Geometric ergodicity for stochastic pdes |
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Authors: | Tony Shardlow |
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Affiliation: | IMA , University of Minnesota , Minneapolis, MN, 55455-0436, USA E-mail: shardlow@ima.umn.edu |
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Abstract: | This paper examines the geometric ergodicity of a semin-linear parabolic PDE forced by a Wiener process on a separable Hilbert space. Under a dissipative assumption on the vector field and a non-degeneracy assumption on the noise, geometric ergodicity is proved with respect to the class of measurable functions bounded by 1+‖·‖2The theorems apply under general conditions on the noise, both additive and multiplicative cases being considered, and apply for instance to a dissipative reaction-diffusion equation on [0,1] with a globally Lipschitz nonlinearity when forced by additive space-time white noise |
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Keywords: | Random fixed point 1-set-contractive map multivalued random operator Banach space 47H10 60H25 |
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