We establish a general criterion which ensures exponential mixing of parabolic Stochastic Partial Differential Equations (SPDE) driven by a non additive noise which is white in time and smooth in space. We apply this criterion on two representative examples: 2D Navier-Stokes (NS) equations and Complex Ginzburg-Landau (CGL) equation with a locally Lipschitz noise. Due to the possible degeneracy of the noise, Doob theorem cannot be applied. Hence a coupling method is used in the spirit of [EMS], [KS3] and [Matt]. Previous results require assumptions on the covariance of the noise which might seem restrictive and artificial. For instance, for NS and CGL, the covariance operator is supposed to be diagonal in the eigenbasis of the Laplacian and not depending on the high modes of the solutions. The method developped in the present paper gets rid of such assumptions and only requires that the range of the covariance operator contains the low modes.
We prove that well posed quasilinear equations of parabolic type, perturbed by bounded nondegenerate random forces, are exponentially mixing for a large class of random forces.
We obtain asymptotics for sums of the form $$ \sum_{n=1}^P e(α_kn^k + α_1n), $$ involving lower order main terms. As an application, we show that for almost all $α_2 \in [0,1)$ one has $$ \sup_{α_1 \in [0,1)} \Big| \sum_{1 \le n \le P} e(α_1(n^3+n) + α_2 n^3) \Big| \ll P^{3/4 + \varepsilon}, $$ and that in a suitable sense this is best possible. This allows us to improve bounds for the fractal dimension of solutions to the Schrödinger and Airy equations.
We examine the convergence in the Krylov--Bogolyubov averaging for nonlinear stochastic perturbations of linear PDEs with pure imaginary spectrum and show that if the involved effective equation is mixing, then the convergence is uniform in time.
We continue our study of the problem of mixing for a class of PDEs with very degenerate noise. As we established earlier, the uniqueness of stationary measure and its exponential stability in the dual-Lipschitz metric holds under the hypothesis that the unperturbed equation has exactly one globally stable equilibrium point. In this paper, we relax that condition, assuming only global controllability to a given point. It is proved that the uniqueness of a stationary measure and convergence to it are still valid, whereas the rate of convergence is not necessarily exponential. The result is appli…
We study a class of discrete-time random dynamical systems with compact phase space. Assuming that the deterministic counterpart of the system in question possesses a dissipation property, its linearisation is approximately controllable, and the driving noise is bounded and has a decomposable structure, we prove that the corresponding family of Markov processes has a unique stationary measure, which is exponentially mixing in the dual-Lipschitz metric. The abstract result is applicable to nonlinear dissipative PDEs perturbed by a bounded random force which affects only a few Fourier modes. We …
Unlike many deterministic PDEs, stochastic equations are not amenable to the classical variational theory of Euler-Lagrange. In this paper, we show how self-dual variational calculus leads to solutions of various stochastic partial differential equations driven by monotone vector fields. We construct weak solutions as minima of suitable non-negative and self-dual energy functionals on Itô spaces of stochastic processes. We deal with both additive and non-additive noise. The equations considered in this paper have already been resolved by other methods, starting with the celebrated thesis of Pa…
We introduce a monotonicity-based method for studying input-to-state stability (ISS) of nonlinear parabolic equations with boundary inputs. We first show that a monotone control system is ISS if and only if it is ISS w.r.t. constant inputs. Then we show by means of classical maximum principles that nonlinear parabolic equations with boundary disturbances are monotone control systems. With these two facts, we establish that ISS of the original nonlinear parabolic PDE with constant \textit{boundary disturbances} is equivalent to ISS of a closely related nonlinear parabolic PDE with constant \tex…
In this paper, we consider a certain class of second order nonlinear PDEs with damping and space-time white noise forcing, posed on the $d$-dimensional torus. This class includes the wave equation for $d=1$ and the beam equation for $d\le 3$. We show that the Gibbs measure of the equation without forcing and damping is the unique invariant measure for the flow of this system. Since the flow does not satisfy the Strong Feller property, we introduce a new technique for showing unique ergodicity. This approach may be also useful in situations in which finite-time blowup is possible.
