The ergodic theory of SPDEs in a weak-noise regime
Fuente:
arXiv
Salvato in:
| Autori principali: | , , , |
|---|---|
| Natura: | Preprint |
| Pubblicazione: |
2026
|
| Soggetti: | |
| Accesso online: | |
| Tags: |
Aggiungi Tag
Nessun Tag, puoi essere il primo ad aggiungerne!!
|
| _version_ | 1866910059231969280 |
|---|---|
| author | Joseph, Mathew Khoshnevisan, Davar Kim, Kunwoo Mueller, Carl |
| author_facet | Joseph, Mathew Khoshnevisan, Davar Kim, Kunwoo Mueller, Carl |
| contents | Consider a parabolic SPDE
\[
\partial_t u = Δu + σ(u)η,
\] on $(0\,,\infty)\times\mathbb{R}^d$, where $η$ is a centered, generalized Gaussian noise with $\text{Cov}[η(t\,,x)\,,η(s\,,y)]=δ_0(t-s)Λ(x-y)$ for a tempered Borel measure $Λ$ that is positive definite and satisfies a mild weak-noise. The existence of invariant measures of versions of these types of SPDEs has been studied at great length, particularly in the ``weak-noise regime''; see for example Assing and Manthey \cite{AssingManthey2003}, Chen and Eisenberg \cite{ChenEisenberg2024}, Chen, Ouyang, Tindel, and Xia \cite{ChenOuyangTindelXia2024}, Eckmann and Hairer \cite{EckmannHairer2001}, Misiats and Stanzhytskyi \cite{MSY2020}, Yu Gu and Jiawei Li \cite{GuLi2020}, and Tessitore and Zabczyk \cite{TessitoreZabczyk1998}. Here, we characterize all annealed, ergodic, invariant measures for the above SPDE in the weak-noise regime. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2603_18384 |
| institution | arXiv |
| publishDate | 2026 |
| record_format | arxiv |
| spellingShingle | The ergodic theory of SPDEs in a weak-noise regime Joseph, Mathew Khoshnevisan, Davar Kim, Kunwoo Mueller, Carl Probability Primary, 60H15, Secondary, 37C40, 37L40 Consider a parabolic SPDE \[ \partial_t u = Δu + σ(u)η, \] on $(0\,,\infty)\times\mathbb{R}^d$, where $η$ is a centered, generalized Gaussian noise with $\text{Cov}[η(t\,,x)\,,η(s\,,y)]=δ_0(t-s)Λ(x-y)$ for a tempered Borel measure $Λ$ that is positive definite and satisfies a mild weak-noise. The existence of invariant measures of versions of these types of SPDEs has been studied at great length, particularly in the ``weak-noise regime''; see for example Assing and Manthey \cite{AssingManthey2003}, Chen and Eisenberg \cite{ChenEisenberg2024}, Chen, Ouyang, Tindel, and Xia \cite{ChenOuyangTindelXia2024}, Eckmann and Hairer \cite{EckmannHairer2001}, Misiats and Stanzhytskyi \cite{MSY2020}, Yu Gu and Jiawei Li \cite{GuLi2020}, and Tessitore and Zabczyk \cite{TessitoreZabczyk1998}. Here, we characterize all annealed, ergodic, invariant measures for the above SPDE in the weak-noise regime. |
| title | The ergodic theory of SPDEs in a weak-noise regime |
| topic | Probability Primary, 60H15, Secondary, 37C40, 37L40 |
| url | https://arxiv.org/abs/2603.18384 |