Couplings via Comparison Principle and Exponential Ergodicity of SPDEs in the Hypoelliptic Setting
Oleg Butkovsky, Michael Scheutzow
Abstract
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).
Topics & Concepts
ErgodicityHypoelliptic operatorMathematicsMarkov chainUniquenessApplied mathematicsExponential functionMarkov processInvariant (physics)Exponential growthPure mathematicsOrder (exchange)Mathematical analysisPartial differential equationStatisticsMathematical physicsEconomicsLinear differential equationFinanceAdvanced Mathematical Modeling in EngineeringStochastic processes and statistical mechanicsMarkov Chains and Monte Carlo Methods