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We study equilibrium selection for invariant measures of stochastic dynamical systems with constant step size, under persistent noise and minimal moment assumptions, in a general quasi-Feller framework. Such dynamics arise in…

Probability · Mathematics 2026-01-16 Jean-Gabriel Attali

In this paper, we prove the existence of a unique strong solution to a stochastic tamed 3D Navier-Stokes equation in the whole space as well as in the periodic boundary case. Then, we also study the Feller property of solutions, and prove…

Probability · Mathematics 2010-08-12 Michael Röckner , Xicheng Zhang

This work proposes a general framework for capturing noise-driven transitions in spatially extended non-equilibrium systems and explains the emergence of coherent patterns beyond the instability onset. The framework relies on stochastic…

Dynamical Systems · Mathematics 2024-12-16 Mickaël D. Chekroun , Honghu Liu , James C. McWilliams

This paper establishes the ergodicity in $H^\nn,\nn=\lfloor\frac{d}{2}+1\rfloor$ of the viscous scalar conservation laws on torus $\mT^d$ with general polynomial flux and a degenerate noise. The noise could appear in as few as several…

Probability · Mathematics 2025-08-22 Xuhui Peng , Houqi Su

We analyse certain degenerate infinite dimensional sub-elliptic generators, and obtain estimates on the long-time behaviour of the corresponding Markov semigroups that describe a certain model of heat conduction. In particular, we establish…

Probability · Mathematics 2010-08-17 J. Inglis , M. Neklyudov , B. Zegarlinski

We prove exponential convergence to the invariant measure, in the total variation norm, for solutions of SDEs driven by $\alpha$-stable noises in finite and in infinite dimensions. Two approaches are used. The first one is based on Harris…

Analysis of PDEs · Mathematics 2011-04-27 E. Priola , A. Shirikyan , L. Xu , J. Zabczyk

In this note we obtain tight bounds on the space-complexity of computing the ergodic measure of a low-dimensional discrete-time dynamical system affected by Gaussian noise. If the scale of the noise is $\varepsilon$, and the function…

Computational Complexity · Computer Science 2015-08-24 Mark Braverman , Cristobal Rojas , Jon Schneider

We derive the first two moments of generic positive stochastic functionals in terms of the one- and two-time probability density functions of the underlying random walk, and we prove ergodicity of observables in stationary random walks.…

Statistical Mechanics · Physics 2026-04-20 Vicenç Méndez , Carlos Hervás , Rosa Flaquer-Galmés

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

Ergodic optimization aims to describe dynamically invariant probability measures that maximize the integral of a given function. For a wide class of intrinsically ergodic subshifts over a finite alphabet, we show that the space of…

Dynamical Systems · Mathematics 2026-04-15 Mao Shinoda , Hiroki Takahasi , Kenichiro Yamamoto

Asymptotic behavior of the three-dimensional stochastic Navier-Stokes equations with Markov switching in additive noises is studied for incompressible fluid flow in a bounded domain in the three-dimensional space. To study such a system, we…

Probability · Mathematics 2022-03-30 Po-Han Hsu , Padmanabhan Sundar

In this paper we introduce and exploit the real replica approach for a minimal generalization of the Hopfield model, by assuming the learned patterns to be distributed accordingly to a standard unit Gaussian. We consider the high storage…

Disordered Systems and Neural Networks · Physics 2009-11-19 Adriano Barra , Francesco Guerra

We use an effective Markovian description to study the long-time behaviour of a nonlinear second order Langevin equation with Gaussian noise. When dissipation is neglected, the energy of the system grows as with time a power-law with an…

Chaotic Dynamics · Physics 2014-12-19 Kirone Mallick

We study ergodic properties of stochastic geometric wave equations on a particular model with the target being the 2D sphere while considering the space variable-independent solutions only. This simplification leads to a degenerate…

We study stochastically forced semilinear parabolic PDE's of the Ginzburg-Landau type. The class of forcings considered are white noises in time and colored smooth noises in space. Existence of the dynamics in $L^\infty$, as well as…

Chaotic Dynamics · Physics 2009-10-31 J. -P. Eckmann , M. Hairer

We study diffusion processes corresponding to infinite dimensional semilinear stochastic differential equations with local Lipschitz drift term and an arbitrary Lipschitz diffusion coefficient. We prove tightness and the Feller property of…

Analysis of PDEs · Mathematics 2021-05-28 A. Es-Sarhir , M. Scheutzow , J. M. Tölle , O. van Gaans

We study quasilinear parabolic stochastic partial differential equations with general multiplicative noise on a bounded domain in $\mathbb{R}^{d}$, with homogeneous Dirichlet boundary condition. We establish the existence and uniqueness of…

Probability · Mathematics 2023-10-26 Mengzi Xie

In an earlier work made by the first author with J. Turi (Degenerate Dirichlet Problems Related to the Invariant Measure of Elasto-Plastic Oscillators, AMO, 2008), the solution of a stochastic variational inequality modeling an…

Analysis of PDEs · Mathematics 2011-12-21 Alain Bensoussan , Laurent Mertz

We study the generic invariant probability measures for the geodesic flow on connected complete nonpositively curved manifolds. Under a mild technical assumption, we prove that ergodicity is a generic property in the set of probability…

Dynamical Systems · Mathematics 2014-01-22 Yves Coudene , Barbara Schapira

In this paper, new conditions for the stability of V-geometrically ergodic Markov chains are introduced. The results are based on an extension of the standard perturbation theory formulated by Keller and Liverani. The continuity and higher…

Probability · Mathematics 2013-05-27 Déborah Ferré , Loïc Hervé , James Ledoux