Results 1 - 10
of
10
Ergodicity of the 2D Navier-Stokes equations with degenerate forcing, preprint
"... 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
Gibbsian Dynamics and Ergodicity for the Stochastically Forced Navier-Stokes Equation
, 2000
"... We study stationary measures for the two-dimensional Navier-Stokes equation with periodic boundary condition and random forcing. We prove uniqueness of the stationary measure under the condition that all “determining modes” are forced. The main idea behind the proof is to study the Gibbsian dynamics ..."
Abstract
-
Cited by 24 (10 self)
- Add to MetaCart
We study stationary measures for the two-dimensional Navier-Stokes equation with periodic boundary condition and random forcing. We prove uniqueness of the stationary measure under the condition that all “determining modes” are forced. The main idea behind the proof is to study the Gibbsian dynamics of the low modes obtained by representing the high modes as functionals of the time-history of the low modes.
Exponential Convergence for the Stochastically Forced Navier-Stokes Equations and Other Partially Dissipative Dynamics
, 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
- 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:
Spectral gaps in Wasserstein distances and the 2D stochastic Navier-Stokes equations
, 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
The Dissipative Scale Of The Stochastics Navier Stokes Equation: Regularization And Analyticity
- J. STATIST. PHYS
, 2002
"... We prove spatial analyticity for solutions of the stochastically forced Navier Stokes equation, provided that the forcing is sufficiently smooth spatially. We also give estimates, which extend to the stationary regime, providing strong control of both of the expected rate of dissipation and fluctuat ..."
Abstract
-
Cited by 6 (3 self)
- Add to MetaCart
We prove spatial analyticity for solutions of the stochastically forced Navier Stokes equation, provided that the forcing is sufficiently smooth spatially. We also give estimates, which extend to the stationary regime, providing strong control of both of the expected rate of dissipation and fluctuations about this mean. Surprisingly, we could not obtain non-random estimates of the exponential decay rate of the spatial Fourier spectra.
Stationary Solutions of Stochastic Differential Equation with Memory and Stochastic Partial Differential Equations
, 2003
"... We explore Ito stochastic differential equations where the drift term has possibly infinite dependence on the past. Assuming the existence of a Lyapunov function, we prove the existence of a stationary solution assuming only minimal continuity of the coefficients. Uniqueness of the stationary soluti ..."
Abstract
-
Cited by 3 (1 self)
- Add to MetaCart
We explore Ito stochastic differential equations where the drift term has possibly infinite dependence on the past. Assuming the existence of a Lyapunov function, we prove the existence of a stationary solution assuming only minimal continuity of the coefficients. Uniqueness of the stationary solution is proved if the dependence on the past decays sufficiently fast. The results of this paper are then applied to stochastically forced dissipative partial differential equations such as the stochastic Navier-Stokes equation and stochastic Ginsburg-Landau equation.
MALLIAVIN CALCULUS FOR THE STOCHASTIC 2D NAVIER STOKES EQUATION
, 2004
"... Abstract. We consider the incompressible, two dimensional Navier Stokes equation with periodic boundary conditions under the effect of an additive, white in time, stochastic forcing. Under mild restrictions on the geometry of the scales forced, we show that any finite dimensional projection of the s ..."
Abstract
-
Cited by 1 (1 self)
- Add to MetaCart
Abstract. We consider the incompressible, two dimensional Navier Stokes equation with periodic boundary conditions under the effect of an additive, white in time, stochastic forcing. Under mild restrictions on the geometry of the scales forced, we show that any finite dimensional projection of the solution possesses a smooth density with respect to Lebesgue measure. We also show that under natural assumptions the density of such a projection is everywhere strictly positive. In particular, our conditions are viscosity independent. We are mainly interested in forcing which excites a very small number of modes. All of the results rely on the nondegeneracy of the infinite dimensional Malliavin matrix. 1.
AND
, 2005
"... We consider the incompressible, two dimensional Navier Stokes equation with periodic boundary conditions under the effect of an additive, white in time, stochastic forcing. Under mild restrictions on the geometry of the scales forced, we show that any finite dimensional projection of the solution po ..."
Abstract
- Add to MetaCart
We consider the incompressible, two dimensional Navier Stokes equation with periodic boundary conditions under the effect of an additive, white in time, stochastic forcing. Under mild restrictions on the geometry of the scales forced, we show that any finite dimensional projection of the solution possesses a smooth, strictly positive density with respect to Lebesgue measure. In particular, our conditions are viscosity independent. We are mainly interested in forcing which excites a very small number of modes. All of the results rely on proving the nondegeneracy of the infinite dimensional Malliavin matrix. c ○ 2005 Wiley Periodicals, Inc. 1

