Stochastic CGL equations without linear dispersion in any space dimension

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Publication:378030

DOI10.1007/S40072-013-0010-6zbMATH Open1287.60093arXiv1205.0755OpenAlexW2061833174MaRDI QIDQ378030FDOQ378030


Authors: Vahagn Nersesyan, Sergei Kuksin Edit this on Wikidata


Publication date: 20 November 2013

Published in: Stochastic and Partial Differential Equations. Analysis and Computations (Search for Journal in Brave)

Abstract: We consider the stochastic CGL equation dot u- uDelta u+(i+a) |u|^2u =eta(t,x),;;; ext {dim} ,x=n, where u>0 and age0, in a cube (or in a smooth bounded domain) with Dirichlet boundary condition. The force eta is white in time, regular in x and non-degenerate. We study this equation in the space of continuous complex functions u(x), and prove that for any n it defines there a unique mixing Markov process. So for a large class of functionals f(u(cdot)) and for any solution u(t,x), the averaged observable Ef(u(t,cdot)) converges to a quantity, independent from the initial data u(0,x), and equal to the integral of f(u) against the unique stationary measure of the equation.


Full work available at URL: https://arxiv.org/abs/1205.0755




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