English

Ergodicity and mixing for stochastic partial differential equations

Probability 2007-05-23 v1

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 ν\nu, and grows like ν3\nu^{-3} when ν\nu goes to zero. This Markov process has a unique invariant measure and is exponentially mixing in time.

Keywords

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}
}