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Uniqueness of the invariant measure for a stochastic PDE driven by degenerate noise (0)

by J-P Eckmann, M Hairer
Venue:Comm. Math. Phys
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Ergodicity of the 2D Navier-Stokes equations with degenerate forcing, preprint

by Martin Hairer, Jonathan C. Mattingly
"... The stochastic 2D Navier-Stokes equations on the torus driven by degenerate noise are studied. We characterize the smallest closed invariant subspace for this model and show that the dynamics restricted to that subspace is ergodic. In particular, our results yield a purely geometric characterization ..."
Abstract - Cited by 29 (8 self) - Add to MetaCart
The stochastic 2D Navier-Stokes equations on the torus driven by degenerate noise are studied. We characterize the smallest closed invariant subspace for this model and show that the dynamics restricted to that subspace is ergodic. In particular, our results yield a purely geometric characterization of a class of noises for which the equation is ergodic in L 2 0(T 2). Unlike in previous works, this class is independent of the viscosity and the strength of the noise. The two main tools of our analysis are the asymptotic strong Feller property, introduced in this work, and an approximate integration by parts formula. The first, when combined with a weak type of irreducibility, is shown to ensure that the dynamics is ergodic. The second is used to show that the first holds under a Hörmander-type condition. This requires some interesting non-adapted stochastic analysis. 1

Exponential Mixing Properties of Stochastic PDEs Through Asymptotic Coupling

by M. Hairer - Probab. Theory Related Fields , 2001
"... We consider parabolic stochastic partial differential equations driven by white noise in time. We prove exponential convergence of the transition probabilities towards a unique invariant measure under suitable conditions. These conditions amount essentially to the fact that the equation transmits ..."
Abstract - Cited by 18 (5 self) - Add to MetaCart
We consider parabolic stochastic partial differential equations driven by white noise in time. We prove exponential convergence of the transition probabilities towards a unique invariant measure under suitable conditions. These conditions amount essentially to the fact that the equation transmits the noise to all its determining modes. Several examples are investigated, including some where the noise does not act on every determining mode directly.

Exponential Convergence for the Stochastically Forced Navier-Stokes Equations and Other Partially Dissipative Dynamics

by Jonathan C. Mattingly , 2002
"... We prove that the two dimensional Navier-Stokes equations possesses an exponentially attracting invariant measure. This result is in fact the consequence of a more general "Harris-like" ergodic theorem applicable to many dissipative stochastic PDEs and stochastic processes with memory. A simple iter ..."
Abstract - Cited by 18 (6 self) - Add to MetaCart
We prove that the two dimensional Navier-Stokes equations possesses an exponentially attracting invariant measure. This result is in fact the consequence of a more general "Harris-like" ergodic theorem applicable to many dissipative stochastic PDEs and stochastic processes with memory. A simple iterated map example is also presented to help build intuition and showcase the central ideas in a less encumbered setting. To analyze the iterated map, a general "Doeblin-like" theorem is proven. One of the main features of this paper is the novel coupling construction used to examine the ergodic theory of the non-Markovian processes.

On recent progress for the stochastic Navier Stokes equations

by Jonathan C. Mattingly - In Journées Équations aux dérivées partielles, Forges-les-Eaux, XI:1–52, 2003. see http://www.math.sciences.univ-nantes.fr/edpa/2003/html/. [MY02] [Pro90] [Sin94] Nader Masmoudi and Lai-Sang
"... We give an overview of the ideas central to some recent developments in the ergodic theory of the stochastically forced Navier Stokes equations and other dissipative stochastic partial differential equations. Since our desire is to make the core ideas clear, we will mostly work with a specific examp ..."
Abstract - Cited by 9 (4 self) - Add to MetaCart
We give an overview of the ideas central to some recent developments in the ergodic theory of the stochastically forced Navier Stokes equations and other dissipative stochastic partial differential equations. Since our desire is to make the core ideas clear, we will mostly work with a specific example: the stochastically forced Navier Stokes equations. To further clarify ideas, we will also examine in detail a toy problem. A few general theorems are given. Spatial regularity, ergodicity, exponential mixing, coupling for a SPDE, and hypoellipticity are all discussed. This article attempts to collect a number of ideas which have proven useful in the study of stochastically forced dissipative partial differential equations. The discussion will center around those of ergodicity but will also touch on the regularity of both solutions and transition densities. Since our desire is to make the core ideas clear, we will mostly work with a specific example: the stochastically forced Navier Stokes equations. To further clarify ideas, we will also examine in detail a toy problem. Though we have not tried to give any great generality, we also present a number of abstract results to help isolate what assumptions are used in which arguments. Though a few results are presented in new ways and a number of proofs are streamlined, the core ideas remain more or less the same as in the originally cited papers. We do improve sightly the exponential mixing results given in [Mat02c]; however, the techniques used are the same. Lastly, we do not claim to be exhaustive. This is not meant to be an all encompassing review article. The view point given here is a personal one; nonetheless, citations are given to good starting points for related works both by the author and others. Consider the two-dimensional Navier-Stokes equation with stochastic forcing:

Ergodicity of the finite dimensional approximation of the 3d navier–stokes equations forced by a degenerate

by Marco Romito , 2002
"... Abstract. We prove ergodicity of the finite dimensional approximations of the three dimensional Navier-Stokes equations, driven by a random force. The forcing noise acts only on a few modes and some algebraic conditions on the forced modes are found that imply the ergodicity. The convergence rate to ..."
Abstract - Cited by 8 (1 self) - Add to MetaCart
Abstract. We prove ergodicity of the finite dimensional approximations of the three dimensional Navier-Stokes equations, driven by a random force. The forcing noise acts only on a few modes and some algebraic conditions on the forced modes are found that imply the ergodicity. The convergence rate to the unique invariant measure is shown to be exponential. 1.

