Ergodicity of stochastic reaction-diffusion equations on unbounded domains driven by space-time white noise

Abstract

We consider the stochastic reaction-diffusion equation on the whole space: \begin{align*} \left\{ \begin{aligned} du(t,x) &=\frac{1}{2}\partial_{xx} u(t,x) dt+b(u(t,x))dt+ σ(u(t,x)) W(dt,dx),\quad t\geq 0,\ x\in \mathbb{R},\\ u(0,x)&=u_0(x), \quad x\in \mathbb{R}, \end{aligned} \right. \end{align*} where $W(dt,dx)$ is a space-time white noise, $b$, $σ$ are measurable coefficients. We first show that the solution is not strong Feller, and then establish the existence and uniqueness of invariant measures, exponential mixing as well as irreducibility for the solutions. To overcome the difficulties caused by the unbounded domain, we design special controls and controlled equations to prove the irreducibility. To obtain the exponential mixing property under the dissipative condition $$(b(x)-b(y))(x-y)\leq -α(x-y)^2,$$ the obstacle is the lack of the Itô formula/energy equality. To circumvent the problem, we manage to find a new way to fully exploit comparison principles, which we believe could be useful for other type of stochastic partial differential equations driven by multiplicative space-time noise. We note that the dissipative condition allows the coefficients to be of polynomial, even exponential growth. There exist plenty of models that satisfy the dissipative condition, including the Allen-Cahn type equations. To the best of our knowledge, this is the first paper to establish the ergodicity, exponential mixing and irreducibility of stochastic reaction-diffusion equations (SRDEs) driven by multiplicative space-time noise on unbounded domains. The results on exponential mixing are also new for (SRDEs) driven by multiplicative space-time noise on bounded domains.