Ergodicity and mixing for locally monotone stochastic evolution equations
Gerardo Barrera, Jonas M. T\"olle

TL;DR
This paper develops quantitative conditions ensuring ergodicity and mixing properties for a class of stochastic evolution equations with locally monotone drift and degenerate noise, with applications to fluid dynamics and PDEs.
Contribution
It introduces new criteria for ergodicity and mixing times in stochastic PDEs with locally monotone drift, extending previous results to more general equations.
Findings
Established existence of unique invariant measures for the considered equations.
Provided explicit bounds on Wasserstein mixing times.
Improved moment estimates and semigroup properties for solutions.
Abstract
We establish general quantitative conditions for stochastic evolution equations with locally monotone drift and degenerate additive Wiener noise in variational formulation resulting in the existence of a unique invariant probability measure for the associated exponentially ergodic Markovian Feller semigroup. We prove improved moment estimates for the solutions and the -property of the semigroup. Furthermore, we provide quantitative upper bounds for the -Wasserstein -mixing times. Examples on possibly unbounded domains include the stochastic incompressible 2D Navier-Stokes equations, shear thickening stochastic power-law fluid equations, the stochastic heat equation, as well as, stochastic semilinear equations such as the 1D stochastic Burgers equation.
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Taxonomy
TopicsStochastic processes and financial applications
