2025/09/02 by Peng Gao, Gao, Peng
Economics, Econometrics and Finance · Engineering · Mathematics · #Advanced Mathematical Physics Problems #Dynamical Systems (math.DS) #FOS: Mathematics #Probability (math.PR) #Stability and Controllability of Differential Equations #Stochastic processes and financial applications
paper · pdf · doi:10.48550/arxiv.2509.01921
openalex publication_date 2025/09/02 · openalex created_date 2025/10/10 · openalex updated_date 2026/07/28
Our goal in this paper is to investigate ergodicity of the randomly forced Korteweg-de Vries-Burgers(KdVB) equation driven by non-additive white noise. Under reasonable conditions, we show that exponential ergodicity for KdVB equation driven by a space-time localised noise and ergodicity for KdVB equation driven by a multiplicative white noise. Our proof is based on some newly developed analytical properties for KdVB equation, such as Carleman estimate, truncated observability inequality, Foiaş-Prodi estimate. Combining these analytical properties with coupling method and asymptotic coupling method, we can investigate the long time behavior of randomly forced KdVB equation.