中文
相关论文

相关论文: Non uniqueness of stationary measures for self-sta…

200 篇论文

We establish well-posedness results for systems of a finite number of stochastic particles driven by independent Brownian motions and subject to a strongly singular drift induced by a Lennard-Jones interaction. In addition to the pairwise…

概率论 · 数学 2026-02-16 Daniela Morale , Giulia Rui , Stefania Ugolini

We study the problem of classifying stationary measures and orbit closures for non-abelian action on a surface with a given smooth invariant measure. Using a result of Brown and Rodriguez Hertz, we show that under a certain finite…

动力系统 · 数学 2020-06-11 Ping Ngai Chung

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…

偏微分方程分析 · 数学 2021-05-28 A. Es-Sarhir , M. Scheutzow , J. M. Tölle , O. van Gaans

We study the long-time behaviour of a stochastic Allen-Cahn-Navier-Stokes system modelling the dynamics of binary mixtures of immiscible fluids. The model features two stochastic forcings, one on the velocity in the Navier-Stokes equation…

概率论 · 数学 2025-01-13 Andrea Di Primio , Luca Scarpa , Margherita Zanella

We look at the equilibrium of a Brownian particle in an inhomogeneous space following the alternative approach proposed in ref.[1]. We consider a coordinate dependent damping that makes the stochastic dynamics the one with multiplicative…

统计力学 · 物理学 2014-10-07 Avik Biswas , A. Bhattacharyay

In many applications, the common assumption that a driving noise process affecting a system is independent or Markovian may not be realistic, but the noise process may be assumed to be stationary. To study such problems, this paper…

概率论 · 数学 2018-01-08 Serdar Yüksel

We study a simple microscopic model for the one-dimensional stochastic motion of a (non)relativistic Brownian particle, embedded into a heat bath consisting of (non)relativistic particles. The stationary momentum distributions are…

统计力学 · 物理学 2007-05-23 Jörn Dunkel , Peter Hänggi

In this paper, we first explore exponential stability by using Monotonicity inequality and use this information to obtain the existence of Invariant measure for linear Stochastic PDEs with potential in the space of tempered distributions.…

概率论 · 数学 2024-05-31 Arvind Kumar Nath

We prove that the statistical properties of random perturbations of a nonuniformly hyperbolic diffeomorphism are described by a finite number of stationary measures. We also give necessary and sufficient conditions for the stochastic…

动力系统 · 数学 2011-11-10 Jose F. Alves , Vitor Araujo , Carlos H. Vasquez

We study stochastic particle systems with stationary product measures that exhibit a condensation transition due to particle interactions or spatial inhomogeneities. We review previous work on the stationary behaviour and put it in the…

统计力学 · 物理学 2014-02-19 Paul Chleboun , Stefan Grosskinsky

The stability of stationary solutions of first-order systems of PDE's are considered. They may include some singular geometric terms, leading to discontinuous flux and non-conservative products. Based on several examples in Fluid Mechanics,…

偏微分方程分析 · 数学 2017-09-15 Nicolas Seguin

In this paper, a new decay estimate for a class of stochastic evolution equations with weakly dissipative drifts is established, which directly implies the uniqueness of invariant measures for the corresponding transition semigroups.…

概率论 · 数学 2021-05-25 Wei Liu , Jonas M. Tölle

We investigate stochastic processes that generalize geometric Brownian motion, focusing on cases where the standard invariant measure, i.e. the solution of the stationary Fokker-Planck equation does not necessarily exist. We demonstrate…

统计力学 · 物理学 2026-02-18 S. Giordano , R. Blossey

In this paper, we seek to understand the behavior of dynamical systems that are perturbed by a parameter that changes discretely in time. If we impose certain conditions, we can study certain embedded systems within a hybrid system as…

We investigate stability of invariant measures of diffusion processes with respect to $L^p$ distances on the coefficients, under an assumption of log-concavity. The method is a variant of a technique introduced by Crippa and De Lellis to…

概率论 · 数学 2020-10-28 Max Fathi , Dan Mikulincer

We consider the stochastic Ginzburg-Landau equation in a bounded domain. We assume the stochastic forcing acts only on high spatial frequencies. The low-lying frequencies are then only connected to this forcing through the non-linear…

混沌动力学 · 物理学 2009-10-31 Jean-Pierre Eckmann , Martin Hairer

The existence and uniqueness of measure-valued solutions to stochastic nonlinear, non-local Fokker-Planck equations is proven. This type of stochastic PDE is shown to arise in the mean field limit of weakly interacting diffusions with…

概率论 · 数学 2021-03-30 Michele Coghi , Benjamin Gess

Consider a system of $n$ weakly interacting particles driven by independent Brownian motions. In many instances, it is well known that the empirical measure converges to the solution of a partial differential equation, usually called…

概率论 · 数学 2020-07-28 Florian Bechtold , Fabio Coppini

This paper is devoted to investigating the random dynamics of stochastic discrete long-wave-short-wave resonance equations, which are characterized by the following features: $(1)$ the equations contain locally Lipschitz nonlinear coupling…

概率论 · 数学 2026-03-18 Xia Pan , Jianhua Huang , Juntao Wu , Jiangwei Zhang

Starting with a Brownian motion, we define and study a novel diffusion process by combining stickiness and oscillation properties. The associated stochastic differential equation, resolvent and semigroup are provided. Also the trivariate…

概率论 · 数学 2023-02-08 Wajdi Touhami