Ergodicity for a class of semilinear stochastic partial differential equations

Zhao Dong; Rangrang Zhang

doi:10.1002/mma.5938

Ergodicity for a class of semilinear stochastic partial differential equations

Zhao Dong
, Rangrang Zhang^*

^*Corresponding author for this work

School of Mathematics and Statistics

CAS - Academy of Mathematics and System Sciences

Research output: Contribution to journal › Article › peer-review

2 Citations (Scopus)

Abstract

In this paper, we establish the existence and uniqueness of invariant measures for a class of semilinear stochastic partial differential equations driven by multiplicative noise on a bounded domain. The main results can be applied to SPDEs of various types such as the stochastic Burgers equation and the reaction-diffusion equations perturbed by space-time white noise.

Original language	English
Pages (from-to)	2117-2136
Number of pages	20
Journal	Mathematical Methods in the Applied Sciences
Volume	43
Issue number	5
DOIs	https://doi.org/10.1002/mma.5938
Publication status	Published - 30 Mar 2020

Keywords

invariant measures
irreducibility
semilinear partial differential equations
space-time white noise
strong Feller property

Access to Document

10.1002/mma.5938

Cite this

@article{240a6af3d76d4f5dae32984a33d739d0,

title = "Ergodicity for a class of semilinear stochastic partial differential equations",

abstract = "In this paper, we establish the existence and uniqueness of invariant measures for a class of semilinear stochastic partial differential equations driven by multiplicative noise on a bounded domain. The main results can be applied to SPDEs of various types such as the stochastic Burgers equation and the reaction-diffusion equations perturbed by space-time white noise.",

keywords = "invariant measures, irreducibility, semilinear partial differential equations, space-time white noise, strong Feller property",

author = "Zhao Dong and Rangrang Zhang",

note = "Publisher Copyright: {\textcopyright} 2019 John Wiley \& Sons, Ltd.",

year = "2020",

month = mar,

day = "30",

doi = "10.1002/mma.5938",

language = "English",

volume = "43",

pages = "2117--2136",

journal = "Mathematical Methods in the Applied Sciences",

issn = "0170-4214",

publisher = "John Wiley and Sons Ltd",

number = "5",

}

TY - JOUR

T1 - Ergodicity for a class of semilinear stochastic partial differential equations

AU - Dong, Zhao

AU - Zhang, Rangrang

PY - 2020/3/30

Y1 - 2020/3/30

N2 - In this paper, we establish the existence and uniqueness of invariant measures for a class of semilinear stochastic partial differential equations driven by multiplicative noise on a bounded domain. The main results can be applied to SPDEs of various types such as the stochastic Burgers equation and the reaction-diffusion equations perturbed by space-time white noise.

AB - In this paper, we establish the existence and uniqueness of invariant measures for a class of semilinear stochastic partial differential equations driven by multiplicative noise on a bounded domain. The main results can be applied to SPDEs of various types such as the stochastic Burgers equation and the reaction-diffusion equations perturbed by space-time white noise.

KW - invariant measures

KW - irreducibility

KW - semilinear partial differential equations

KW - space-time white noise

KW - strong Feller property

UR - https://www.scopus.com/pages/publications/85076896352

U2 - 10.1002/mma.5938

DO - 10.1002/mma.5938

M3 - Article

AN - SCOPUS:85076896352

SN - 0170-4214

VL - 43

SP - 2117

EP - 2136

JO - Mathematical Methods in the Applied Sciences

JF - Mathematical Methods in the Applied Sciences

IS - 5

ER -

Ergodicity for a class of semilinear stochastic partial differential equations

Abstract

Keywords

Access to Document

Other files and links

Fingerprint

Cite this