transition semigroups for stochastic fast diffusion equations

Wei LIU

PDF(263 KB)
PDF(263 KB)
Front. Math. China ›› 2011, Vol. 6 ›› Issue (3) : 449-472. DOI: 10.1007/s11464-011-0112-2
RESEARCH ARTICLE
RESEARCH ARTICLE

Ergodicity of transition semigroups for stochastic fast diffusion equations

Author information +
History +

Abstract

In this paper, we first show the uniqueness of invariant measures for the stochastic fast diffusion equation, which follows from an obtained new decay estimate. Then we establish the Harnack inequality for the stochastic fast diffusion equation with nonlinear perturbation in the drift and derive the heat kernel estimate and ultrabounded property for the associated transition semigroup. Moreover, the exponential ergodicity and the existence of a spectral gap are also investigated.

Keywords

Harnack inequality / invariant measure / ergodicity / fast diffusion equation / heat kernel / spectral gap

Cite this article

Download citation ▾
Wei LIU. Ergodicity of transition semigroups for stochastic fast diffusion equations. Front Math Chin, 2011, 6(3): 449‒472 https://doi.org/10.1007/s11464-011-0112-2

References

[1]
Arnaudon M, Thalmaier A, Wang F Y. Harnack inequality and heat kernel estimates on manifolds with curvature unbounded below. Bull Sci Math, 2006, 130: 223-233
CrossRef Google scholar
[2]
Barbu V, Da Prato G. Invariant measures and the Kolmogorov equation for the stochastic fast diffusion equation. Stoc Proc Appl, 2010, 120: 1247-1266
CrossRef Google scholar
[3]
Bendikov A, Maheux P. Nash type inequalities for fractional powers of nonnegative self-adjoint operators. Trans Amer Math Soc, 2007, 359: 3085-3097
CrossRef Google scholar
[4]
Bogachev V I, Da Prato G, Röckner M. Invariant measures of generalized stochastic porous medium equations. Dokl Math, 2004, 69: 321-325
[5]
Bogachev V I, Röckner M, Zhang T S. Existence and uniqueness of invariant measures: an approach via sectorial forms. Appl Math Optim, 2000, 41: 87-109
CrossRef Google scholar
[6]
Croke C B. Some isoperimetric inequalities and eigenvalue estimates. Ann Sci Éc Norm Super, 1980, 13: 419-435
[7]
Da Prato G, Röckner M, Rozovskii B L, Wang F Y. Strong solutions to stochastic generalized porous media equations: existence, uniqueness and ergodicity. Comm Part Diff Equ, 2006, 31: 277-291
CrossRef Google scholar
[8]
Da Prato G, Röckner M, Wang F Y. Singular stochastic equations on Hilbert spaces: Harnack inequalities for their transition semigroups. J Funct Anal, 2009, 257: 992-1017
CrossRef Google scholar
[9]
Da Prato G, Zabczyk J. Ergodicity for Infinite-dimensional Systems. London Mathematical Society Lecture Note Series, 229. Cambridge: Cambridge University Press, 1996
[10]
Daskalopoulos P, Kenig C E. Degenerate Diffusions: Initial Value Problems and Local Regularity Theory. EMS Tracts in Mathematics 1. Zürich: European Mathematical Society, 2007
CrossRef Google scholar
[11]
Doob J L. Asymptotics properties of Markov transition probabilities. Trans Amer Math Soc, 1948, 63: 393-421
[12]
Driver B, Gordina M. Integrated Harnack inequalities on Lie groups. J Diff Geom, 2009, 83: 501-550
[13]
Gess B, Liu W, Röckner M. Random attractors for a class of stochastic partial differential equations driven by general additive noise. J Differential Equations, 2011,
CrossRef Google scholar
[14]
Goldys B, Maslowski B. Exponential ergodicity for stochastic reaction-diffusion equations. In: Lecture Notes Pure Appl Math, Vol 245. Boca Raton: Chapman Hall/CRC Press, 2004, 115-131
