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In this paper, we address the long time behaviour of solutions of the stochastic Schrodinger equation in $\mathbb{R}^d$. We prove the existence of an invariant measure and establish asymptotic compactness of solutions, implying in…

偏微分方程分析 · 数学 2016-05-09 Ibrahim Ekren , Igor Kukavica , Mohammed Ziane

In this paper, we define random quasi-periodic paths for random dynamical systems and quasi-periodic measures for Markovian semigroups. We give a sufficient condition for the existence and uniqueness of random quasi-periodic paths and…

概率论 · 数学 2021-03-19 Chunrong Feng , Baoyou Qu , Huaizhong Zhao

This study deals with continuous limits of interacting one-dimensional diffusive systems, arising from stochastic distortions of discrete curves with various kinds of coding representations. These systems are essentially of a…

统计力学 · 物理学 2011-09-09 Guy Fayolle , Cyril Furtlehner

We give a new, two-step approach to prove existence of finite invariant measures for a given Markovian semigroup. First, we identify a convenient auxiliary measure and then we prove conditions equivalent to the existence of an invariant…

概率论 · 数学 2016-03-15 Lucian Beznea , Iulian Cîmpean , Michael Röckner

We consider a stochastic nonlinear defocusing Schr\"{o}dinger equation with zero-order linear damping, where the stochastic forcing term is given by a combination of a linear multiplicative noise in the Stratonovich form and a nonlinear…

概率论 · 数学 2023-07-10 Zdzisław Brzeźniak , Benedetta Ferrario , Margherita Zanella

We provide sufficient conditions for the existence of invariant probability measures for generic stochastic differential equations with finite time delay. This is achieved by means of the Krylov-Bogoliubov method. Furthermore, we focus on…

动力系统 · 数学 2026-05-15 Mark van den Bosch , Onno van Gaans , Sjoerd Verduyn Lunel

In this paper, we consider the Cauchy problem for the nonlinear fractional conservation laws driven by a multiplicative noise. In particular, we are concerned with the well-posedness theory and the study of the long-time behavior of…

偏微分方程分析 · 数学 2022-05-13 Abhishek Chaudhary

We study a kinetic toy model for a spray of particles immersed in an ambient fluid, subject to some additional random forcing given by a mixing, space-dependent Markov process. Using the perturbed test function method, we derive the…

偏微分方程分析 · 数学 2020-05-20 Arnaud Debussche , Angelo Rosello , Julien Vovelle

We consider Markov chains on the space of (countable) partitions of the interval $[0,1]$, obtained first by size biased sampling twice (allowing repetitions) and then merging the parts with probability $\beta_m$ (if the sampled parts are…

概率论 · 数学 2007-05-23 Eddy Mayer-Wolf , Ofer Zeitouni , Martin P. W. Zerner

We investigate the existence of invariant measures for self-stabilizing diffusions. These stochastic processes represent roughly the behavior of some Brownian particle moving in a double-well landscape and attracted by its own law. This…

概率论 · 数学 2009-03-16 Samuel Herrmann Julian Tugaut

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

We consider an electrodiffusion model that describes the intricate interplay of multiple ionic species with a two-dimensional, incompressible, viscous fluid subjected to stochastic additive noise. This system involves nonlocal nonlinear…

偏微分方程分析 · 数学 2023-11-01 Elie Abdo , Ruimeng Hu , Quyuan Lin

We proved that there exists a unique invariant measure for solutions of stochastic conservation laws with Dirichlet boundary condition driven by multiplicative noise. Moreover, a polynomial mixing property is established. This is done in…

概率论 · 数学 2020-07-15 Zhao Dong , Rangrang Zhang , Tusheng Zhang

Consider a continuous time particle system $\eta^t=(\eta^t(k),k\in \mathbb{L})$, indexed by a lattice $\mathbb{L}$ which will be either $\mathbb{Z}$, $\mathbb{Z}/n\mathbb{Z}$, a segment $\{1,\cdots, n\}$, or $\mathbb{Z}^d$, and taking its…

概率论 · 数学 2019-01-11 Luis Fredes , Jean-François Marckert

In this work we study the long time behavior of nonlinear stochastic functional-differential equations in Hilbert spaces. In particular, we start with establishing the existence and uniqueness of mild solutions. We proceed with deriving a…

偏微分方程分析 · 数学 2020-11-16 Oleksandr Misiats , Viktoriia Mogylova , Oleksandr Stanzhytskyi

We consider a stochastic lattice Cahn-Hilliard equation with nonautonomous nonlinear noise. First, we prove the existence of pullback random attractors in $\ell^2$ for the generated nonautonomous random dynamical system. Then, we construct…

概率论 · 数学 2024-04-24 Jintao Wang , Dongdong Zhu , Chunqiu Li

We study the invariant measures of infinite systems of stochastic differential equations (SDEs) indexed by the vertices of a regular tree. These invariant measures correspond to Gibbs measures associated with certain continuous…

概率论 · 数学 2021-12-07 Daniel Lacker , Jiacheng Zhang

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…

概率论 · 数学 2024-09-27 Zdzisław Brzeźniak , Matteo Ferrari

Focusing on stochastic systems arising in mean-field models, the systems under consideration belong to the class of switching diffusions, in which continuous dynamics and discrete events coexist and interact. The discrete events are modeled…

概率论 · 数学 2019-01-18 Son L. Nguyen , George Yin , Tuan A. Hoang

This paper provides a new characterization of the stochastic invariance of a closed subset of R^d with respect to a diffusion. We extend the well-known inward pointing Stratonovich drift condition to the case where the diffusion matrix can…

概率论 · 数学 2018-06-22 Eduardo Abi Jaber , Bruno Bouchard , Camille Illand , Eduardo Jaber