Stability properties of some port-Hamiltonian SPDEs
Peter Kuchling, Barbara R\"udiger, Baris Ugurcan

TL;DR
This paper investigates the existence, uniqueness, and exponential convergence of invariant measures for a class of stochastic partial differential equations, including stochastic port-Hamiltonian equations, with Gaussian and Poissonian noise.
Contribution
It establishes stability properties and invariant measure results for stochastic port-Hamiltonian PDEs with mixed noise types.
Findings
Proves existence and uniqueness of invariant measures.
Demonstrates exponential convergence to invariant measures.
Includes stochastic port-Hamiltonian equations as a special case.
Abstract
We examine the existence and uniqueness of invariant measures of a class of stochastic partial differential equations with Gaussian and Poissonian noise and its exponential convergence. This class especially includes a case of stochastic port-Hamiltonian equations.
Peer Reviews
No public reviews on file for this paper yet. If you reviewed it on a platform where reviews are public (OpenReview, ICLR, NeurIPS, ICML), you can paste yours below so the community can read it here.
Videos
No videos yet. Explain this paper in a talk, walkthrough, or lecture? Add one.
Taxonomy
TopicsStochastic processes and financial applications · Advanced Mathematical Modeling in Engineering · Stability and Controllability of Differential Equations