Spectral gaps in Wasserstein distances and the 2D stochastic Navier-Stokes equations

by Martin Hairer, Jonathan C. Mattingly , 2006
"... We develop a general method that allows to show the existence of spectral gaps for Markov semigroups on Banach spaces. Unlike most previous work, the type of norm we consider for this analysis is neither a weighted supremum norm nor an Ł p-type norm, but involves the derivative of the observable as ..."
Abstract - Cited by 7 (5 self) - Add to MetaCart
We develop a general method that allows to show the existence of spectral gaps for Markov semigroups on Banach spaces. Unlike most previous work, the type of norm we consider for this analysis is neither a weighted supremum norm nor an Ł p-type norm, but involves the derivative of the observable as well and hence can be seen as a type of 1–Wasserstein distance. This turns out to be a suitable approach for infinite-dimensional spaces where the usual Harris or Doeblin conditions, which are geared to total variation convergence, regularly fail to hold. In the first part of this paper, we consider semigroups that have uniform behaviour which one can view as an extension of Doeblin’s condition. We then proceed to study situations where the behaviour is not so uniform, but the system has a suitable Lyapunov structure, leading to a type of Harris condition. We finally show that the latter condition is satisfied by the two-dimensional stochastic Navier-Stokers equations, even in situations where the forcing is extremely degenerate. Using the convergence result, we show shat the stochastic Navier-Stokes equations ’ invariant measures depend continuously on the viscosity and the structure of the forcing. 1

Ergodicity of Stochastic Differential Equations Driven by Fractional Brownian Motion

by Martin Hairer , 2003
"... We study the ergodic properties of finite-dimensional systems of SDEs driven by nondegenerate additive fractional Brownian motion with arbitrary Hurst parameter H ∈ (0, 1). A general framework is constructed to make precise the notions of “invariant measure ” and “stationary state ” for such a syste ..."
Abstract - Cited by 5 (2 self) - Add to MetaCart
We study the ergodic properties of finite-dimensional systems of SDEs driven by nondegenerate additive fractional Brownian motion with arbitrary Hurst parameter H ∈ (0, 1). A general framework is constructed to make precise the notions of “invariant measure ” and “stationary state ” for such a system. We then prove under rather weak dissipativity conditions that such an SDE possesses a unique stationary solution and that the convergence rate of an arbitrary solution towards the stationary one is (at least) algebraic. A lower bound on the exponent is also given.

Ergodic theorems for 2D statistical hydrodynamics

by Sergei B. Kuksin - Rev. Math. Phys , 2002
"... We consider the 2D Navier–Stokes system, perturbed by a random force, such that sufficiently many of its Fourier modes are excited (e.g. all of them are). We discuss the results on the existence and uniqueness of a stationary measure for this system, obtained in last years, homogeneity of the measur ..."
Abstract - Cited by 3 (1 self) - Add to MetaCart
We consider the 2D Navier–Stokes system, perturbed by a random force, such that sufficiently many of its Fourier modes are excited (e.g. all of them are). We discuss the results on the existence and uniqueness of a stationary measure for this system, obtained in last years, homogeneity of the measures and some their limiting properties. Next we use these results to prove that solutions of the equations obey the central limit theorem and the strong law of large numbers. Keywords: 1.

On exponential convergence to a stationary measure for nonlinear PDEs, perturbed by random kick-forces

by Sergei B. Kuksin - and the turbulence-limit, The M. I. Vishik Moscow PDE Seminar , 2002
"... Dedicated to M. I. Vishik on the occasion of his 80th birthday. Abstract. For a class of random dynamical systems which describe dissipative nonlinear PDEs perturbed by a bounded random kick-force, we propose a “direct proof ” of the uniqueness of the stationary measure and exponential convergence o ..."
Abstract - Cited by 3 (1 self) - Add to MetaCart
Dedicated to M. I. Vishik on the occasion of his 80th birthday. Abstract. For a class of random dynamical systems which describe dissipative nonlinear PDEs perturbed by a bounded random kick-force, we propose a “direct proof ” of the uniqueness of the stationary measure and exponential convergence of solutions to this measure, by showing that the transfer operator acting in the space of probability measures given the Kantorovich metric, defines a contraction of this space. Next we use results of [Kuk97, Kuk99] to study properties of this measure in the turbulence limit (as the viscosity goes to zero), for some nonlinear PDEs. In [KS00] 1 (see also [KS02]) A. Shirikyan and the author of this paper considered a class of nonlinear dissipative PDEs perturbed by smooth in space random forces. We proved that these equations, treated as random dynamical systems in a function space, have unique stationary measures. The forces considered in [KS00]

Ergodicity for langevin processes with degenerate diffusion in momentums. Submitted; arXiv

by Nawaf Bou-rabee, Houman Owhadi , 2007
"... This paper presents sufficient conditions for proving ergodicity of noise-driven dynamical systems. The essential conditions are weak irreducibility and closure under second randomization of the driving noise. With these conditions one can ascertain ergodicity of Langevin processes even if the diffu ..."
Abstract - Cited by 3 (1 self) - Add to MetaCart
This paper presents sufficient conditions for proving ergodicity of noise-driven dynamical systems. The essential conditions are weak irreducibility and closure under second randomization of the driving noise. With these conditions one can ascertain ergodicity of Langevin processes even if the diffusion and drift matrices associated to the momentums are degenerate. The paper illustrates how to check these conditions practically in the context of a simple mechanical system governed by Langevin equations (a simple stochastic rigid body system). 1
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