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Related papers: Ergodicity for stochastic neural field equations

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We consider stochastic mean field games for which the state space is a network. In the ergodic case, they are described by a system coupling a Hamilton-Jacobi-Bellman equation and a Fokker-Planck equation, whose unknowns are the invariant…

Analysis of PDEs · Mathematics 2018-05-30 Yves Achdou , Manh-Khang Dao , Olivier Ley , Nicoletta Tchou

In this paper, we study the large-time behaviors of the Kuramoto-Sivashinsky equation (KSE) on the 1D torus while being subjected to random perturbation via additive Gaussian noise. It is well-known that under suitable assumptions on the…

Probability · Mathematics 2025-08-05 Peng Gao , Hung D. Nguyen

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 order to inherit numerically the ergodicity of the damped stochastic nonlinear Schr\"odinger equation with additive noise, we propose a fully discrete scheme, whose spatial direction is based on spectral Galerkin method and temporal…

Numerical Analysis · Mathematics 2016-06-07 Chuchu Chen , Jialin Hong , Xu Wang

Here we study the long time behavior of an advection-diffusion equation with a general time varying (including random) shear flow imposing no-flux boundary conditions on channel walls. We derive the asymptotic approximation of the scalar…

Fluid Dynamics · Physics 2021-09-14 Lingyun. Ding , Richard M. McLaughlin

We develop a complete and rigorous mathematical framework for the analysis of stochastic neural field equations under the influence of spatially extended additive noise. By comparing a solution to a fixed deterministic front profile it is…

Probability · Mathematics 2019-02-11 Jennifer Krüger , Wilhelm Stannat

Phase transitions with spontaneous symmetry breaking are expected for group field theories as a basic feature of the geometogenesis scenario. The following paper aims to investigate the equilibrium phase for group field theory by using the…

Mathematical Physics · Physics 2025-09-09 Vincent Lahoche , Dine Ousmane Samary

The generic behavior of quantum systems has long been of theoretical and practical interest. Any quantum process is represented by a sequence of quantum channels. We consider general ergodic sequences of stochastic channels with arbitrary…

Quantum Physics · Physics 2022-07-08 Ramis Movassagh , Jeffrey Schenker

We consider parabolic stochastic partial differential equations driven by white noise in time. We prove exponential convergence of the transition probabilities towards a unique invariant measure under suitable conditions. These conditions…

Probability · Mathematics 2007-05-23 Martin Hairer

We give a sufficient condition for the ergodicity of the Lebesgue measure for an iterated function system of diffeomorphisms. This is done via the induced iterated function system on the space of continuum (which is called hyper-space). We…

Dynamical Systems · Mathematics 2015-12-01 Aliasghar Sarizadeh

Being concerned with ergodicity of McKean--Vlasov SDEs, we establish a general result on exponential ergodicity in the $L^1$-Wasserstein distance. The result is successfully applied to non-degenerate and multiplicative Brownian motion…

Probability · Mathematics 2025-01-23 Xing Huang , Huaiqian Li , Liying Mu

In this paper, we establish large deviation principle for the strong solution of a doubly nonlinear PDE driven by small multiplicative Brownian noise. Motononicity arguments and the weak convergence approach have been exploited in the…

Probability · Mathematics 2022-12-27 Ananta K Majee

We study the effect of Gaussian perturbations on a class of model hyperbolic partial differential equations with double symplectic characteristics in low spatial dimensions, extending some recent work in [5]. The coefficients of our partial…

Probability · Mathematics 2024-09-04 Enrico Bernardi , Leonardo Marconi

We introduce the concept of an imprecise Markov semigroup \(\mathbf Q\). It is a tool that allows us to represent ambiguity around both the transition probabilities and the invariant measure of a continuous-time Markov process via a…

Probability · Mathematics 2026-03-03 Michele Caprio , Mengqi Chen

The present article is devoted to well-posedness by noise for the continuity equation. Namely, we consider the continuity equation with non-linear and partially degenerate stochastic perturbations in divergence form. We prove the existence…

Analysis of PDEs · Mathematics 2020-06-19 Benjamin Gess , Scott Smith

The goal of this paper is to develop a general method to establish conditional ergodicity of infinite-dimensional Markov chains. Given a Markov chain in a product space, we aim to understand the ergodic properties of its conditional…

Probability · Mathematics 2014-10-28 Xin Thomson Tong , Ramon van Handel

We show existence and uniqueness of invariant measures for SDE of the form \[ dX_t = g(X_t)dt + u(X_t)dt + dW^H_t \] where $W^H$ is a fractional Brownian motion (fBm) with Hurst parameter $H\in (0,\frac{1}{2})$, $u$ is a linearly dispersive…

Probability · Mathematics 2025-11-26 Avi Mayorcas , Łukasz Mądry

The voltage-conductance kinetic equation for an ensemble of neurons has been studied by many scientists and mathematicians, while its rigorous analysis is still at a premature stage. In this work, we obtain for the first time the…

Probability · Mathematics 2023-05-09 Xu'an Dou , Fanhao Kong , Weijun Xu , Zhennan Zhou

This paper studies the rich dynamics of one-dimensional granular media equations with attractive quadratic interactions. Building on the monotone dynamical systems framework developed in an earlier work, we allow for multiplicative noise,…

Probability · Mathematics 2026-01-08 Baoyou Qu , Jinxiang Yao , Yanpeng Zhi

This paper investigates the existence and uniqueness of solutions, as well as the ergodicity and exponential mixing to invariant measures, and limit theorems for a class of McKean-Vlasov SPDEs with locally weak monotonicity. In particular,…

Probability · Mathematics 2025-03-11 Shuaishuai Lu , Xue Yang , Yong Li