Invariant measure selection by noise. An example

DOI10.3934/DCDS.2014.34.4223zbMATH Open1302.37048arXiv1403.3593OpenAlexW2963218495MaRDI QIDQ476480FDOQ476480

Etienne Pardoux, Jonathan C. Mattingly

Publication date: 2 December 2014

Published in: Discrete and Continuous Dynamical Systems (Search for Journal in Brave)

Abstract: We consider a deterministic system with two conserved quantities and infinity many invariant measures. However the systems possess a unique invariant measure when enough stochastic forcing and balancing dissipation are added. We then show that as the forcing and dissipation are removed a unique limit of the deterministic system is selected. The exact structure of the limiting measure depends on the specifics of the stochastic forcing.

Full work available at URL: https://arxiv.org/abs/1403.3593

zbMATH Keywords

inviscid limitsinvariant measure selectionstochastic dynamically systemszero-noise limit

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Averaging method for ordinary differential equations (34C29) Dynamical systems and their relations with probability theory and stochastic processes (37A50) Dynamical aspects of statistical mechanics (37A60) Invariant measures for infinite-dimensional dissipative dynamical systems (37L40)

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Cited In (8)

• An averaging principle for stochastic flows and convergence of non-symmetric Dirichlet forms
• Selection of quasi-stationary states in the Navier–Stokes equation on the torus
• Asymptotic analysis and homogenization of invariant measures
• Global well-posedness and long-time behavior of the fractional NLS
• Invariant measures for passive scalars in the small noise inviscid limit
• Construction of high regularity invariant measures for the 2D Euler equations and remarks on the growth of the solutions
• Selection of quasi-stationary states in the stochastically forced Navier-Stokes equation on the torus
• Enhanced dissipation, hypoellipticity, and anomalous small noise inviscid limits in shear flows

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