Ergodicity of 2D stochastic Ginzburg–Landau–Newell equations driven by degenerate noise

The current paper is devoted to stochastic Ginzburg–Landau–Newell equation with degenerate random forcing. The existence and pathwise uniqueness of strong solutions with H¹‐initial data is established, and then the existence of an invariant measure for the Feller semigroup is shown by Krylov–Bogoliubov theorem. Because of the coupled items in the stochastic Ginzburg–Landau–Newell equations, the higher order momentum estimates can be only obtained in the L²‐norm. We show the ergodicity of invariant measure for the transition semigroup by asymptotically strong Feller property and the support property. Copyright © 2017 John Wiley & Sons, Ltd.     

Stochastic tamed 3D Navier–Stokes equations: existence, uniqueness and ergodicity

In this paper, we prove the existence of a unique strong solution to a stochastic tamed 3D Navier–Stokes equation in the whole space as well as in the periodic boundary case. Then, we also study the Feller property of solutions, and prove the existence of invariant measures for the corresponding Feller semigroup in the case of periodic conditions. Moreover, in the case of periodic boundary and degenerated additive noise, using the notion of asymptotic strong Feller property proposed by Hairer and Mattingly (Ann. Math. 164:993–1032, 2006), we prove the uniqueness of invariant measures for the corresponding transition semigroup.     

Sufficient conditions for the eventual strong Feller property for degenerate stochastic evolutions

The strong Feller property is an important quality of Markov semigroups which helps for example in establishing uniqueness of invariant measure. Unfortunately degenerate stochastic evolutions, such as stochastic delay equations, do not possess this property. However the eventual strong Feller property is sufficient in establishing uniqueness of invariant probability measure. In this paper we provide operator theoretic conditions under which a stochastic evolution equation with additive noise possesses the eventual strong Feller property. The results are used to establish uniqueness of invariant probability measure for stochastic delay equations and stochastic partial differential equations with delay, with an application in neural networks.     

Invariant measures and regularity properties of perturbed Ornstein-Uhlenbeck semigroups

This paper deals with perturbations of the Ornstein-Uhlenbeck operator on L²-spaces with respect to a Gaussian measure μ. We perturb the generator of the Ornstein-Uhlenbeck semigroup by a certain unbounded, non-linear drift, and show various properties of the perturbed semigroup such as compactness and positivity. Strong Feller property, existence and uniqueness of an invariant measure are discussed as well.     

Existence and Uniqueness of Invariant Measures for SPDEs with Two Reflecting Walls

In this article, we study stochastic partial differential equations with two reflecting walls h ¹ and h ², driven by space-time white noise with non-constant diffusion coefficients under periodic boundary conditions. The existence and uniqueness of invariant measures is established under appropriate conditions. The strong Feller property is also obtained.     

Regime-switching diffusion processes: strong solutions and strong Feller property

Abstract

We investigate the existence and uniqueness of strong solutions for state-dependent regime-switching diffusion processes in an infinite state space with singular coefficients. Non-explosion conditions are given by using the Zvonkin’s transformation. The strong Feller property is proved by further assuming that the diffusion in each fixed environment generates a strong Feller semigroup, and our results can also be applied to irregular or degenerate situations.     

Uniqueness of Invariant Measures of Infinite Dimensional Stochastic Differential Equations Driven by Lévy Noises

In this paper, we are attempting to study the uniqueness of invariant measures of a stochastic differential equation driven by a Lévy type noise in a real separable Hilbert space. To investigate this problem, we study the strong Feller property and irreducibility of the corresponding Markov transition semigroup respectively. To show the strong Feller property, we generalize a Bismut–Elworthy–Li type formula to our Markov transition semigroup under a non-degeneracy condition of the coefficient of the Wiener process.     

Ergodicity of stochastic 2D Navier–Stokes equation with Lévy noise

In this paper we deal with the 2D Navier-Stokes equation perturbed by a Lévy noise force whose white noise part is non-degenerate and that the intensity measure of Poisson measure is σ-finite. Existence and uniqueness of invariant measure for this equation is obtained, two main properties of the Markov semigroup associated with this equation are proved. In other words, strong Feller property and irreducibility hold in the same space.     

On Wiener-Poisson type multivalued stochastic differential equations with non-Lipschitz coefficients

In this paper, we prove local uniqueness for multivalued stochastic differential equations with Poisson jumps. Then existence and uniqueness of global solutions is obtained under the conditions that the coefficients satisfy locally Lipschitz continuity and one-sided linear growth of b. Moreover, we also prove the Markov property of the solution and the existence of invariant measures for the corresponding transition semigroup.     

Dynamical behavior of a stochastic model of gene expression with distributed delay and degenerate diffusion

This article is concerned with a stochastic model of gene expression with distributed delay and degenerate diffusion. We transform the model with weak kernel case into an equivalent system through the linear chain technique. Since the diffusion matrix is of degenerate type, the uniform ellipticity condition is not satisfied. The Markov semigroup theory is used to obtain the existence and uniqueness of a stable stationary distribution. We prove the densities of the distributions of the solutions can converge in L¹ to an invariant density. The existence of the stationary distribution implies stochastic weak stability. Numerical simulation is introduced to illustrate the analytical result.     

