Ergodicity for a stochastic geodesic equation in the tangent bundle of the 2D sphere

DOI10.1007/s10587-015-0200-7zbMath1363.58015arXiv1102.0728OpenAlexW3105592995MaRDI QIDQ3466175

Zdzisław Brzeźniak, Mikhail Neklyudov, Martin Ondreját, Ľubomír Baňas, Andreas Prohl

Publication date: 1 February 2016

Published in: Czechoslovak Mathematical Journal (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1102.0728

zbMATH Keywords

ergodicityinvariant measurenumerical approximationattractivitystochastic geodesic equationgeometric stochastic wave equation

Mathematics Subject Classification ID

Probabilistic models, generic numerical methods in probability and statistics (65C20) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Ergodicity, mixing, rates of mixing (37A25) Diffusion processes (60J60) Diffusion processes and stochastic analysis on manifolds (58J65) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30)

Related Items (3)

Large deviations for (1 + 1)-dimensional stochastic geometric wave equation ⋮ Long-time behaviour of degenerate diffusions: UFG-type SDEs and time-inhomogeneous hypoelliptic processes ⋮ Ergodicity for stochastic equations of Navier-Stokes type

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