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The long time behaviour of solutions to stochastic porous media equations on smooth bounded domains with Dirichlet boundary data is studied. Based on weighted $L^{1}$-estimates the existence and uniqueness of invariant measures with optimal…

Probability · Mathematics 2019-07-11 Konstantinos Dareiotis , Benjamin Gess , Pavlos Tsatsoulis

We analyse a diffusion process whose invariant measure is the fractional polymer or Edwards measure for fractional Brownian motion in dimension $d\in\mathbb{N}$ with Hurst parameter $H\in(0,1)$ fulfilling $dH < 1$. We make use of a…

Probability · Mathematics 2017-03-31 Wolfgang Bock , Torben Fattler

In this article, we study stochastic partial differential equations with two reflecting walls, driven by space-time white noise with non-constant diffusion coefficients under periodic boundary conditions. The existence and uniqueness of…

Probability · Mathematics 2012-04-02 Juan Yang , Tusheng Zhang

We introduce and analyze a novel class of inverse problems for stochastic dynamics: Given the ergodic invariant measure of a stochastic process governed by a nonlinear stochastic ordinary or partial differential equation (SODE or SPDE), we…

Probability · Mathematics 2026-03-03 Hongyu Liu , Zhihui Liu

In this paper, we consider a certain class of second order nonlinear PDEs with damping and space-time white noise forcing, posed on the $d$-dimensional torus. This class includes the wave equation for $d=1$ and the beam equation for $d\le…

Analysis of PDEs · Mathematics 2021-09-08 Leonardo Tolomeo

There is only one fully supported ergodic invariant probability measure for the adic transformation on the space of infinite paths in the graph that underlies the Eulerian numbers. This result may partially justify a frequent assumption…

Dynamical Systems · Mathematics 2007-08-10 Sarah Bailey Frick , Karl Petersen

We consider the 2D stochastic Navier-Stokes equations driven by noise that has the regularity of space-time white noise but doesn't exactly coincide with it. We show that, provided that the intensity of the noise is sufficiently weak at…

Probability · Mathematics 2025-10-22 Martin Hairer , Wenhao Zhao

We study existence and uniqueness of the invariant measure for a stochastic process with degenerate diffusion, whose infinitesimal generator is a linear subelliptic operator in the whole space R N with coefficients that may be unbounded.…

Analysis of PDEs · Mathematics 2016-01-20 Paola Mannucci , Claudio Marchi , Nicoletta Tchou

We study a system of stochastically forced infinite-dimensional coupled harmonic oscillators. Although this system formally conserves energy and is not explicitly dissipative, we show that it has a nontrivial invariant probability measure.…

Mathematical Physics · Physics 2009-11-11 Jonathan C. Mattingly , Toufic M. Suidan , Eric Vanden-Eijnden

In this paper we study a system of stochastic differential equations with dissipative nonlinearity which arise in certain neurobiology models. Besides proving existence, uniqueness and continuous dependence on the initial datum, we shall be…

Probability · Mathematics 2008-01-16 Stefano Bonaccorsi , Elisa Mastrogiacomo

We prove the existence and some moment estimates for an invariant measure $\mu$ for the two-dimensional ($2$D) deterministic Euler equations on the unbounded domain $\mathbb R^2$ and with highly regular initial data. The result is achieved…

Probability · Mathematics 2024-09-27 Zdzisław Brzeźniak , Matteo Ferrari

Under the assumption of a natural subadditive potential, the so called cylinder function, working on the symbol space we prove the existence of the ergodic invariant probability measure satisfying the equilibrium state. As an application we…

Dynamical Systems · Mathematics 2017-02-01 Antti Käenmäki

We establish the existence of infinitely many stationary solutions, as well as ergodic stationary solutions, to the three dimensional Navier--Stokes and Euler equations in both deterministic and stochastic settings, driven by additive…

Probability · Mathematics 2024-07-19 Martina Hofmanová , Rongchan Zhu , Xiangchan Zhu

We prove the existence of a diffusion process whose invariant measure is the fractional polymer or Edwards measure for fractional Brownian motion in dimension $d\in\mathbb{N}$ with Hurst parameter $H\in(0,1)$ fulfilling $dH < 1$. The…

Mathematical Physics · Physics 2019-07-09 Wolfgang Bock , Torben Fattler , Ludwig Streit

For dynamical systems satisfying the approximate $\mathbb{Z}^{d}$ or $\mathbb{Z}_+^{d}$-product property and asymptotically entropy expansiveness, we establish a precise description of the structure of their space of invariant measures. In…

Dynamical Systems · Mathematics 2026-05-21 Yage Liu , Ercai Chen , Xiaoyao Zhou

We study the ergodic behaviour of the McKean-Vlasov equations driven by common, divergence-free transport noise. In particular, we show that in dimension $d\geq 2$, if the noise is mixing and sufficiently strong it can enforce the…

Probability · Mathematics 2026-01-30 Benjamin Gess , Rishabh S. Gvalani , Adrian Martini

This paper is concerned with the ergodicity for stochastic 2D fractional magneto-hydrodynamic equations on the two-dimensional torus driven by a highly degenerate pure jump L\'{e}vy noise. We focus on the challenging case where the noise…

Probability · Mathematics 2025-05-01 Xue Wang , Jiangwei Zhang , Jianhua Huang

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…

Probability · Mathematics 2007-05-23 Jean Bricmont

We consider dynamics of scalar semilinear parabolic equations on bounded intervals with periodic boundary conditions, and on the entire real line, with a general nonlinearity $g(t,x,u,u_x)$ either not depending on $t$, or periodic in $t$.…

Analysis of PDEs · Mathematics 2018-04-06 Sinisa Slijepcevic

In this paper we investigate the long-time behavior of stochastic reaction-diffusion equations of the type $du = (Au + f(u))dt + \sigma(u) dW(t)$, where $A$ is an elliptic operator, $f$ and $\sigma$ are nonlinear maps and $W$ is an infinite…

Analysis of PDEs · Mathematics 2014-11-04 Oleksandr Misiats , Oleksandr Stanzhytsyi , Nung Kwan Yip