On Unique Ergodicity in Nonlinear Stochastic Partial Differential Equations

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• 作者：Nathan Glatt-Holtz ; Jonathan C. Mattingly…
• 关键词：Ergodicity ; Coupling ; SPDEs ; Stochastic fluid equations
• 刊名：Journal of Statistical Physics
• 出版年：2017
• 出版时间：February 2017
• 年：2017
• 卷：166
• 期：3-4
• 页码：618-649
• 全文大小：
• 刊物类别：Physics and Astronomy
• 刊物主题：Statistical Physics and Dynamical Systems; Theoretical, Mathematical and Computational Physics; Physical Chemistry; Quantum Physics;
• 出版者：Springer US
• ISSN：1572-9613
• 卷排序：166

文摘

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.