Stefan problems with nonlinear diffusion and convection

We consider a class of Stefan-type problems having a convection term and a pseudomonotone nonlinear diffusion operator. Assuming data in L¹, we prove existence, uniqueness and stability in the framework of renormalized solutions. Existence is established from compactness and monotonicity arguments which yield stability of solutions with respect to L¹ convergence of the data. Uniqueness is proved through a classical L¹-contraction principle, obtained by a refinement of the doubling variable technique which allows us to extend previous results to a more general class of nonlinear possibly degenerate operators.     

Log-Harnack inequality for stochastic Burgers equations and applications

By proving an L²-gradient estimate for the corresponding Galerkin approximations, the log-Harnack inequality is established for the semigroup associated to a class of stochastic Burgers equations. As applications, we derive the strong Feller property of the semigroup, the irreducibility of the solution, the entropy-cost inequality for the adjoint semigroup, and entropy upper bounds of the transition density.     

Haar measures on HopfC *-algebras

In this paper, we first use Markov-Kakutani's fixed point theorem to prove the existence and uniqueness of Haar measures on cocommutative HopfC ^*-algebras. Also we show that in the commutative case, there exists a natural one-to-one correspondence between the Haar measure on a given HopfC ^*-algebra and Haar measures on the associated semigroup. Finally, we show that for HopfC ^*-algebras with Peter-Weyl property, they have Haar measures.Work supported in part by the NSF.     

Well-posedness of the martingale problem for some degenerate diffusion processes occurring in dynamics of populations

In this paper we establish the well-posedness in C([0,∞);[0,1]^d), for each starting point x∈[0,1]d, of the martingale problem associated with a class of degenerate elliptic operators which arise from the dynamics of populations as a generalization of the Fleming-Viot operator. In particular, we prove that such degenerate elliptic operators are closable in the space of continuous functions on [0,1]^d and their closure is the generator of a strongly continuous semigroup of contractions.     

Wang's Harnack inequalities for space–time white noises driven SPDEs with two reflecting walls and their applications

In this paper, we establish Wang's Harnack inequalities for Gaussian space–time white noises driven the stochastic partial differential equation with double reflecting walls, which is of the infinite dimensional Skorokhod equation. We first establish both the Harnack inequality with power and the log-Harnack inequality for the special case of additive noises by the coupling approach. Then we investigate the log-Harnack inequality for the Markov semigroup associated with the reflected SPDE driven by multiplicative noises using the penalization method and the comparison principle for SPDEs. As their applications, we study the strong Feller property, uniqueness of invariant measures, the entropy-cost inequality, and some other important properties of the transition density.     

Long-time behaviour and regularity properties of transition semigroups of Fleming–Viot processes

 Let A be a Feller generator on a compact space and L be the corresponding Fleming–Viot (FV) operator with no selection and no recombination. In this paper we give conditions on A implying that the semigroup (T _t ) generated by L (i) converges towards equilibrium with exponential rate (moreover, we determine explicit bounds on the rate of convergence in terms of A), (ii) is hypercontractive, (iii) is strong Feller, and (iv) is compact. We give applications of the last result to the existence of invariant measures for FV-operators with interactive selection. Received: 26 July 2000 / Revised version: 1 March 2001 / Published online: 19 December 2001     

Global classical solutions of mixed initial-boundary value problem for quasilinear hyperbolic systems

In this paper, we consider the mixed initial-boundary value problem for quasilinear hyperbolic systems with nonlinear boundary conditions in the first quadrant . Under the assumptions that the system is strictly hyperbolic and linearly degenerate or weakly linearly degenerate, the global existence and uniqueness of C¹ solutions are obtained for small initial and boundary data. We also present two applications for physical models.     

带小扰动的随机发展方程的不变测度

本文考虑带小扰动的随机发展方程,证明如何建立此方程的耦合解.作为应用,我们证明解的Feller连续性和不变测度的存在唯一性.还进一步建立了当扰动趋于零时,关于这族不变测度的大偏差原理.     

The mixed initial-boundary value problem for diagonalizable quasilinear hyperbolic systems in the first quadrant

In this paper, we investigate the mixed initial-boundary value problem for diagonalizable quasilinear hyperbolic systems with nonlinear boundary conditions on a half-unbounded domain . Under the assumptions that system is strictly hyperbolic and linearly degenerate, we obtain the global existence and uniqueness of C¹ solutions with the bounded L¹∩L^∞ norm of the initial data as well as their derivatives and appropriate boundary condition. Based on the existence results of global classical solutions, we also prove that when t tends to infinity, the solutions approach a combination of C¹ travelling wave solutions. Under the appropriate assumptions of initial and boundary data, the results can be applied to the equation of time-like extremal surface in Minkowski space R^1+(1+n).     

Invariant Measures for a Stochastic Kuramoto–Sivashinsky Equation

Abstract

For the one-dimensional Kuramoto–Sivashinsky equation with random forcing term, existence and uniqueness of solutions is proved. Then, the Markovian semigroup is well defined; its properties are analyzed in order to provide sufficient conditions for existence and uniqueness of invariant measures for this stochastic equation. Finally, regularity results are presented.