Existence of invariant measures for some damped stochastic dispersive equations (Q2363531)

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Existence of invariant measures for some damped stochastic dispersive equations
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    Existence of invariant measures for some damped stochastic dispersive equations (English)
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    19 July 2017
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    The purpose of this note is to report on the results in [the authors, ``Existence of invariant measures for the stochastic damped KdV equation'', Indiana Univ. Math. J. (to appear); ``Existence of invariant measures for the stochastic damped Schrödinger equation'', Stoch. Partial Differ. Equations: Anal. Comput. 5, No. 3, 343-367 (2017; \url{doi:10.1007/s40072-016-0090-1})] on the long time behavior of solutions to damped dispersive stochastic partial differential equations, namely the Korteweg-de Vries equation \[ du+(\partial^3_xu+u\partial_xu+\lambda u)dt=fdt+\Phi dW_t, \] on \(\mathbb{R}\) where \(f\) is a deterministic force and the nonlinear Schrödinger equation \[ du+(\lambda u+i\Delta u+i\alpha|u|^{2\sigma})dt=\Phi dW_t, \] on \(\mathbb{R}^d\), with the main purpose of providing the proof of the existence of invariant measures. The authors prove that the transition semigroup is Feller and establish the existence of an invariant measure. The tightness is established with the help of the asymptotic compactness, which is carried out using the Aldous criterion. The note is organized as follows. Section 1 is an introduction to the problem. Session 2 and 3 are devoted to the study of the stochastic Korteweg-de Vries equation and the stochastic Schrödinger equation respectively.
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    Korteweg-de Vries equation
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    Schrödinger equation
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