{ "id": "2008.01335", "version": "v1", "published": "2020-08-04T05:26:35.000Z", "updated": "2020-08-04T05:26:35.000Z", "title": "Harnack Inequalities, Ergodicity, and Contractivity of Stochastic Reaction-Diffusion Equation in $L^p$", "authors": [ "Liu", "Zhihui" ], "categories": [ "math.PR" ], "abstract": "We derive Harnack inequalities for a stochastic reaction-diffusion equation with dissipative drift driven by additive rough noise in the $L^p(\\OOO)$-space, for any $p \\ge 2$, where $\\OOO$ is a bounded, open subset of $\\rr^d$. These inequalities are used to study the ergodicity and contractivity of the corresponding Markov semigroup $(P_t)_{t \\ge 0}$. The main ingredients of our method are a coupling by the change of measure and a uniform exponential moments' estimation $\\sup_{t \\ge 0} \\ee \\exp(\\epsilon \\|\\cdot\\|_p^p)$ with some positive constant $\\epsilon$ for the solution. Applying our results to the stochastic reaction-diffusion equation with a super-linear growth drift having negative leading coefficient, perturbed by a Lipschitz term, indicates that $(P_t)_{t \\ge 0}$ possesses a unique and thus ergodic invariant measure and is supercontractive in $L^p$, which is independent of the Lipschitz term.", "revisions": [ { "version": "v1", "updated": "2020-08-04T05:26:35.000Z" } ], "analyses": { "subjects": [ "60H15", "60H10", "37H05" ], "keywords": [ "stochastic reaction-diffusion equation", "contractivity", "ergodicity", "lipschitz term", "ergodic invariant measure" ], "note": { "typesetting": "TeX", "pages": 0, "language": "en", "license": "arXiv", "status": "editable" } } }