<p> In this note we review several situations in which stochastic PDEs exhibit ergodic properties. We begin with the basic dissipative conditions, as stated by Da Prato and Zabczyk in their classical monograph. Then we describe the singular case of SPDEs with reflection. Next we move to some degenerate (and thus more demanding) settings. Namely we recall some results obtained around 2006, concerning stochastic Navier-Stokes equations with a very degenerate noise. We finish the article by handling some cases with degenerate coefficients. This includes a new result about the parabolic Anderson model in dimension <InlineEquation ID="IEq1"> <EquationSource Format="TEX">\(d\ge 3\)</EquationSource> <EquationSource Format="MATHML"><math> <mrow> <mi>d</mi> <mo>≥</mo> <mn>3</mn> </mrow> </math></EquationSource> </InlineEquation>, driven by a general class of noises and fairly general initial conditions. In this context, a phase transition is observed, expressed in terms of the noise intensity.</p>

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On ergodic properties of stochastic PDEs

  • Le Chen,
  • Cheng Ouyang,
  • Samy Tindel,
  • Panqiu Xia

摘要

In this note we review several situations in which stochastic PDEs exhibit ergodic properties. We begin with the basic dissipative conditions, as stated by Da Prato and Zabczyk in their classical monograph. Then we describe the singular case of SPDEs with reflection. Next we move to some degenerate (and thus more demanding) settings. Namely we recall some results obtained around 2006, concerning stochastic Navier-Stokes equations with a very degenerate noise. We finish the article by handling some cases with degenerate coefficients. This includes a new result about the parabolic Anderson model in dimension \(d\ge 3\) d 3 , driven by a general class of noises and fairly general initial conditions. In this context, a phase transition is observed, expressed in terms of the noise intensity.