Ergodicity for stochastic conservation laws with multiplicative noise
Zhao Dong, Rangrang Zhang, Tusheng Zhang

TL;DR
This paper establishes the existence and uniqueness of an invariant measure for stochastic conservation laws with multiplicative noise, demonstrating polynomial mixing in a weighted L^1 space, advancing understanding of long-term behavior of such systems.
Contribution
It proves the existence and uniqueness of invariant measures and polynomial mixing for stochastic conservation laws with multiplicative noise, using kinetic solutions in weighted L^1 spaces.
Findings
Unique invariant measure exists for the system.
Polynomial mixing property is established.
Results are valid in the kinetic solution framework.
Abstract
We proved that there exists a unique invariant measure for solutions of stochastic conservation laws with Dirichlet boundary condition driven by multiplicative noise. Moreover, a polynomial mixing property is established. This is done in the setting of kinetic solutions taking values in an L^1-weighted space.
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Taxonomy
TopicsStochastic processes and financial applications · Stochastic processes and statistical mechanics · Mathematical Biology Tumor Growth
