Couplings via Comparison Principle and Exponential Ergodicity of SPDEs in the Hypoelliptic Setting

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Date
2020
Volume
379
Issue
3
Journal
Communications in Mathematical Physics
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Publisher
Berlin ; Heidelberg : Springer
Abstract

We develop a general framework for studying ergodicity of order-preserving Markov semigroups. We establish natural and in a certain sense optimal conditions for existence and uniqueness of the invariant measure and exponential convergence of transition probabilities of an order-preserving Markov process. As an application, we show exponential ergodicity and exponentially fast synchronization-by-noise of the stochastic reaction–diffusion equation in the hypoelliptic setting. This refines and complements corresponding results of Hairer and Mattingly (Electron J Probab 16:658–738, 2011). © 2020, The Author(s).

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Butkovsky, O., & Scheutzow, M. (2020). Couplings via Comparison Principle and Exponential Ergodicity of SPDEs in the Hypoelliptic Setting (Berlin ; Heidelberg : Springer). Berlin ; Heidelberg : Springer. https://doi.org//10.1007/s00220-020-03834-w
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CC BY 4.0 Unported