Results 1  10
of
18
Uniqueness of the Invariant Measure for a Stochastic PDE Driven by Degenerate Noise
, 2001
"... We consider the stochastic GinzburgLandau equation in a bounded domain. We assume the stochastic forcing acts only on high spatial frequencies. The lowlying frequencies are then only connected to this forcing through the nonlinear (cubic) term of the GinzburgLandau equation. Under these assumpti ..."
Abstract

Cited by 40 (11 self)
 Add to MetaCart
We consider the stochastic GinzburgLandau equation in a bounded domain. We assume the stochastic forcing acts only on high spatial frequencies. The lowlying frequencies are then only connected to this forcing through the nonlinear (cubic) term of the GinzburgLandau equation. Under these assumptions, we show that the stochastic PDE has a unique invariant measure. The techniques of proof combine a controllability argument for the lowlying frequencies with an infinite dimensional version of the Malliavin calculus to show positivity and regularity of the invariant measure. This then implies the uniqueness of that measure. Contents 1 Introduction 2 2 Some Preliminaries on the Dynamics 5 3 Controllability 6 4 Strong Feller Property and Proof of Theorem 1.1 9 5 Regularity of the Cutoff Process 11 5.1 Splitting and Interpolation Spaces . . . . . . . . . . . . . . . . . . . 12 5.2 Proof of Theorem 4.3 . . . . . . . . . . . . . . . . . . . . . . . . . . 12 5.3 Smoothing Properties of the...
Exponential Mixing Properties of Stochastic PDEs Through Asymptotic Coupling
 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 25 (7 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.
Spectral gaps in Wasserstein distances and the 2D stochastic NavierStokes 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 ptype norm, but involves the derivative of the observable as ..."
Abstract

Cited by 15 (7 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 ptype 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 infinitedimensional 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 twodimensional stochastic NavierStokers equations, even in situations where the forcing is extremely degenerate. Using the convergence result, we show shat the stochastic NavierStokes equations ’ invariant measures depend continuously on the viscosity and the structure of the forcing. 1
On recent progress for the stochastic Navier Stokes equations
 In Journées Équations aux dérivées partielles, ForgeslesEaux, XI:1–52, 2003. see http://www.math.sciences.univnantes.fr/edpa/2003/html/. [MY02] [Pro90] [Sin94] Nader Masmoudi and LaiSang
"... 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 11 (6 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 twodimensional NavierStokes equation with stochastic forcing:
A theory of hypoellipticity and unique ergodicity for semilinear stochastic PDEs
"... We present a theory of hypoellipticity and unique ergodicity for semilinear parabolic stochastic PDEs with “polynomial ” nonlinearities and additive noise, considered as abstract evolution equations in some Hilbert space. It is shown that if Hörmander’s bracket condition holds at every point of this ..."
Abstract

Cited by 8 (7 self)
 Add to MetaCart
We present a theory of hypoellipticity and unique ergodicity for semilinear parabolic stochastic PDEs with “polynomial ” nonlinearities and additive noise, considered as abstract evolution equations in some Hilbert space. It is shown that if Hörmander’s bracket condition holds at every point of this Hilbert space, then a lower bound on the Malliavin covariance operator Mt can be obtained. Informally, this bound can be read as “Fix any finitedimensional projection Π on a subspace of sufficiently regular functions. Then the eigenfunctions of Mt with small eigenvalues have only a very small component in the image of Π.” We also show how to use a priori bounds on the solutions to the equation to obtain good control on the dependency of the bounds on the Malliavin matrix on the initial condition. These bounds are sufficient in many cases to obtain the asymptotic strong Feller property introduced in [HM06]. One of the main novel technical tools is an almost sure bound from below on the size of “Wiener polynomials, ” where the coefficients are possibly nonadapted stochastic processes satisfying a Lipschitz condition. By exploiting the polynomial structure of the equations, this result can be used to replace Norris ’ lemma, which is unavailable in the present context. We conclude by showing that the twodimensional stochastic NavierStokes equations and a large class of reactiondiffusion equations fit the framework of our theory. Contents 1
2010: A simple framework to justify linear response theory
 Nonlinearity
"... The use of linear response theory for forced dissipative stochastic dynamical systems through the fluctuation dissipation theorem is an attractive way to study climate change systematically among other applications. Here, a mathematically rigorous justification of linear response theory for forced d ..."
Abstract

