Ergodicity of the stochastic real Ginzburg-Landau equation driven by α-stable noises

被引:26
|
作者
Xu, Lihu [1 ]
机构
[1] Brunel Univ, Dept Math, Uxbridge UB8 3PH, Middx, England
关键词
Stochastic real Ginzburg-Landau equation driven by alpha-stable noises; Galerkin approximation; Strong Feller property; Ergodicity; Accessibility; Stochastic alpha-stable convolution; Maximal inequality; NAVIER-STOKES EQUATIONS; EXPONENTIAL ERGODICITY; DIFFERENTIAL-EQUATIONS; LEVY; REGULARITY; EXISTENCE; SPDES;
D O I
10.1016/j.spa.2013.05.002
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
We study the ergodicity of the stochastic real Ginzburg-Landau equation driven by additive alpha-stable noises, showing that as alpha is an element of (3/2, 2), this stochastic system admits a unique invariant measure. After establishing the existence of invariant measures by the same method as in Dong et al. (2011) [12], we prove that the system is strong Feller and accessible to zero. These two properties imply the ergodicity by a simple but useful criterion by Hairer (2008) [14]. To establish the strong Feller property, we need to truncate the nonlinearity and apply a gradient estimate established by Priola and Zabczyk (2011) [22] (or see Priola et al. (2012) [20] for a general version for the finite dimension systems). Because the solution has discontinuous trajectories and the nonlinearity is not Lipschitz, we cannot solve a control problem to get irreducibility. Alternatively, we use a replacement, i.e., the fact that the system is accessible to zero. In Section 3, we establish a maximal inequality for stochastic alpha-stable convolution, which is crucial for studying the well-posedness, the strong Feller property and the accessibility of the mild solution. We hope this inequality will also be useful for studying other SPDEs forced by alpha-stable noises. (C) 2013 Elsevier B.V. All rights reserved.
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页码:3710 / 3736
页数:27
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