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Main Authors: Glatt-Holtz, Nathan E., Martinez, Vincent R., Nguyen, Hung D.
Format: Preprint
Published: 2024
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Online Access:https://arxiv.org/abs/2411.02459
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author Glatt-Holtz, Nathan E.
Martinez, Vincent R.
Nguyen, Hung D.
author_facet Glatt-Holtz, Nathan E.
Martinez, Vincent R.
Nguyen, Hung D.
contents We study a class of semi-linear differential Volterra equations with polynomial-type potentials that incorporates the effects of memory while being subjected to random perturbations via an additive Gaussian noise. We show that for a broad class of non-linear potentials, the system always admits invariant probability measures. However, the presence of memory effects precludes access to compactness in a typical fashion. In this paper, this obstacle is overcome by introducing functional spaces adapted to the memory kernels, thereby allowing one to recover compactness. Under the assumption of sufficiently smooth noise, it is then shown that the statistically stationary states possess higher-order regularity properties dictated by the structure of the nonlinearity. This is established through a control argument that asymptotically transfers regularity onto the solution by exploiting the underlying Lyapunov structure of the system in a novel way.
format Preprint
id arxiv_https___arxiv_org_abs_2411_02459
institution arXiv
publishDate 2024
record_format arxiv
spellingShingle Existence and higher regularity of statistically steady states for the stochastic Coleman-Gurtin equation
Glatt-Holtz, Nathan E.
Martinez, Vincent R.
Nguyen, Hung D.
Probability
Analysis of PDEs
We study a class of semi-linear differential Volterra equations with polynomial-type potentials that incorporates the effects of memory while being subjected to random perturbations via an additive Gaussian noise. We show that for a broad class of non-linear potentials, the system always admits invariant probability measures. However, the presence of memory effects precludes access to compactness in a typical fashion. In this paper, this obstacle is overcome by introducing functional spaces adapted to the memory kernels, thereby allowing one to recover compactness. Under the assumption of sufficiently smooth noise, it is then shown that the statistically stationary states possess higher-order regularity properties dictated by the structure of the nonlinearity. This is established through a control argument that asymptotically transfers regularity onto the solution by exploiting the underlying Lyapunov structure of the system in a novel way.
title Existence and higher regularity of statistically steady states for the stochastic Coleman-Gurtin equation
topic Probability
Analysis of PDEs
url https://arxiv.org/abs/2411.02459