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Related papers: Invariant measures for the open KPZ equation: an a…

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We give a new proof of existence as well as two proofs of uniqueness of the invariant measure of the open-boundary KPZ equation on [0,1], for all possible choices of inhomogeneous Neumann boundary data. Both proofs yield an exponential…

Probability · Mathematics 2023-11-13 Shalin Parekh

We give an explicit description of the jointly invariant measures for the KPZ equation. These are couplings of Brownian motions with drift, and can be extended to a process defined for all drift parameters simultaneously. We term this…

Probability · Mathematics 2025-07-15 Sean Groathouse , Firas Rassoul-Agha , Timo Seppäläinen , Evan Sorensen

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

We construct explicit jointly invariant measures for the periodic KPZ equation (and therefore also the stochastic Burgers' and stochastic heat equations) for general slope parameters and prove their uniqueness via a one force--one solution…

Probability · Mathematics 2026-02-09 Ivan Corwin , Yu Gu , Evan Sorensen

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

This paper builds upon the research of Corwin and Knizel who proved the existence of stationary measures for the KPZ equation on an interval and characterized them through a Laplace transform formula. Bryc, Kuznetsov, Wang and Wesolowski…

Probability · Mathematics 2024-10-15 Wlodek Bryc , Alexey Kuznetsov

We consider a stochastic conservation law on the line with solution-dependent diffusivity, a super-linear, sub-quadratic Hamiltonian, and smooth, spatially-homogeneous kick-type random forcing. We show that this Markov process admits a…

Probability · Mathematics 2023-08-29 Theodore D. Drivas , Alexander Dunlap , Cole Graham , Joonhyun La , Lenya Ryzhik

This work aims to investigate the well-posedness and the existence of ergodic invariant measures for a class of third grade fluid equations in bounded domain $D\subset\mathbb{R}^d,d=2,3,$ in the presence of a multiplicative noise. First, we…

Probability · Mathematics 2024-09-27 Yassine Tahraoui , Fernanda Cipriano

We construct a family of invariant measures from the perspective of a shock in the KPZ fixed point. These measures are parameterized by a positive number $\theta > 0$, and are supported on functions $f$ satisfying $\lim_{|x| \to \infty}…

Probability · Mathematics 2026-03-19 Alexander Dunlap , Evan Sorensen

We consider a randomly forced Ginzburg-Landau equation on an unbounded domain. The forcing is smooth and homogeneous in space and white noise in time. We prove existence and smoothness of solutions, existence of an invariant measure for the…

Analysis of PDEs · Mathematics 2007-05-23 Jacques Rougemont

We establish existence of an ergodic invariant measure on $H^1(D,\mathbb{R}^3)\cap L^2(D,\mathbb{S}^2)$ for the stochastic Landau-Lifschitz-Gilbert equation on a bounded one dimensional interval $D$. The conclusion is achieved by employing…

Probability · Mathematics 2023-12-29 Emanuela Gussetti

This paper deals with the existence and limiting behavior of invariant measures of the stochastic Landau-Lifshitz-Bloch equation driven by linear multiplicative noise and additive noise defined in the entire space $\mathbb{R}^d$ for…

Analysis of PDEs · Mathematics 2024-10-10 Daiwen Huang , Zhaoyang Qiu , Bixiang Wang

We consider the invariant measure of a homogeneous continuous- time Markov process in the quarter-plane. The basic solutions of the global balance equation are the geometric distributions. We first show that the invariant measure can not be…

Probability · Mathematics 2014-02-25 Yanting Chen , Richard J. Boucherie , Jasper Goseling

This work aims to investigate the existence of ergodic invariant measures and its uniqueness, associated with obstacle problems governed by a T-monotone operator defined on Sobolev spaces and driven by a multiplicative noise in a bounded…

Probability · Mathematics 2025-02-03 Yassine Tahraoui

We describe all boundedly finite measures which are invariant by Cartesian powers of an infinite measure preserving version of Chacon transformation. All such ergodic measures are products of so-called diagonal measures, which are measures…

Dynamical Systems · Mathematics 2017-05-24 Elise Janvresse , Emmanuel Roy , Thierry De La Rue

We provide the first construction of stationary measures for the open KPZ equation on the spatial interval $[0,1]$ with general inhomogeneous Neumann boundary conditions at $0$ and $1$ depending on real parameters $u$ and $v$, respectively.…

Probability · Mathematics 2023-09-20 Ivan Corwin , Alisa Knizel

The Kardar-Parisi-Zhang (KPZ) equation is a stochastic partial differential equation which is ill-posed because the nonlinearity is marginally defined with respect to the roughness of the forcing noise. However, its Cole-Hopf solution,…

Probability · Mathematics 2014-07-29 Tadahisa Funaki , Jeremy Quastel

It is proved that the solutions to the singular stochastic $p$-Laplace equation, $p\in (1,2)$ and the solutions to the stochastic fast diffusion equation with nonlinearity parameter $r\in (0,1)$ on a bounded open domain $\Lambda\subset\R^d$…

Probability · Mathematics 2012-05-08 Ioana Ciotir , Jonas M. Tölle

This paper investigates the stochastic Cahn-Hilliard equation (SCHE) driven by additive space-time white noise. We first refine the analytical ergodic theory by proving that the continuum equation admits a unique invariant measure in the…

Numerical Analysis · Mathematics 2025-12-09 Nan Deng , Yibo Wang , Wanrong Cao

The long time behaviour of solutions to generalised stochastic porous media equations on bounded domains with Dirichlet boundary data is studied. We focus on a degenerate form of nonlinearity arising in self-organised criticality. Based on…

Probability · Mathematics 2019-09-12 Marius Neuß
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