Invariant measures of fractional stochastic parabolic equations

发布者:文明办作者:发布时间:2019-10-12浏览次数:194


主讲人:Bixiang Wang,新墨西哥矿业理工大学教授


时间:2019年10月14日15:00


地点:3号楼332报告厅


举办单位:数理学院


内容介绍:We will study the invariant measures of fractional stochastic parabolic equations defined on unbounded domains. The nonlinear drift term is a locally Lipschitz function with polynomial growth rate and the nonlinear diffusion term is a globally Lipschitz function with linear growth rate. We first derive the mean-square uniform estimates of solutions and then prove the tightness of probability distributions of a family of solutions in L^2 (R^n). Finally, we show the existence of invariant measures of the equation by Krylov-Bogolyubov's method. The idea of uniform estimates on the tails of solutions is employed to show the tightness of solutions in order to overcome the difficulty caused by the non-compactness of usual Sobolev embedding on unbounded domains.