Math @ Duke
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Publications [#300245] of Jonathan C. Mattingly
search arxiv.org.Papers Published
- Glatt-Holtz, N; Richards, G; Mattingly, JC, On Unique Ergodicity in Nonlinear Stochastic Partial Differential Equations, vol. 166 no. 3-4
(2015),
pp. 618-649, Springer Nature [1512.04126v1], [doi]
(last updated on 2025/01/30)
Abstract: We illustrate how the notion of asymptotic coupling provides a flexible and intuitive framework for proving the uniqueness of invariant measures for a variety of stochastic partial differential equations whose deterministic counterpart possesses a finite number of determining modes. Examples exhibiting parabolic and hyperbolic structure are studied in detail. In the later situation we also present a simple framework for establishing the existence of invariant measures when the usual approach relying on the Krylov–Bogolyubov procedure and compactness fails.
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