Exponential Convergence of Non-Linear Monotone SPDEs

For a Markov semigroup $P_t$ with invariant probability measure $μ$, a constant $\ll>0$ is called a lower bound of the ultra-exponential convergence rate of $P_t$ to $μ$, if there exists a constant $C\in (0,\infty)$ such that $$ \sup_{μ(f^2)\le 1}\|P_tf-μ(f)\|_\infty \le C \e^{-\ll t},\ \ t\ge 1.$$ By using the coupling by change of measure in the line of [F.-Y. Wang, Ann. Probab. 35(2007), 1333--1350], explicit lower bounds of the ultra-exponential convergence rate are derived for a class of non-linear monotone stochastic partial differential equations. The main result is illustrated by the stochastic porous medium equation and the stochastic $p$-Laplace equation respectively. Finally, the $V$-uniformly exponential convergence is investigated for stochastic fast-diffusion equations.

No reviews yet.

No comments yet.