Cited by 5 (2 self)
 Add to MetaCart
The use of linear response theory for forced dissipative stochastic dynamical systems through the fluctuation dissipation theorem is an attractive way to study climate change systematically among other applications. Here, a mathematically rigorous justification of linear response theory for forced dissipative stochastic dynamical systems is developed. The main results are formulated in an abstract setting and apply to suitable systems, in finite and infinite dimensions, that are of interest in climate change science and other applications. 1
MALLIAVIN CALCULUS FOR INFINITEDIMENSIONAL SYSTEMS WITH ADDITIVE NOISE
, 2007
"... ABSTRACT. We consider an infinitedimensional dynamical system with polynomial nonlinearity and additive noise given by a finite number of Wiener processes. By studying how randomness is spread by the dynamics, we develop in this setting a partial counterpart of Hörmander’s classical theory of Hypoe ..."
Abstract

Cited by 5 (2 self)
 Add to MetaCart
ABSTRACT. We consider an infinitedimensional dynamical system with polynomial nonlinearity and additive noise given by a finite number of Wiener processes. By studying how randomness is spread by the dynamics, we develop in this setting a partial counterpart of Hörmander’s classical theory of Hypoelliptic operators. We study the distributions of finitedimensional projections of the solutions and give conditions that provide existence and smoothness of densities of these distributions with respect to the Lebesgue measure. We also apply our results to concrete SPDEs such as a Stochastic Reaction Diffusion Equation and the Stochastic 2D Navier–Stokes System. 1.
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 4 (3 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.
A weak trapezoidal method for a class of stochastic differential equations
 Communications in Mathematical Sciences
"... Abstract. We present a numerical method for the approximation of solutions for the class of stochastic differential equations driven by Brownian motions which induce stochastic variation in fixed directions. This class of equations arises naturally in the study of population processes and chemical r ..."
Abstract

Cited by 3 (2 self)
 Add to MetaCart
Abstract. We present a numerical method for the approximation of solutions for the class of stochastic differential equations driven by Brownian motions which induce stochastic variation in fixed directions. This class of equations arises naturally in the study of population processes and chemical reaction kinetics. We show that the method constructs paths that are second order accurate in the weak sense. The method is simpler than many second order methods in that it neither requires the construction of iterated Itô integrals nor the evaluation of any derivatives. The method consists of two steps. In the first an explicit Euler step is used to take a fractional step. This fractional point is then combined with the initial point to obtain a higher order, trapezoidal like, approximation. The higher order of accuracy stems from the fact that both the drift and the quadratic variation of the underlying SDE are approximated to second order. 1. Introduction We consider the problem of constructing accurate approximations to solutions of the following family of stochastic differential equations dX(t) = b(X(t))dt + M∑ σk(X(t)) νk dWk(t), (1.1)
Ergodicity of hypoelliptic SDEs driven by fractional Brownian motion
, 2009
"... We demonstrate that stochastic differential equations (SDEs) driven by fractional Brownian motion with Hurst parameter H> 1 have similar ergodic properties as 2 SDEs driven by standard Brownian motion. The focus in this article is on hypoelliptic systems satisfying Hörmander’s condition. We show tha ..."
Abstract

Cited by 3 (1 self)
 Add to MetaCart
We demonstrate that stochastic differential equations (SDEs) driven by fractional Brownian motion with Hurst parameter H> 1 have similar ergodic properties as 2 SDEs driven by standard Brownian motion. The focus in this article is on hypoelliptic systems satisfying Hörmander’s condition. We show that such systems satisfy a suitable version of the strong Feller property and we conclude that they admit a unique stationary solution that is physical in the sense that it does not “look into the future”. The main technical result required for the analysis is a bound on the moments of the inverse of the Malliavin covariance matrix, conditional on the past of the driving noise. Keywords: Ergodicity, Fractional Brownian motion, Hörmander’s theorem 1