Existence of stationary measures for partially damped SDEs with generic, Euler-type nonlinearities
Abstract
We study nonlinear energy transfer and the existence of stationary measures in a class of degenerately forced SDEs on with a quadratic, conservative nonlinearity constrained to possess various properties common to finite-dimensional fluid models and a linear damping term that acts only on a proper subset of phase space in the sense that . Existence of a stationary measure is straightforward if , but when the kernel of is nontrivial a stationary measure can exist only if the nonlinearity transfers enough energy from the undamped modes to the damped modes. We develop a set of sufficient dynamical conditions on that guarantees the existence of a stationary measure and prove that they hold ``generically'' within our constraint class of nonlinearities provided that and the stochastic forcing acts directly on at least two degrees of freedom. We also show that the restriction can be removed if one allows the nonlinearity to change by a small amount at discrete times. In particular, for a Markov chain obtained by evolving our SDE on approximately unit random time intervals and slightly perturbing the nonlinearity within our constraint class at each timestep, we prove that there exists a stationary measure whenever just a single mode is damped.
Keywords
Cite
@article{arxiv.2407.16592,
title = {Existence of stationary measures for partially damped SDEs with generic, Euler-type nonlinearities},
author = {Jacob Bedrossian and Alex Blumenthal and Keagan Callis and Kyle Liss},
journal= {arXiv preprint arXiv:2407.16592},
year = {2024}
}