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Main Author: Adams, Zachary P.
Format: Preprint
Published: 2022
Subjects:
Online Access:https://arxiv.org/abs/2203.16113
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author Adams, Zachary P.
author_facet Adams, Zachary P.
contents We study transient patterns appearing in a class of SPDE using the framework of quasi-stationary and quasi-ergodic measures. In particular, we prove the existence and uniqueness of quasi-stationary and quasi-ergodic measures for a class of reaction-diffusion systems perturbed by additive cylindrical noise. We obtain convergence results in $L^2$ and almost surely, and demonstrate an exponential rate of convergence to the quasi-stationary measure in an $L^2$ norm. These results allow us to qualitatively characterize the behaviour of these systems in neighbourhoods of an invariant manifold of the corresponding deterministic systems at some large time $t>0$, conditioned on remaining in the neighbourhood up to time $t$. The approach we take here is based on spectral gap conditions, and is not restricted to the small noise regime.
format Preprint
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institution arXiv
publishDate 2022
record_format arxiv
spellingShingle Quasi-Ergodicity of Transient Patterns in Stochastic Reaction-Diffusion Equations
Adams, Zachary P.
Probability
We study transient patterns appearing in a class of SPDE using the framework of quasi-stationary and quasi-ergodic measures. In particular, we prove the existence and uniqueness of quasi-stationary and quasi-ergodic measures for a class of reaction-diffusion systems perturbed by additive cylindrical noise. We obtain convergence results in $L^2$ and almost surely, and demonstrate an exponential rate of convergence to the quasi-stationary measure in an $L^2$ norm. These results allow us to qualitatively characterize the behaviour of these systems in neighbourhoods of an invariant manifold of the corresponding deterministic systems at some large time $t>0$, conditioned on remaining in the neighbourhood up to time $t$. The approach we take here is based on spectral gap conditions, and is not restricted to the small noise regime.
title Quasi-Ergodicity of Transient Patterns in Stochastic Reaction-Diffusion Equations
topic Probability
url https://arxiv.org/abs/2203.16113