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preprint

Spectral gap for projective processes of linear SPDEs

Hairer, Martin  
•
Rosati, Tommaso
July 14, 2023

This work studies the angular component πt=ut/‖ut‖ associated to the solution u of a vector-valued linear hyperviscous SPDE on a d-dimensional torus duα=−να(−Δ)auαdt+(u⋅dW)α,α∈{1,…,m} for u:𝕋d→ℝm, a⩾1 and a sufficiently smooth and non-degenerate noise W. We provide conditions for existence, as well as uniqueness and spectral gaps (if a>d/2) of invariant measures for π in the projective space. Our proof relies on the introduction of a novel Lyapunov functional for πt, based on the study of dynamics of the ``energy median'': the energy level M at which projections of u onto frequencies with energies less or more than M have about equal L2 norm. This technique is applied to obtain -- in an infinite-dimensional setting without order preservation -- lower bounds on top Lyapunov exponents of the equation, and their uniqueness via Furstenberg-Khasminskii formulas.

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Type
preprint
DOI
10.48550/arXiv.2307.07472
ArXiv ID

2307.07472v2

Author(s)
Hairer, Martin  

EPFL

Rosati, Tommaso
Date Issued

2023-07-14

Subjects

Linear SPDEs

•

Lyapunov exponents

•

projective processes

•

Furstenberg–Khasminskii

Subjects arXiv

math.PR

•

math.AP

•

60H15

Written at

EPFL

EPFL units
PROPDE  
Available on Infoscience
September 19, 2024
Use this identifier to reference this record
https://infoscience.epfl.ch/handle/20.500.14299/241313
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