Ergodicity and mixing for stochastic partial differential equations
Abstract
Recently, a number of authors have investigated the conditions under which a stochastic perturbation acting on an infinite dimensional dynamical system, e.g. a partial differential equation, makes the system ergodic and mixing. In particular, one is interested in finding minimal and physically natural conditions on the nature of the stochastic perturbation. I shall review recent results on this question; in particular, I shall discuss the Navier-Stokes equation on a two dimensional torus with a random force which is white noise in time, and excites only a finite number of modes. The number of excited modes depends on the viscosity , and grows like when goes to zero. This Markov process has a unique invariant measure and is exponentially mixing in time.
Cite
@article{arxiv.math/0212412,
title = {Ergodicity and mixing for stochastic partial differential equations},
author = {Jean Bricmont},
journal= {arXiv preprint arXiv:math/0212412},
year = {2007}
}