On ergodic invariant measures for the stochastic Landau-Lifschitz-Gilbert equation in 1D
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Publication:6406874
Authors: Emanuela Gussetti 
Publication date: 3 August 2022
Abstract: We establish existence of an ergodic invariant measure on for the stochastic Landau-Lifschitz-Gilbert equation on a bounded one dimensional interval . The conclusion is achieved by employing the classical Krylov-Bogoliubov theorem. In contrast to other equations, verifying the hypothesis of the Krylov-Bogoliubov theorem is not a standard procedure. We employ rough paths theory to show that the semigroup associated to the equation has the Feller property in . It does not seem possible to achieve the same conclusion by the classical Stratonovich calculus. On the other hand, we employ the classical Stratonovich calculus to prove the tightness hypothesis. The Krein-Milman theorem implies existence of an ergodic invariant measure. In case of spatially constant noise, we show that there exists a unique Gibbs invariant measure and we establish the qualitative behaviour of the unique stationary solution. In absence of the anisotropic energy and for a spatially constant noise, we are able to provide a path-wise long time behaviour result: in particular, every solution is recurrent for large times.
Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Stationary stochastic processes (60G10) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) PDEs in connection with statistical mechanics (35Q82) PDEs on manifolds (35R01) PDEs with randomness, stochastic partial differential equations (35R60) Rough partial differential equations (60L50) Applications of rough analysis (60L90)
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