Repository logo

Infoscience

  • English
  • French
Log In
Logo EPFL, École polytechnique fédérale de Lausanne

Infoscience

  • English
  • French
Log In
  1. Home
  2. Academic and Research Output
  3. Journal articles
  4. Uniqueness of the invariant measure for a stochastic PDE driven by degenerate noise
 
research article

Uniqueness of the invariant measure for a stochastic PDE driven by degenerate noise

Eckmann, J. P.
•
Hairer, Martin  
June 1, 2001
Communications in Mathematical Physics

We consider the stochastic Ginzburg-Landau equation in a bounded domain. We assume the stochastic forcing acts only on high spatial frequencies. The low-lying frequencies are then only connected to this forcing through the non-linear (cubic) term of the Ginzburg-Landau equation. Under these assumptions, we show that the stochastic PDE has a unique invariant measure. The techniques of proof combine a controllability argument for the low-lying frequencies with an infinite dimensional version of the Malliavin calculus to show positivity and regularity of the invariant measure. This then implies the uniqueness of that measure.

  • Details
  • Metrics
Type
research article
DOI
10.1007/s002200100424
Scopus ID

2-s2.0-0035534238

Author(s)
Eckmann, J. P.
Hairer, Martin  
Date Issued

2001-06-01

Published in
Communications in Mathematical Physics
Volume

219

Issue

3

Start page

523

End page

565

Editorial or Peer reviewed

REVIEWED

Written at

OTHER

EPFL units
PROPDE  
Available on Infoscience
September 17, 2024
Use this identifier to reference this record
https://infoscience.epfl.ch/handle/20.500.14299/241220
Logo EPFL, École polytechnique fédérale de Lausanne
  • Contact
  • infoscience@epfl.ch

  • Follow us on Facebook
  • Follow us on Instagram
  • Follow us on LinkedIn
  • Follow us on X
  • Follow us on Youtube
AccessibilityLegal noticePrivacy policyCookie settingsEnd User AgreementGet helpFeedback

Infoscience is a service managed and provided by the Library and IT Services of EPFL. © EPFL, tous droits réservés