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Exponential mixing for dissipative PDEs with bounded non-degenerate noise

2018/12/31 by Sergei Kuksin, Huilin Zhang, Kuksin, Sergei +1
Engineering · Economics, Econometrics and Finance · Mathematics · #Stability and Controllability of Differential Equations #Stochastic processes and financial applications #Stochastic processes and statistical mechanics

paper · pdf · doi:10.48550/arxiv.1812.11706

Abstract

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.

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