The present article is devoted to nonlinear stochastic partial differential equations with double reflecting walls driven by possibly degenerate, multiplicative noise. We prove that the corresponding Markov semigroup possesses an exponentially attracting invariant measure through asymptotic coupling, in which Foias-Prodi estimation and the truncation technique are crucial for the realization of the Girsanov transform.
Dengdi CHEN
,
Yan ZHENG
. EXPONENTIAL CONVERGENCE FOR NONLINEAR SPDES WITH DOUBLE REFLECTING WALLS[J]. Acta mathematica scientia, Series B, 2024
, 44(6)
: 2465
-2484
.
DOI: 10.1007/s10473-024-0622-0
[1] Funaki T, Olla S.Fluctuations for $\nabla\varphi$ interface model on a wall. Stochastic Processes and their Applications, 2001, 94: 1-27
[2] Nualart D, Pardoux E.White noise driven quasilinear SPDEs with reflection. Probability Theory and Related Fields, 1992, 93: 77-89
[3] Yang J, Zhang T.Existence and uniqueness of invariant measures for SPDEs with two reflecting walls. Journal of Theoretical Probability, 2014, 27: 863-877
[4] Wang S, Jiang Y, Wang Y.Stochastic partial differential equation with reflection driven by fractional noises. Stochastics, 2020, 92: 46-66
[5] Yang J, Zhou Q.Reflected SPDEs driven by fractional noises. Acta Mathematicae Applicatae Sinica, English Series, 2020, 36: 347-360
[6] Zhang T.White noise driven SPDEs with reflection: strong Feller properties and Harnack inequalities. Potential Analysis, 2010, 33: 137-151
[7] Yang J, Zhai J, Zhou Q. The small time asymptotics of SPDEs with reflection. Abstract and Applied Analysis, 2014, 2014: Art 264263
[8] Niu M, Xie B.Wang's Harnack inequalities for space-time white noises driven SPDEs with two reflecting walls and their applications. Journal of Mathematical Analysis and Applications, 2019, 469: 568-593
[9] Xie B.Log-Harnack inequality for reflected SPDEs driven by multiplicative noises and its applications. Stochastics and Partial Differential Equations: Analysis and Computations, 2022, 10: 419-445
[10] Li J, Mi C, Xing C, et al.General coupled mean-field reflected forward-backward stochastic differential equations. Acta Mathematica Scientia, 2023, 43B: 2234-2262
[11] Sylla L.Reflected backward stochastic differential equation with jumps and viscosity solution of second order integro-differential equation without monotonicity condition: Case with the measure of Levy infinite. Acta Mathematica Scientia, 2019, 39B: 819-844
[12] Zhang T, Yang J.White noise driven SPDEs with two reflecting walls. Infinite Dimensional Analysis, Quantum Probability and Related Topics, 2011, 14: 647-659
[13] Hairer M, Mattingly J.A theory of hypoellipticity and unique ergodicity for semilinear stochastic PDEs. Electronic Journal of Probability, 2011, 16: 658-738
[14] Hairer M.Exponential mixing properties of stochastic PDEs through asymptotic coupling. Probability Theory and Related Fields, 2002, 124: 345-380
[15] Odasso C.Exponential mixing for stochastic PDEs: the non-additive case. Probability Theory and Related Fields, 2008, 140: 41-82
[16] Mattingly J C.Exponential convergence for the stochastically forced Navier-Stokes equations and other partially dissipative dynamics. Communications in Mathematical Physics, 2002, 230: 421-462
[17] Lindvall T.Lectures on the Coupling Method. New York: Wiley, 1992
[18] Da Prato G, Zabczyk J.Ergodicity for Infinite Dimensional Systems. Cambridge: Cambridge University Press, 1996
[19] Shi Y, Liu B. Moment estimates for invariant measures of stochastic Burgers equations. Advances in Difference Equations, 2020, 2020: Art 11
[20] Zhang T.Stochastic Burgers type equations with reflection: existence, uniqueness. Journal of Differential Equations, 2019, 267: 4537-4571