1 3 N ov 2 00 1 UNIFORM EXPONENTIAL ERGODICITY OF STOCHASTIC DISSIPATIVE SYSTEMS

نویسندگان

  • B. GOLDYS
  • B. MASLOWSKI
چکیده

We study ergodic properties of stochastic dissipative systems with additive noise. We show that the system is uniformly exponentially ergodic provided the growth of nonlinearity at infinity is faster than linear. The abstract result is applied to the stochastic reaction diffusion equation in R d with d ≤ 3.

برای دانلود رایگان متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

ثبت نام

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

منابع مشابه

N ov 2 00 1 SAMPLE PATH PROPERTIES OF THE STOCHASTIC FLOWS

We consider a stochastic flow driven by a finite dimensional Brownian motion. We show that almost every realization of such a flow exhibits strong statistical properties such as the exponential convergence of an initial measure to the equilibrium state and the central limit theorem. The proof uses new estimates of the mixing rates of the multipoint motion.

متن کامل

1 9 N ov 2 00 7 APPROXIMATION AND BILLIARDS

This survey is based on a series of talks I gave at the conference " Dynamical systems and Diophantine approximation " at l'Instut Henri Poincaré in June 2003. I will present asymptotic results (transitivity, ergodicity, weak-mixing) for billiards based on the approximation technique developed by Katok and Zemlyakov. I will also present approximation techniques which allow to prove the abundanc...

متن کامل

N ov 2 00 6 APPROXIMATION AND BILLIARDS

This survey is based on a series of talks I gave at the conference " Dynamical systems and diophantine approximation " at l'Instut Henri Poincaré in June 2003. I will present asymptotic results (transitivity, ergodicity, weak-mixing) for billiards based on the approximation technique developed by Katok and Zemlyakov. I will also present approximation techniques which allow to prove the abundanc...

متن کامل

Lower Estimates of Transition Densities and Bounds on Exponential Ergodicity for Stochastic Pde’s B. Goldys and B. Maslowski

A formula for the transition density of a Markov process defined by an infinitedimensional stochastic equation is given in terms of the Ornstein Uhlenbeck Bridge, and a useful lower estimate on the density is provided. As a consequence, uniform exponential ergodicity and V-ergodicity are proven under suitable conditions for a large class of equations. The method allows us to find computable bou...

متن کامل

Ergodicity of PCA: Equivalence between Spatial and Temporal Mixing Conditions

For a general attractive Probabilistic Cellular Automata on SZ d , we prove that the (time-) convergence towards equilibrium of this Markovian parallel dynamics, exponentially fast in the uniform norm, is equivalent to a condition (A). This condition means the exponential decay of the in uence from the boundary for the invariant measures of the system restricted to nite boxes. For a class of re...

متن کامل

ذخیره در منابع من


  با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید

عنوان ژورنال:

دوره   شماره 

صفحات  -

تاریخ انتشار 2001