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Existence of stationary measures for partially damped SDEs with generic, Euler-type nonlinearities

2024/07/23 by Bedrossian, Jacob, Blumenthal, Alex, Callis, Keagan +1
#Analysis of PDEs (math.AP) #FOS: Mathematics #Probability (math.PR)

paper · doi:10.48550/arxiv.2407.16592

Abstract

We study nonlinear energy transfer and the existence of stationary measures in a class of degenerately forced SDEs on \mathbb Rd with a quadratic, conservative nonlinearity B(x,x) constrained to possess various properties common to finite-dimensional fluid models and a linear damping term -Ax that acts only on a proper subset of phase space in the sense that dim(kerA) ≫ 1. Existence of a stationary measure is straightforward if kerA = \0\, but when the kernel of A is nontrivial a stationary measure can exist only if the nonlinearity transfers enough energy from the undamped modes to the damped modes. We develop a set of sufficient dynamical conditions on B that guarantees the existence of a stationary measure and prove that they hold ``generically'' within our constraint class of nonlinearities provided that dim(kerA) < 2d/3 and the stochastic forcing acts directly on at least two degrees of freedom. We also show that the restriction dim(kerA) < 2d/3 can be removed if one allows the nonlinearity to change by a small amount at discrete times. In particular, for a Markov chain obtained by evolving our SDE on approximately unit random time intervals and slightly perturbing the nonlinearity within our constraint class at each timestep, we prove that there exists a stationary measure whenever just a single mode is damped.

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