[15]
Goldys B, Maslowski B. Lower estimates of transition densities and bounds on exponential ergodicity for stochastic PDE’s. Ann Probab, 2006, 34: 1451-1496
CrossRef Google scholar
[16]
Gong F Z, Wang F Y. Heat kernel estimates with application to compactness of manifolds. Q J Math, 2001, 52(2): 171-180
CrossRef Google scholar
[17]
Gyöngy I. On stochastic equations with respect to semimartingale III. Stochastics, 1982, 7: 231-254
CrossRef Google scholar
[18]
Hairer M. Coupling stochastic PDEs. In: XIVth International Congress on Mathematical Physics, 2005, 281-289
[19]
Krylov N V, Rozovskii B L. Stochastic evolution equations. Translated from Itogi Naukii Tekhniki, Seriya Sovremennye Problemy Matematiki, 1979, 14: 71-146
[20]
Liu W. Harnack inequality and applications for stochastic evolution equations with monotone drifts. J Evol Equ, 2009, 9: 747-770
CrossRef Google scholar
[21]
Liu W. On the stochastic p-Laplace equation. J Math Anal Appl, 2009, 360: 737-751
CrossRef Google scholar
[22]
Liu W. Large deviations for stochastic evolution equations with small multiplicative noise. Appl Math Optim, 2010, 61: 27-56
CrossRef Google scholar
[23]
Liu W, Röckner M. SPDE in Hilbert space with locally monotone coefficients. J Funct Anal, 2010, 259: 2902-2922
CrossRef Google scholar
[24]
Liu W, Tölle J M. Existence and uniqueness of invariant measures for stochastic evolution equations with weakly dissipative drifts. Preprint
[25]
Liu W, Wang F Y. Harnack inequality and Strong Feller property for stochastic fast diffusion equations. J Math Anal Appl, 2008, 342: 651-662
CrossRef Google scholar
[26]
Pardoux E. Equations aux dérivées partielles stochastiques non linéaires monotones. Thesis, Université Paris XI, 1975
[27]
Pardoux E. Stochastic partial differential equations and filtering of diffusion processes. Stochastics, 1979, 3: 127-167
CrossRef Google scholar
[28]
Ren J, Röckner M, Wang F Y. Stochastic generalized porous media and fast diffusion equations. J Differential Equations, 2007, 238: 118-152
CrossRef Google scholar
[29]
Röckner M, Wang F Y. Non-monotone stochastic porous media equation. J Differential Equations, 2008, 245: 3898-3935
CrossRef Google scholar
[30]
Seidler J. Ergodic behaviour of stochastic parabolic equations. Czechoslovak Math J, 1997, 47: 277-316
CrossRef Google scholar
[31]
Vázquez J L. Smoothing and Decay Estimates for Nonlinear Diffusion Equations. Oxford Lecture Notes in Mathematics and Its Applications, Vol 33. Oxford: Oxford University Press, 2006
CrossRef Google scholar
[32]
Wang F Y. Functional inequalities, semigroup properties and spectrum estimates. Infin Dimens Anal Quant Probab Relat Top, 2000, 3: 263-295
[33]
Wang F Y. Dimension-free Harnack inequality and its applications. Front Math China, 2006, 1: 53-72
CrossRef Google scholar
[34]
Wang F Y. Harnack inequality and applications for stochastic generalized porous media equations. Ann Probab, 2007, 35: 1333-1350
CrossRef Google scholar
[35]
Wang F Y. Harnack Inequalities on Manifolds with Boundary and Applications. J Math Pures Appl, 2010, 94: 304-321
CrossRef Google scholar
[36]
Zhang X. On stochastic evolution equations with non-Lipschitz coefficients. Stoch Dyn, 2009, 9: 549-595
CrossRef Google scholar

RIGHTS & PERMISSIONS

2014 Higher Education Press and Springer-Verlag Berlin Heidelberg
AI Summary AI Mindmap
PDF(263 KB)

Accesses

Citations

Detail

Sections
Recommended

/