English

Ergodicity for stochastic equation of Navier--Stokes type

Probability 2021-08-27 v3 Analysis of PDEs Dynamical Systems

Abstract

In the first part of the note we analyze the long time behaviour of a two dimensional stochastic Navier--Stokes equations system on a torus with a degenerate, one dimensional noise. In particular, for some initial data and noises we identify the invariant probability measure for the system and give a sufficient condition under which it is unique and stochastically stable. In the second part of the note, we consider a simple example of a finite-dimensional system of stochastic differential equations driven by a one dimensional Wiener process with a drift, that displays some similarity with the stochastic N.S.E., and investigate its ergodic properties depending on the strength of the drift. If the latter is sufficiently small and lies below a critical threshold, then the system admits a unique invariant probability measure which is Gaussian. If, on the other hand, the strength of the noise drift is larger than the threshold, then in addition to a Gaussian invariant probability measure, there exist another one. In particular, the generator of the system is not hypoelliptic.

Keywords

Cite

@article{arxiv.2003.08764,
  title  = {Ergodicity for stochastic equation of Navier--Stokes type},
  author = {Z. Brzeźniak and T. Komorowski and S. Peszat},
  journal= {arXiv preprint arXiv:2003.08764},
  year   = {2021}
}

Comments

15 pages, This is the 3rd version of our paper