Ergodicity for a stochastic geodesic equation in the tangent bundle of the 2D sphere
Czechoslovak Mathematical Journal, Tome 65 (2015) no. 3, pp. 617-657
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We study ergodic properties of stochastic geometric wave equations on a particular model with the target being the 2D sphere while considering only solutions which are independent of the space variable. This simplification leads to a degenerate stochastic equation in the tangent bundle of the 2D sphere. Studying this equation, we prove existence and non-uniqueness of invariant probability measures for the original problem and obtain also results on attractivity towards an invariant measure. We also present a structure-preserving numerical scheme to approximate solutions and provide computational experiments to motivate and illustrate the theoretical results.
DOI :
10.1007/s10587-015-0200-7
Classification :
37A25, 58J65, 60H10, 60H15, 60H35, 60J60, 65C20, 65C30
Keywords: geometric stochastic wave equation; stochastic geodesic equation; ergodicity; attractivity; invariant measure; numerical approximation
Keywords: geometric stochastic wave equation; stochastic geodesic equation; ergodicity; attractivity; invariant measure; numerical approximation
@article{10_1007_s10587_015_0200_7,
author = {Ba\v{n}as, \v{L}ubom{\'\i}r and Brze\'zniak, Zdzis{\l}aw and Neklyudov, Mikhail and Ondrej\'at, Martin and Prohl, Andreas},
title = {Ergodicity for a stochastic geodesic equation in the tangent bundle of the {2D} sphere},
journal = {Czechoslovak Mathematical Journal},
pages = {617--657},
publisher = {mathdoc},
volume = {65},
number = {3},
year = {2015},
doi = {10.1007/s10587-015-0200-7},
mrnumber = {3407597},
zbl = {06537684},
language = {en},
url = {http://geodesic.mathdoc.fr/articles/10.1007/s10587-015-0200-7/}
}
TY - JOUR AU - Baňas, Ľubomír AU - Brzeźniak, Zdzisław AU - Neklyudov, Mikhail AU - Ondreját, Martin AU - Prohl, Andreas TI - Ergodicity for a stochastic geodesic equation in the tangent bundle of the 2D sphere JO - Czechoslovak Mathematical Journal PY - 2015 SP - 617 EP - 657 VL - 65 IS - 3 PB - mathdoc UR - http://geodesic.mathdoc.fr/articles/10.1007/s10587-015-0200-7/ DO - 10.1007/s10587-015-0200-7 LA - en ID - 10_1007_s10587_015_0200_7 ER -
%0 Journal Article %A Baňas, Ľubomír %A Brzeźniak, Zdzisław %A Neklyudov, Mikhail %A Ondreját, Martin %A Prohl, Andreas %T Ergodicity for a stochastic geodesic equation in the tangent bundle of the 2D sphere %J Czechoslovak Mathematical Journal %D 2015 %P 617-657 %V 65 %N 3 %I mathdoc %U http://geodesic.mathdoc.fr/articles/10.1007/s10587-015-0200-7/ %R 10.1007/s10587-015-0200-7 %G en %F 10_1007_s10587_015_0200_7
Baňas, Ľubomír; Brzeźniak, Zdzisław; Neklyudov, Mikhail; Ondreját, Martin; Prohl, Andreas. Ergodicity for a stochastic geodesic equation in the tangent bundle of the 2D sphere. Czechoslovak Mathematical Journal, Tome 65 (2015) no. 3, pp. 617-657. doi: 10.1007/s10587-015-0200-7
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