English

Existence of stationary measures for partially damped SDEs with generic, Euler-type nonlinearities

Probability 2024-07-24 v1 Analysis of PDEs

Abstract

We study nonlinear energy transfer and the existence of stationary measures in a class of degenerately forced SDEs on Rd\mathbb R^d with a quadratic, conservative nonlinearity B(x,x)B(x,x) constrained to possess various properties common to finite-dimensional fluid models and a linear damping term Ax-Ax that acts only on a proper subset of phase space in the sense that dim(kerA)1\mathrm{dim}(\mathrm{ker}A) \gg 1. Existence of a stationary measure is straightforward if kerA={0}\mathrm{ker}A = \{0\}, but when the kernel of AA 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 BB that guarantees the existence of a stationary measure and prove that they hold ``generically'' within our constraint class of nonlinearities provided that dim(kerA)<2d/3\mathrm{dim}(\mathrm{ker}A) < 2d/3 and the stochastic forcing acts directly on at least two degrees of freedom. We also show that the restriction dim(kerA)<2d/3\mathrm{dim}(\mathrm{ker}A) < 2d/3 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}
}