Abstract
We proved that there exists a unique invariant measure for solutions of stochastic conservation laws with Dirichlet boundary condition driven by multiplicative noise. Moreover, a polynomial mixing property is established. This is done in the setting of kinetic solutions taking values in an \(L^1\)-weighted space.
Similar content being viewed by others
Data Availibility Statement
The authors declare that all data supporting the findings of this study are available within the article.
References
Ammar, K., Willbold, P., Carrillo, J.: Scalar conservation laws with general boundary condition and continuous flux function. J. Differ. Equ. 228(1), 111–139 (2006)
Bardos, C., Le Roux, A.Y., Nédélec, J.-C.: First order quasilinear equations with boundary conditions. Commun. Partial Differ. Equ. 4(9), 1017–1034 (1979)
Bauzet, C., Vallet, G., Wittbold, P.: The Dirichlet problem for a conservation law with a multiplicative stochastic perturbation. J. Funct. Anal. 266(4), 2503–2545 (2014)
Chen, G.-Q., Pang, P.H.C.: Invariant measures for nonlinear conservation laws driven by stochastic forcing. Chin. Ann. Math. Ser. B 40(6), 967–1004 (2019)
Chen, G.-Q., Perthame, B.: Well-posedness for non-isotropic degenerate parabolic-hyperbolic equations. Ann. Inst. H. Poincaré Anal. Non Linéaire 20(4), 645–68 (2003)
Chung, K.L., Williams, R.J.: Introduction to Stochastic Integration. Probability and its Applications, 2nd edn. Birkhäuser Boston Inc, Boston (1990)
Dafermos, C.M.: Hyperbolic Conservation Laws in Continuum Physics, 2nd edn. Springer, Berlin (2005)
Da Prato, G., Zabczyk, J.: Stochastic Equations in Infinite Dimensions. Encyclopedia of Mathematics and its Applications, vol. 152, 2nd edn. Cambridge University Press, Cambridge (2014)
Dareiotis, K., Gess, B., Tsatsoulis, P.: Ergodicity for stochastic porous media equations. arXiv:1907.04605, to appear in SIAM J. Math. Anal. (2020)
Debussche, A., Hofmanová, M., Vovelle, J.: Degenerate parabolic stochastic partial differential equations: Quasilinear case. Ann. Probab. 44(3), 1916–1955 (2016)
Debussche, A., Vovelle, J.: Scalar conservation laws with stochastic forcing (revised version). J. Funct. Anal. 259(4), 1014–1042 (2010)
Debussche, A., Vovelle, J.: Invariant measure of scalar first-order conservation laws with Stochastic forcing. Probab. Theory Related Fields 163(3–4), 575–611 (2015)
Dong, Z., Wu, J.-L., Zhang, R., Zhang, T.: Large deviation principles for first-order scalar conservation laws with stochastic forcing. Ann. Appl. Probab. 30(1), 324–367 (2020)
E, W., Khanin, K., Mazel, A., Ya, S.: Invariant measures for Burgers equation with stochastic forcing. Ann. Math. (2) 151(3), 877-960 (2000)
Feng, J., Nualart, D.: Stochastic scalar conservation laws. J. Funct. Anal. 255(2), 313–373 (2008)
Gyöngy, I., Rovira, C.: On \(L^p\) solutions of semilinear stochastic partial differential equations. Stochastic Process. Appl. 90(1), 83–108 (2000)
Imbert, C., Vovelle, J.: A kinetic formulation for multidimensional scalar conservation laws with boundary conditions and applications. SIAM J. Math. Anal. 36(1), 214–232 (2004)
Kim, J.U.: On a stochastic scalar conservation law. Indiana Univ. Math. J. 52, 227–256 (2003)
Kobayasi, K.: A kinetic approach to comparison properties for degenerate parabolic-hyperbolic equations with boundary conditions. J. Differ. Equ. 230(2), 682–701 (2006)
Kobayasi, K., Noboriguchi, D.: A stochastic conservation law with nonhomogeneous Dirichlet boundary conditions. Acta Math. Vietnam 41(4), 607–632 (2016)
Kobayasi, K., Noboriguchi, D.: Well-posedness for stochastic scalar conservation laws with the initial-boundary condition. J. Math. Anal. Appl. 461(2), 1416–1458 (2018)
Lions, P.L., Perthame, B., Tadmor, E.: A kinetic formulation of multidimensional scalar conservation laws and related equations. J. AMS 7, 169–191 (1994)
Noboriguchi, D.: An \(L^1-\)theory for scalar conservation laws with multiplicative noise on a periodic domain. Nihonkai Math. J. 28(1), 43–53 (2017)
Otto, F.: Initial-boundary value problem for a scalar conservation law. C. R. Acad. Sci. Paris Sér. I Math. 322(8), 729-734 (1996)
Porretta, A., Vovelle, J.: \(L^1\) solutions to first order hyperbolic equations in bounded domains. Commun. Partial Differ. Equ. 28(1–2), 381–408 (2003)
Villani, C.: Optimal Transport, Old and New. Grundlehren der Mathematischen Wissenschaften, vol. 338. Springer (2008)
Vallet, G., Wittbold, P.: On a stochastic first-order hyperbolic equation in a bounded domain. Infin. Dimens. Anal. Quantum Probab. Relat. Top. 12(4), 613-651 (2009)
Acknowledgements
This work is partly supported by National Key R and D Program of China (No. 2020YFA0712700), Beijing Natural Science Foundation (No. 1212008), National Natural Science Foundation of China (Nos. 12131019, 12171032, 12090014, 11931004, 11721101, 11971227), Key Laboratory of Random Complex Structures and Data Science, Academy of Mathematics and Systems Science, CAS (No. 2008DP173182), Beijing Institute of Technology Research Fund Program for Young Scholars and MIIT Key Laboratory of Mathematical Theory and Computation in Information Security.
Author information
Authors and Affiliations
Corresponding author
Ethics declarations
Conflict of interest
The authors declare that they have no conflict of interest.
Additional information
Communicated by M. Hairer.
Publisher's Note
Springer Nature remains neutral with regard to jurisdictional claims in published maps and institutional affiliations.
Rights and permissions
Springer Nature or its licensor (e.g. a society or other partner) holds exclusive rights to this article under a publishing agreement with the author(s) or other rightsholder(s); author self-archiving of the accepted manuscript version of this article is solely governed by the terms of such publishing agreement and applicable law.
About this article
Cite this article
Dong, Z., Zhang, R. & Zhang, T. Ergodicity for Stochastic Conservation Laws with Multiplicative Noise. Commun. Math. Phys. 400, 1739–1789 (2023). https://doi.org/10.1007/s00220-022-04629-x
Received:
Accepted:
Published:
Issue Date:
DOI: https://doi.org/10.1007/s00220-022-04629-x