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Invariant measure selection by noise. An example

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Date
2014-01-01
Authors
Mattingly, Jonathan C
Pardoux, Etienne
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Abstract
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.
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Journal article
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https://hdl.handle.net/10161/9511
Published Version (Please cite this version)
10.3934/dcds.2014.34.4223
Publication Info
Mattingly, Jonathan C; & Pardoux, Etienne (2014). Invariant measure selection by noise. An example. Discrete and Continuous Dynamical Systems- Series A, 34(10). pp. 4223-4257. 10.3934/dcds.2014.34.4223. Retrieved from https://hdl.handle.net/10161/9511.
This is constructed from limited available data and may be imprecise. To cite this article, please review & use the official citation provided by the journal.
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Scholars@Duke

Mattingly

Jonathan Christopher Mattingly

Kimberly J. Jenkins Distinguished University Professor of New Technologies
Jonathan Christopher  Mattingly grew up in Charlotte, NC where he attended Irwin Ave elementary and Charlotte Country Day.  He graduated from the NC School of Science and Mathematics and received a BS is Applied Mathematics with a concentration in physics from Yale University. After two years abroad with a year spent at ENS Lyon studying nonlinear and statistical physics on a Rotary Fellowship, he returned to the US to attend Princeton University where he obtained a PhD in Applied and
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