We study the global-in-time dynamics for a stochastic semilinear wave equation with cubic defocusing nonlinearity and additive noise, posed on the $2$-dimensional torus. The noise is taken to be slightly more regular than space-time white noise. In this setting, we show existence and uniqueness of an invariant measure for the Markov semigroup generated by the flow over an appropriately chosen Banach space. This extends a result of the second author to a situation where the invariant measure is not explicitly known.
We establish the existence and uniqueness of an ergodic invariant measure for 2D fractionally dissipated stochastic Euler equations on the periodic box, for any power of the dissipation term.
In this work, we prove the strong Feller property and the exponential ergodicity of stochastic Burgers equations driven by $α/2$-subordinated cylindrical Brownian motions with $α\in(1,2)$. To prove the results, we truncate the nonlinearity and use the derivative formula for SDEs driven by $α$-stable noises established in Zhang (arXiv:1204.2630v2).
We prove that the any Markov solution to the 3D stochastic Navier-Stokes equations driven by a mildly degenerate noise (i.e.all but finitely many Fourier modes are forced) is uniquely ergodic. This follows by proving strong Feller regularity and irreducibility.
We study the asymptotic behavior of solutions to stochastic evolution equations with monotone drift and multiplicative Poisson noise in the variational setting, thus covering a large class of (fully) nonlinear partial differential equations perturbed by jump noise. In particular, we provide sufficient conditions for the existence, ergodicity, and uniqueness of invariant measures. Furthermore, under mild additional assumptions, we prove that the Kolmogorov equation associated to the stochastic equation with additive noise is solvable in $L_1$ spaces with respect to an invariant measure.
We consider a stochastic electroconvection model describing the nonlinear evolution of a surface charge density in a two-dimensional fluid with additive stochastic forcing. We prove the existence and uniqueness of solutions, we define the corresponding Markov semigroup, and we study its Feller properties. When the noise forces enough modes in phase space, we obtain the uniqueness of the smooth invariant measure for the Markov transition kernels associated with the model.
We study a stochastic complex Ginzburg--Landau (CGL) equation driven by a smooth noise in space and we establish exponential convergence of the Markovian transition semi-group toward a unique invariant probability measure. Since Doob Theorem does not seem not to be useful in our situation, a coupling method is used. In order to make this method easier to understand, we first focus on two simple examples which contain most of the arguments and the essential difficulties.
Ergodicity for local and nonlocal stochastic singular $p$-Laplace equations is proven, without restriction on the spatial dimension and for all $p\in[1,2)$. This generalizes previous results from [Gess, Tölle; J. Math. Pures Appl., 2014], [Liu, Tölle; Electron. Commun. Probab., 2011], [Liu; J. Evol. Equations, 2009]. In particular, the results include the multivalued case of the stochastic (nonlocal) total variation flow, which solves an open problem raised in [Barbu, Da Prato, Röckner; SIAM J. Math. Anal., 2009]. Moreover, under appropriate rescaling, the convergence of the unique invariant m…
We illustrate how the notion of asymptotic coupling provides a flexible and intuitive framework for proving the uniqueness of invariant measures for a variety of stochastic partial differential equations whose deterministic counterpart possesses a finite number of determining modes. Examples exhibiting parabolic and hyperbolic structure are studied in detail. In the later situation we also present a simple framework for establishing the existence of invariant measures when the usual approach relying on the Krylov-Bogolyubov procedure and compactness fails.
