Ergodicity of stochastic real Ginzburg-Landau equation driven by $\alpha$-stable noises

TL;DR

This paper proves the ergodicity of a stochastic real Ginzburg-Landau equation driven by $oldsymbol{ ext{alpha}}$-stable noises for $oldsymbol{ ext{alpha}}$ in (3/2, 2), establishing a unique invariant measure and key properties like strong Feller and accessibility.

Contribution

It introduces a novel approach to prove ergodicity for SPDEs driven by $oldsymbol{ ext{alpha}}$-stable noises, including a maximal inequality for stochastic $oldsymbol{ ext{alpha}}$-stable convolution.

Findings

Existence of a unique invariant measure for the system.

Proved strong Feller property and accessibility to zero.

Established a maximal inequality for stochastic $oldsymbol{ ext{alpha}}$-stable convolution.

Abstract

We study the ergodicity of stochastic real Ginzburg-Landau equation driven by additive $\alpha$-stable noises, showing that as $\alpha \in (3/2,2)$, this stochastic system admits a unique invariant measure. After establishing the existence of invariant measures by the same method as in [9], we prove that the system is strong Feller and accessible to zero. These two properties imply the ergodicity by a simple but useful criterion in [16]. To establish the strong Feller property, we need to truncate the nonlinearity and apply a gradient estimate established in [26] (or see [24]} for a general version for the finite dimension systems). Because the solution has discontinuous trajectories and the nonlinearity is not Lipschitz, we can not solve a control problem to get irreducibility. Alternatively, we use a replacement, i.e., the fact that the system is accessible to zero. In section 3, we establish a maximal inequality for stochastic $\alpha$-stable convolution, which is crucial for studying the well-posedness, strong Feller property and the accessibility of the mild solution. We hope this inequality will also be useful for studying other SPDEs forced by $\alpha$-stable noises.