Coupling for some partial differential equations driven by white noise

2004/10/20 by Giuseppe Da Prato, Arnaud Debussche, Da Prato, Giuseppe +3 · 1 citation
Mathematics · #35K57 #35Q53 #60H15 #Analysis of PDEs (math.AP) #FOS: Mathematics #Probability (math.PR) #math.AP #math.PR #msc:35K57 #msc:35Q53 #msc:60H15

paper · pdf · doi:10.48550/arxiv.math/0410441

arxiv created 2004/10/20 · arxiv updated 2009/12/01

Abstract

We prove, using coupling arguments, exponential convergence to equilibrium for reaction--diffusion and Burgers equations driven by space-time white noise. We use a coupling by reflection.

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