Invariant measure selection by noise. An example


Journal Article

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.

Full Text

Duke Authors

Cited Authors

  • Mattingly, JC; Pardoux, E

Published Date

  • January 1, 2014

Published In

Volume / Issue

  • 34 / 10

Start / End Page

  • 4223 - 4257

Electronic International Standard Serial Number (EISSN)

  • 1553-5231

International Standard Serial Number (ISSN)

  • 1078-0947

Digital Object Identifier (DOI)

  • 10.3934/dcds.2014.34.4223

Citation Source

  • Scopus