TY - JOUR
T1 - Convergence of invariant measures for singular stochastic diffusion equations
AU - Ciotir, Ioana
AU - Tölle, Jonas M.
PY - 2012/4
Y1 - 2012/4
N2 - It is proved that the solutions to the singular stochastic p-Laplace equation, p∈(1,2) and the solutions to the stochastic fast diffusion equation with nonlinearity parameter r∈(0,1) on a bounded open domain Λ⊂Rd with Dirichlet boundary conditions are continuous in mean, uniformly in time, with respect to the parameters p and r respectively (in the Hilbert spaces L2(Λ), H-1(Λ) respectively). The highly singular limit case p=1 is treated with the help of stochastic evolution variational inequalities, where P-a.s. convergence, uniformly in time, is established. It is shown that the associated unique invariant measures of the ergodic semigroups converge in the weak sense (of probability measures).
AB - It is proved that the solutions to the singular stochastic p-Laplace equation, p∈(1,2) and the solutions to the stochastic fast diffusion equation with nonlinearity parameter r∈(0,1) on a bounded open domain Λ⊂Rd with Dirichlet boundary conditions are continuous in mean, uniformly in time, with respect to the parameters p and r respectively (in the Hilbert spaces L2(Λ), H-1(Λ) respectively). The highly singular limit case p=1 is treated with the help of stochastic evolution variational inequalities, where P-a.s. convergence, uniformly in time, is established. It is shown that the associated unique invariant measures of the ergodic semigroups converge in the weak sense (of probability measures).
KW - 1-Laplace equation
KW - Ergodic semigroup
KW - Fast diffusion equation
KW - p-Laplace equation
KW - Stochastic diffusion equation
KW - Stochastic evolution equation
KW - Total variation flow
KW - Unique invariant measure
KW - Variational convergence
UR - http://www.scopus.com/inward/record.url?scp=84860224374&partnerID=8YFLogxK
U2 - 10.1016/j.spa.2011.11.011
DO - 10.1016/j.spa.2011.11.011
M3 - Article
AN - SCOPUS:84860224374
SN - 0304-4149
VL - 122
SP - 1998
EP - 2017
JO - Stochastic Processes and their Applications
JF - Stochastic Processes and their Applications
IS - 4
ER -