Invariant measure selection by noise. An example


Autoria(s): Mattingly, JC; Pardoux, E
Data(s)

01/01/2014

Formato

4223 - 4257

Identificador

Discrete and Continuous Dynamical Systems- Series A, 2014, 34 (10), pp. 4223 - 4257

1078-0947

http://hdl.handle.net/10161/9511

1553-5231

Relação

Discrete and Continuous Dynamical Systems- Series A

10.3934/dcds.2014.34.4223

Palavras-Chave #Inviscid limits #zero noise limit #invariant measure selection #stochastic dynamically systems
Tipo

Journal Article

Resumo

We consider a deterministic system with two conserved quantities and infinity many invariant measures. However the systems possess a unique invariant measure when enough stochastic forcing and balancing dissipation are added. We then show that as the forcing and dissipation are removed a unique limit of the deterministic system is selected. The exact structure of the limiting measure depends on the specifics of the stochastic forcing.