Invariant measures for stochastic conservation laws on the line
Theodore D. Drivas, Alexander Dunlap, Cole Graham, Joonhyun La, Lenya, Ryzhik

TL;DR
This paper studies a stochastic conservation law with solution-dependent diffusivity and random forcing, proving the existence and uniqueness of a spatially-homogeneous invariant measure for each mean, extending prior results on the stochastic Burgers equation.
Contribution
It establishes the existence and uniqueness of invariant measures for a broad class of stochastic conservation laws with complex nonlinearities and forcing.
Findings
Unique ergodic invariant measure for each mean in a non-explicit set
Generalization of previous results on stochastic Burgers equation
Markov process admits a spatially-homogeneous invariant measure
Abstract
We consider a stochastic conservation law on the line with solution-dependent diffusivity, a super-linear, sub-quadratic Hamiltonian, and smooth, spatially-homogeneous kick-type random forcing. We show that this Markov process admits a unique ergodic spatially-homogeneous invariant measure for each mean in a non-explicit unbounded set. This generalizes previous work on the stochastic Burgers equation.
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Taxonomy
TopicsStochastic processes and statistical mechanics · Stochastic processes and financial applications · Geometric Analysis and Curvature Flows
