Litcius/Paper detail

Unique Ergodicity for a Class of Stochastic Hyperbolic Equations with Additive Space-Time White Noise

Leonardo Tolomeo

2020Communications in Mathematical Physics11 citationsDOIOpen Access PDF

Abstract

Abstract In this paper, we consider a certain class of second order nonlinear PDEs with damping and space-time white noise forcing, posed on the d -dimensional torus. This class includes the wave equation for $$d=1$$ <mml:math xmlns:mml="http://www.w3.org/1998/Math/MathML"> <mml:mrow> <mml:mi>d</mml:mi> <mml:mo>=</mml:mo> <mml:mn>1</mml:mn> </mml:mrow> </mml:math> and the beam equation for $$d\le 3$$ <mml:math xmlns:mml="http://www.w3.org/1998/Math/MathML"> <mml:mrow> <mml:mi>d</mml:mi> <mml:mo>≤</mml:mo> <mml:mn>3</mml:mn> </mml:mrow> </mml:math> . We show that the Gibbs measure is the unique invariant measure for this system. Since the flow does not satisfy the strong Feller property, we introduce a new technique for showing unique ergodicity. This approach may be also useful in situations in which finite-time blowup is possible.

Topics & Concepts

MathematicsErgodicityWhite noiseMeasure (data warehouse)Nonlinear systemMathematical analysisClass (philosophy)Invariant (physics)Invariant measureGibbs measureWave equationHyperbolic partial differential equationNoise (video)Pure mathematicsDamped waveApplied mathematicsOrder (exchange)Complex systemStatistical physicsFlow (mathematics)Burgers' equationErgodic theoryColors of noiseStability and Controllability of Differential EquationsStochastic processes and financial applicationsNavier-Stokes equation solutions