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Related papers: Unique Ergodicity in Stochastic Electroconvection

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We discuss the ergodic properties of quasi-Markovian stochastic differential equations, providing general conditions that ensure existence and uniqueness of a smooth invariant distribution and exponential convergence of the evolution…

Probability · Mathematics 2018-11-13 Benedict Leimkuhler , Matthias Sachs

We consider the Boussinesq approximation for Rayleigh-B\'{e}nard convection perturbed by an additive noise and with boundary conditions corresponding to heating from below. In two space dimensions, with sufficient stochastic forcing in the…

Analysis of PDEs · Mathematics 2016-09-21 J. Földes , N. Glatt-Holtz , G. Richards , J. P. Whitehead

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

We study the asymptotic behavior of solutions to stochastic evolution equations with monotone drift and multiplicative Poisson noise in the variational setting, thus covering a large class of (fully) nonlinear partial differential equations…

Analysis of PDEs · Mathematics 2009-09-22 Carlo Marinelli , Giacomo Ziglio

We illustrate how the notion of asymptotic coupling provides a flexible and intuitive framework for proving the uniqueness of invariant measures for a variety of stochastic partial differential equations whose deterministic counterpart…

Probability · Mathematics 2016-09-21 Nathan E. Glatt-Holtz , Jonathan C. Mattingly , Geordie Richards

Semilinear stochastic evolution equations with multiplicative L\'evy noise and monotone nonlinear drift are considered. Unlike other similar work we do not impose coercivity conditions on coefficients. Existence and uniqueness of the mild…

Probability · Mathematics 2013-12-03 Erfan Salavati , Bijan Z. Zangeneh

The problem of existence and uniqueness of absolutely continuous invariant measures for a class of piecewise deterministic Markov processes is investigated using the theory of substochastic semigroups obtained through the Kato--Voigt…

Probability · Mathematics 2015-12-03 Weronika Biedrzycka , Marta Tyran-Kaminska

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

Conditions sufficient for the transience of the process have been established for the Markov diffusion model with switching and two modes, transient and ergodic, with intensities bounded away from zero. This paper shows limitations on the…

Probability · Mathematics 2024-06-26 Kirill Mosievich

Self-oscillation is a phenomenon studied across many scientific disciplines, including the engineering of efficient heat engines and electric generators. We investigate the single electron shuttle, a model nano-scale system that exhibits a…

Statistical Mechanics · Physics 2019-07-03 C. W. Wächtler , P. Strasberg , S. H. L. Klapp , G. Schaller , C. Jarzynski

This paper introduces a geometric method for proving ergodicity of degenerate noise driven stochastic processes. The driving noise is assumed to be an arbitrary Levy process with non-degenerate diffusion component (but that may be applied…

Probability · Mathematics 2008-04-10 Nawaf Bou-Rabee , Houman Owhadi

We prove that every Markov solution to the three dimensional Navier-Stokes equation with periodic boundary conditions driven by additive Gaussian noise is uniquely ergodic. The convergence to the (unique) invariant measure is exponentially…

Mathematical Physics · Physics 2009-11-13 Marco Romito

Strong Feller property and irreducibility are study for a class of non-linear monotone stochastic partial differential equations with multiplicative noise. H\"older continuity of the associated Markov semigroups are discussed in some…

Probability · Mathematics 2014-08-01 Shao-Qin Zhang

We establish the existence, uniqueness and exponential attraction properties of an invariant measure for the MHD equations with degenerate stochastic forcing acting only in the magnetic equation. The central challenge is to establish time…

Probability · Mathematics 2020-03-17 Xuhui Peng , Jianhua Huang , Yan Zheng

In this paper, we establish the existence and uniqueness of invariant measures for a class of semilinear stochastic partial differential equations driven by multiplicative noise on a bounded domain. The main results can be applied to SPDEs…

Probability · Mathematics 2018-12-12 Zhao Dong , Rangrang Zhang

We establish the existence and uniqueness of an ergodic invariant measure for 2D fractionally dissipated stochastic Euler equations on the periodic box, for any power of the dissipation term.

Analysis of PDEs · Mathematics 2015-06-15 Peter Constantin , Nathan Glatt-Holtz , Vlad Vicol

In this note we review several situations in which stochastic PDEs exhibit ergodic properties. We begin with the basic dissipative conditions, as stated by Da Prato and Zabczyk in their classical monograph. Then we describe the singular…

Probability · Mathematics 2024-12-05 Le Chen , Cheng Ouyang , Samy Tindel , Panqiu Xia

In this paper, we define random quasi-periodic paths for random dynamical systems and quasi-periodic measures for Markovian semigroups. We give a sufficient condition for the existence and uniqueness of random quasi-periodic paths and…

Probability · Mathematics 2021-03-19 Chunrong Feng , Baoyou Qu , Huaizhong Zhao

The theory of monotonicity and duality is developed for general one-dimensional Feller processes. Moreover it is shown that local monotonicity conditions (conditions on the L\'evy kernel) are sufficient to prove the well-posedness of the…

Probability · Mathematics 2022-05-03 Vassili Kolokoltsov

This paper is concerned with ergodic properties of inhomogeneous Markov processes. Since the transition probabilities depend on initial times, the existing methods to obtain invariant measures for homogeneous Markov processes are not…

Probability · Mathematics 2025-01-24 Zhenxin Liu , Di Lu