English

Stationary measures for stochastic differential equations with degenerate damping

Probability 2022-06-07 v1 Dynamical Systems

Abstract

A variety of physical phenomena involve the nonlinear transfer of energy from weakly damped modes subjected to external forcing to other modes which are more heavily damped. In this work we explore this in (finite-dimensional) stochastic differential equations in Rn\mathbb R^n with a quadratic, conservative nonlinearity B(x,x)B(x,x) and a linear damping term Ax-Ax which is degenerate in the sense that kerA\mathrm{ker} A \neq \emptyset. We investigate sufficient conditions to deduce the existence of a stationary measure for the associated Markov semigroups. Existence of such measures is straightforward if AA is full rank, but otherwise, energy could potentially accumulate in kerA\mathrm{ker} A and lead to almost-surely unbounded trajectories, making the existence of stationary measures impossible. We give a relatively simple and general sufficient condition based on time-averaged coercivity estimates along trajectories in neighborhoods of kerA\mathrm{ker} A and many examples where such estimates can be made.

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Cite

@article{arxiv.2206.02240,
  title  = {Stationary measures for stochastic differential equations with degenerate damping},
  author = {Jacob Bedrossian and Kyle Liss},
  journal= {arXiv preprint arXiv:2206.02240},
  year   = {2022}
}

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55 pages