American Institute of Mathematical Sciences

November  2015, 35(11): 5239-5253. doi: 10.3934/dcds.2015.35.5239

Exponential convergence of non-linear monotone SPDEs

 1 School of Mathematical Sciences, Beijing Normal University, Beijing 100875, China

Received  October 2013 Revised  October 2014 Published  May 2015

For a Markov semigroup $P_t$ with invariant probability measure $\mu$, a constant $\lambda>0$ is called a lower bound of the ultra-exponential convergence rate of $P_t$ to $\mu$, if there exists a constant $C\in (0,\infty)$ such that $\sup_{\mu(f^2)\le 1}||P_tf-\mu(f)||_\infty \le C e^{-\lambda t},\ \ t\ge 1.$ 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.
Citation: Feng-Yu Wang. Exponential convergence of non-linear monotone SPDEs. Discrete & Continuous Dynamical Systems - A, 2015, 35 (11) : 5239-5253. doi: 10.3934/dcds.2015.35.5239
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