Harnack Inequalities and Ergodicity of Stochastic Reaction-Diffusion Equation in $L^p$
Zhihui Liu

TL;DR
This paper establishes Harnack inequalities for stochastic reaction-diffusion equations in $L^p$, leading to results on the ergodicity and uniqueness of invariant measures for the associated Markov semigroup.
Contribution
It introduces a novel coupling by change of measure approach to derive Harnack inequalities for these equations in $L^p$, enabling ergodicity analysis.
Findings
Harnack inequalities hold for stochastic reaction-diffusion equations in $L^p$.
The Markov semigroup has a unique ergodic invariant measure in $L^p$.
Results are robust to super-linear growth drifts with negative leading coefficients.
Abstract
We derive Harnack inequalities for a stochastic reaction-diffusion equation with dissipative drift driven by additive irregular noise in the -space for any . These inequalities are utilized to investigate the ergodicity of the corresponding Markov semigroup . The main ingredient of our method is a coupling by the change of measure. Applying our results to the stochastic reaction-diffusion equation with a super-linear growth drift having a negative leading coefficient, perturbed by a Lipschitz term, indicates that possesses a unique and thus ergodic invariant measure in for all , which is independent of the Lipschitz term.
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Taxonomy
TopicsAdvanced Mathematical Modeling in Engineering · Stochastic processes and financial applications · Stochastic processes and statistical mechanics
