Degenerate Kolmogorov equations and ergodicity for the stochastic Allen–Cahn equation with logarithmic potential

L Scarpa, M Zanella - … and Partial Differential Equations: Analysis and …, 2024 - Springer
Stochastics and Partial Differential Equations: Analysis and Computations, 2024Springer
Well-posedness à la Friedrichs is proved for a class of degenerate Kolmogorov equations
associated to stochastic Allen–Cahn equations with logarithmic potential. The
thermodynamical consistency of the model requires the potential to be singular and the
multiplicative noise coefficient to vanish at the respective potential barriers, making thus the
corresponding Kolmogorov equation not uniformly elliptic in space. First, existence and
uniqueness of invariant measures and ergodicity are discussed. Then, classical solutions to …
Abstract
Well-posedness à la Friedrichs is proved for a class of degenerate Kolmogorov equations associated to stochastic Allen–Cahn equations with logarithmic potential. The thermodynamical consistency of the model requires the potential to be singular and the multiplicative noise coefficient to vanish at the respective potential barriers, making thus the corresponding Kolmogorov equation not uniformly elliptic in space. First, existence and uniqueness of invariant measures and ergodicity are discussed. Then, classical solutions to some regularised Kolmogorov equations are explicitly constructed. Eventually, a sharp analysis of the blow-up rates of the regularised solutions and a passage to the limit with a specific scaling yield existence à la Friedrichs for the original Kolmogorov equation.
Springer
以上显示的是最相近的搜索结果。 查看全部搜索结果