Ergodicity and mixing for stochastic partial differential equations

dc.creatorBricmont, Jean
dc.date2002-12-01
dc.date.accessioned2026-07-07T04:54:11Z
dc.date.available2026-07-07T04:54:11Z
dc.descriptionRecently, a number of authors have investigated the conditions under which a stochastic perturbation acting on an infinite dimensional dynamical system, e.g. a partial differential equation, makes the system ergodic and mixing. In particular, one is interested in finding minimal and physically natural conditions on the nature of the stochastic perturbation. I shall review recent results on this question; in particular, I shall discuss the Navier-Stokes equation on a two dimensional torus with a random force which is white noise in time, and excites only a finite number of modes. The number of excited modes depends on the viscosity $ν$, and grows like $ν^{-3}$ when $ν$ goes to zero. This Markov process has a unique invariant measure and is exponentially mixing in time.
dc.identifierhttps://arxiv.org/abs/math/0212412
dc.identifierhttp://arxiv.org/abs/math/0212412
dc.identifierProceedings of the ICM, Beijing 2002, vol. 1, 567--585
dc.identifier.urihttp://salesiana.dossiersoluciones.com/handle/123456789/66149
dc.subjectProbability
dc.subject35Q30, 60H15
dc.titleErgodicity and mixing for stochastic partial differential equations
dc.typetext

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