Well-posedness à la Friedrichs is proved for a class of degenerate Kolmogorov equations associated to stochastic Allen-Cahn equations with logarithmic potential. The thermodynamical consistency of the model requires the potential to be singular and the multiplicative noise coefficient to vanish at the respective potential barriers, making thus the corresponding Kolmogorov equation not uniformly elliptic in space. First, existence and uniqueness of invariant measures and ergodicity are discussed. Then, classical solutions to some regularised Kolmogorov equations are explicitly constructed. Even…
We study a damped stochastic non-linear Schrödinger (NLS) equation driven by an additive noise. It is white in time and smooth in space. Using a coupling method, we establish convergence of the Markovian transition semi-group toward a unique invariant probability measure. This kind of method was originally developped to prove exponential mixing for strongly dissipative equations such as the Navier-Stokes equations. We consider here a weakly dissipative equation, the damped nonlinear Schrödinger equation in the one dimensional cubic case. We prove that the mixing property holds and that the rat…
In this paper, we consider a certain class of second order nonlinear PDEs with damping and space-time white noise forcing, posed on the $d$-dimensional torus. This class includes the wave equation for $d=1$ and the beam equation for $d\le 3$. We show that the Gibbs measure of the equation without forcing and damping is the unique invariant measure for the flow of this system. Since the flow does not satisfy the Strong Feller property, we introduce a new technique for showing unique ergodicity. This approach may be also useful in situations in which finite-time blowup is possible.
In this paper we study the stochastic quantization problem on the two dimensional torus and establish ergodicity for the solutions. Furthermore, we prove a characterization of the $Φ^4_2$ quantum field on the torus in terms of its density under translation. We also deduce that the $Φ^4_2$ quantum field on the torus is an extreme point in the set of all $L$-symmetrizing measures, where $L$ is the corresponding generator.
The long time behaviour of solutions to generalised stochastic porous media equations on bounded domains with Dirichlet boundary data is studied. We focus on a degenerate form of nonlinearity arising in self-organised criticality. Based on the so-called lower-bound method, the existence and uniqueness of an invariant measure is proved.
We analyze the large time behavior of a stochastic model for the lay-down of fibers on a conveyor belt in the production process of nonwovens. It is shown, that under weak conditions this degenerate diffusion process is strong mixing, confirming a conjecture of Grothaus and Klar. Moreover, under some additional assumptions even geometric ergodicity is established using probabilistic tools -- described in the book of Meyn and Tweedie -- in combination with methods from stochastic analysis.
We investigate the ergodicity of 2D large scale quasigeostrophic flows under random wind forcing. We show that the quasigeostrophic flows are ergodic under suitable conditions on the random forcing and on the fluid domain, and under no restrictions on viscosity, Ekman constant or Coriolis parameter. When these conditions are satisfied, then for any observable of the quasigeostrophic flows, its time average approximates the statistical ensemble average, as long as the time interval is sufficiently long.
We consider the Boussinesq approximation for Rayleigh-Bénard convection perturbed by an additive noise and with boundary conditions corresponding to heating from below. In two space dimensions, with sufficient stochastic forcing in the temperature component and large Prandtl number, we establish the existence of a unique ergodic invariant measure. In three space dimensions, we prove the existence of a statistically invariant state, and establish unique ergodicity for the infinite Prandtl Boussinesq system. Throughout this work we provide streamlined proofs of unique ergodicity which invoke an …
In the first part of the note we analyze the long time behaviour of a two dimensional stochastic Navier--Stokes equations system on a torus with a degenerate, one dimensional noise. In particular, for some initial data and noises we identify the invariant probability measure for the system and give a sufficient condition under which it is unique and stochastically stable. In the second part of the note, we consider a simple example of a finite-dimensional system of stochastic differential equations driven by a one dimensional Wiener process with a drift, that displays some similarity with the …
We study the asymptotic properties of the stochastic Cahn-Hilliard equation with the logarithmic free energy by establishing different dimension-free Harnack inequalities according to various kinds of noises. The main characteristics of this equation are the singularities of the logarithmic free energy at 1 and --1 and the conservation of the mass of the solution in its spatial variable. Both the space-time colored noise and the space-time white noise are considered. For the highly degenerate space-time colored noise, the asymptotic log-Harnack inequality is established under the so-called ess…
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 $Ł^2_0(\TT^2)$. Unlike previous works, this class is independent of the viscosity and the strength of the noise. The two main tools of our analysis are the \textit{asymptotic strong Feller} property, introduced in this work, and an approxima…
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 Hormander's bracket condition holds at every point of this Hilbert space, then a lower bound on the Malliavin covariance operator $M_t$ can be obtained. Informally, this bound can be read as "Fix any finite-dimensional projection $Π$ on a subspace of sufficiently regular functions. Then the eigenfunctions of $M_t$ with small eigenvalues have only a very sma…
