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It has been established under very general conditions that the ergodic properties of Markov processes are inherited by their conditional distributions given partial information. While the existing theory provides a rather complete picture…

Probability · Mathematics 2015-02-04 Patrick Rebeschini , Ramon van Handel

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

We prove ergodicity of the finite dimensional approximations of the three dimensional Navier-Stokes equations, driven by a random force. The forcing noise acts only on a few modes and some algebraic conditions on the forced modes are found…

Probability · Mathematics 2007-05-23 M. Romito

An explicit sufficient condition on the hypercontractivity is derived for the Markov semigroup associated to a class of functional stochastic differential equations. Consequently, the semigroup $P_t$ converges exponentially to its unique…

Probability · Mathematics 2014-09-19 Jianhai Bao , Feng-Yu Wang , Chenggui Yuan

We study the ergodic properties of finite-dimensional systems of SDEs driven by non-degenerate additive fractional Brownian motion with arbitrary Hurst parameter $H\in(0,1)$. A general framework is constructed to make precise the notions of…

Probability · Mathematics 2007-05-23 Martin Hairer

In this paper, we consider the classical spin systems on unbounded lattices given by infinite-dimensional stochastic differential equations (SDEs). We assume that the stochastic forcing acts only on one particle. The other particles are not…

Probability · Mathematics 2026-04-16 Tong Lu , Huaizhong Zhao

In this paper, we study concentration phenomena of zero-noise limits of invariant measures for stochastic differential equations defined on $\mathbb{R}^d$ with locally Lipschitz continuous coefficients and more than one ergodic state. Under…

Probability · Mathematics 2022-02-16 Zhao Dong , Fan Gu , Liang Li

Motivated by stochastic models of climate phenomena, the steady-state of a linear stochastic model with additive Gaussian white noise is studied. Fluctuation theorems for nonequilibrium steady-states provide a constraint on the character of…

Statistical Mechanics · Physics 2008-01-04 Jeffrey B. Weiss

We study the effects of noise on stationary pulse solutions (bumps) in spatially extended neural fields. The dynamics of a neural field is described by an integrodifferential equation whose integral term characterizes synaptic interactions…

Pattern Formation and Solitons · Physics 2012-05-15 Zachary P. Kilpatrick , Bard Ermentrout

In this article, we pay attention to transitive dynamical systems having the shadowing property and the entropy functions are upper semicontinuous. As for these dynamical systems, when we consider ergodic optimization restricted on the…

Dynamical Systems · Mathematics 2021-12-24 Wanshan Lin , Xueting Tian

We consider random switching between finitely many vector fields leaving positively invariant a compact set. Recently, Li, Liu and Cui showed that if one the vector fields has a globally asymptotically stable (G.A.S.) equilibrium from which…

Probability · Mathematics 2018-07-03 Michel Benaïm , Tobias Hurth , Edouard Strickler

Ergodic optimization aims to describe dynamically invariant probability measures that maximize the integral of a given function. The Dyck and Motzkin shifts are well-known examples of transitive subshifts over a finite alphabet that are not…

Dynamical Systems · Mathematics 2024-07-01 Mao Shinoda , Hiroki Takahasi , Kenichiro Yamamoto

We prove the existence and uniqueness of invariant measures for the fractional stochastic Burgers equation (FSBE) driven by fractional power of the Laplacian and space-time white noise. We show also that the transition measures of the…

Probability · Mathematics 2011-06-13 Zdzisław Brzeźniak , Latifa Debbi , Ben Goldys

The trend to equilibrium in large time is studied for a large particle system associated to a Vlasov-Fokker-Planck equation in the presence of a convex external potential, without smallness restriction on the interaction. From this are…

Probability · Mathematics 2017-09-11 Pierre Monmarché

We consider the ergodicity and consensus problem for a discrete-time linear dynamic model driven by random stochastic matrices, which is equivalent to studying these concepts for the product of such matrices. Our focus is on the model where…

Optimization and Control · Mathematics 2011-09-13 Behrouz Touri , Angelia Nedi'c

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

This paper investigates the ergodicity of stochastic functional differential equations with jumps under the Wasserstein distance by the generalized coupling method. Two key conditions are verified. The first is verified by establishing an…

Probability · Mathematics 2026-05-07 Mingkun Ye , Yafei Zhai , Zuozheng Zhang

In this paper, we study ergodic features of invariant measures for the partially hyperbolic horseshoe at the boundary of uniformly hyperbolic diffeomorphisms constructed in \cite{DHRS07}. Despite the fact that the non-wandering set is a…

Dynamical Systems · Mathematics 2008-01-08 Renaud Leplaideur , Krerley Oliveira , Isabel Rios

We consider the long time statistics of a one-dimensional stochastic Ginzburg-Landau equation with cubic nonlinearity while being subjected to random perturbations via an additive Gaussian noise. Under the assumption that sufficiently many…

Probability · Mathematics 2024-05-21 Hung D. Nguyen

We study a class of dynamical systems generated by random substitutions, which contains both intrinsically ergodic systems and instances with several measures of maximal entropy. In this class, we show that the measures of maximal entropy…

Dynamical Systems · Mathematics 2026-03-26 Philipp Gohlke , Andrew Mitchell