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arXiv · 2008.01335

Harnack Inequalities and Ergodicity of Stochastic Reaction-Diffusion Equation in $L^p$

Abstract

We derive Harnack inequalities for a stochastic reaction-diffusion equation with dissipative drift driven by additive irregular noise in the $L^p$-space for any $p \ge 2$. These inequalities are utilized to investigate the ergodicity of the corresponding Markov semigroup $(P_t)$. The main ingredient of our method is a coupling by the change of measure. Applying our results to the stochastic reaction-diffusion equation with a super-linear growth drift having a negative leading coefficient, perturbed by a Lipschitz term, indicates that $(P_t)$ possesses a unique and thus ergodic invariant measure in $L^p$ for all $p \ge 2$, which is independent of the Lipschitz term.

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BibTeXRIS

Zhihui Liu. 2020-08-04. Harnack Inequalities and Ergodicity of Stochastic Reaction-Diffusion Equation in $L^p$. https://doi.org/10.1080/17442508.2025.2513367

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