Long-time dynamics of stochastic wave equation with dissipative damping and its full discretization: exponential ergodicity and strong law of large numbers
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arXiv
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| Autori principali: | , , , |
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| Natura: | Preprint |
| Pubblicazione: |
2024
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| _version_ | 1866911769639780352 |
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| author | Cai, Meng Chen, Chuchu Hong, Jialin Zhou, Tau |
| author_facet | Cai, Meng Chen, Chuchu Hong, Jialin Zhou, Tau |
| contents | For stochastic wave equation, when the dissipative damping is a non-globally Lipschitz function of the velocity, there are few results on the long-time dynamics, in particular, the exponential ergodicity and strong law of large numbers, for the equation and its numerical discretization to our knowledge. Focus on this issue, the main contributions of this paper are as follows. First, based on constructing novel Lyapunov functionals, we show the unique invariant measure and exponential ergodicity of the underlying equation and its full discretization. Second, the error estimates of invariant measures both in Wasserstein distance and in the weak sense are obtained. Third, the strong laws of large numbers of the equation and the full discretization are obtained, which states that the time averages of the exact and numerical solutions are shown to converge to the ergodic limit almost surely. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2402_01137 |
| institution | arXiv |
| publishDate | 2024 |
| record_format | arxiv |
| spellingShingle | Long-time dynamics of stochastic wave equation with dissipative damping and its full discretization: exponential ergodicity and strong law of large numbers Cai, Meng Chen, Chuchu Hong, Jialin Zhou, Tau Probability Numerical Analysis For stochastic wave equation, when the dissipative damping is a non-globally Lipschitz function of the velocity, there are few results on the long-time dynamics, in particular, the exponential ergodicity and strong law of large numbers, for the equation and its numerical discretization to our knowledge. Focus on this issue, the main contributions of this paper are as follows. First, based on constructing novel Lyapunov functionals, we show the unique invariant measure and exponential ergodicity of the underlying equation and its full discretization. Second, the error estimates of invariant measures both in Wasserstein distance and in the weak sense are obtained. Third, the strong laws of large numbers of the equation and the full discretization are obtained, which states that the time averages of the exact and numerical solutions are shown to converge to the ergodic limit almost surely. |
| title | Long-time dynamics of stochastic wave equation with dissipative damping and its full discretization: exponential ergodicity and strong law of large numbers |
| topic | Probability Numerical Analysis |
| url | https://arxiv.org/abs/2402.01137 |