Anomalous dissipation in a stochastically forced infinite-dimensional system of coupled oscillators (Q2457810)

An infinite system of stochastically forced coupled oscillators \[ \dot a_n^\nu(t)=a_{n-1}^\nu(t)-a_{n+1}^\nu(t)+\nu a_{n}^\nu(t)+\delta_{n,1}\dot W(t), \] \(n\geq 1\); \(a_0(t)=0\), is considered, with \(\nu\geq 0\), \(\dot W\) being a Gaussian white noise and \(\delta_{n,1}\) being a Kronecker delta. The invariant solution of the system with the square integrable initial data is found to be equal \[ a_n^\nu(t)=\sqrt{\frac{2}{\pi}}\int_{-\infty}^t G^\nu_n(t-s)\, dW(s), \] where \[ G^\nu_n(s)=\int_{-1}^1 \overline{i^{n-1}U_{n-1} (z)}\sqrt{1-z^2}e^{-(\nu-2iz)s}\, dz, \] and \(U_n\) is the \(n\)-th normalised Chebyshev polynomial of the second kind. Further, the covariances \(E a^\nu_n(0) a^\nu_m(0)\) are also computed explicitly, and the effect of the anomalous dissipation \(E a^0_n(0)\to 2/\pi\) as \(n\to\infty\) is discovered. Finally, the authors discuss basins of attraction of the invariant measure. This paper is closely connected in spirit with another work of the authors [Commun. Math. Phys. 276, No. 1, 189--220 (2007; Zbl 1127.37053)].