We study nonlinear pantograph-type reaction-diffusion PDEs, which, in addition to the unknown $u=u(x,t)$, also contain the same functions with dilated or contracted arguments of the form $w=u(px,t)$, $w=u(x,qt)$, and $w=u(px,qt)$, where $p$ and $q$ are the free scaling parameters (for equations with proportional delay we have $0<p<1$, $0<q<1$). A brief review of publications on pantograph-type ODEs and PDEs and their applications is given. Exact solutions and reductions of various types of such nonlinear partial functional differential equations are described for the first time. We present exa…
In this paper, we present a globalization argument for stochastic nonlinear dispersive PDEs with additive noises by adapting the $I$-method (= the method of almost conservation laws) to the stochastic setting. As a model example, we consider the defocusing stochastic cubic nonlinear Schrödinger equation (SNLS) on $\mathbb R^3$ with additive stochastic forcing, white in time and correlated in space, such that the noise lies below the energy space. By combining the $I$-method with Ito's lemma and a stopping time argument, we construct global-in-time dynamics for SNLS below the energy space.
We consider semilinear parabolic stochastic PDEs driven by additive noise. The question addressed in this note is that of the regularity of transition probabilities. If the equation satisfies a Hormander 'bracket condition', then any finite-dimensional projection of the solution has a smooth density with respect to Lebesgue measure. One key ingredient in the argument is a bound on 'Wiener polynomials' that plays a role analogue to Norris' lemma.
The incompressible Toner-Tu (ITT) partial differential equations (PDEs) are an important example of a set of active-fluid PDEs. While they share certain properties with the Navier-Stokes equations (NSEs), such as the same scaling invariance, there are also important differences. The NSEs are usually considered in either the decaying or the additively forced cases, whereas the ITT equations have no additive forcing. Instead, they include a linear, activity term $α\bu$ ($\bu$ is the velocity field) which pumps energy into the system, but also a negative $\bu|\bu|^{2}$-term which provides a platf…
We present a theory of hypoellipticity and unique ergodicity for semilinear parabolic stochastic PDEs with "polynomial" nonlinearities and additive noise, considered as abstract evolution equations in some Hilbert space. It is shown that if Hormander's bracket condition holds at every point of this Hilbert space, then a lower bound on the Malliavin covariance operator $M_t$ can be obtained. Informally, this bound can be read as "Fix any finite-dimensional projection $Π$ on a subspace of sufficiently regular functions. Then the eigenfunctions of $M_t$ with small eigenvalues have only a very sma…
We consider a natural class of $\mathbf{R}^d$-valued one-dimensional stochastic PDEs driven by space-time white noise that is formally invariant under the action of the diffeomorphism group on $\mathbf{R}^d$. This class contains in particular the KPZ equation, the multiplicative stochastic heat equation, the additive stochastic heat equation, and rough Burgers-type equations. We exhibit a one-parameter family of solution theories with the following properties: - For all SPDEs in our class for which a solution was previously available, every solution in our family coincides with the previously …
In this study, a new coupled Partial Differential Equation (CPDE) based image denoising model incorporating space-time regularization into non-linear diffusion is proposed. This proposed model is fitted with additive Gaussian noise which performs efficient image smoothing along with the preservation of edges and fine structures. For this purpose, we propose a new functional minimization framework to remove the image noise, which results in solving a system of three partial differential equations (PDEs). Our proposed model is dissimilar from the existing CPDE models as it includes two additiona…
Exponential mixing and Freidlin--Wentzell large deviation principle for Markov cocycles
School of Mathematics, Sichuan University（四川大学数学学院）；School of Mathematical Sciences, University of Electronic Science and Technology of China（电子科技大学数学科学学院）；Department of Mathematics, New Mexico Institute of Mining and Technology（新墨西哥矿业与技术大学数学系）
In the paper arXiv:1802.03250, a criterion for exponential mixing is established for a class of random dynamical systems. In that paper, the criterion is applied to PDEs perturbed by a noise localised in the Fourier space. In the present paper, we show that, in the case of the complex Ginzburg-Landau (CGL) equation, that criterion can be used to consider even more degenerate noise that is localised both in physical and Fourier spaces. This is achieved by checking that the linearised equation is almost surely approximately controllable. We also study the problem of controllability of the nonlin…
