Skip to main content
Log in

On the Long-Time Behavior of a Perturbed Conservative System with Degeneracy

  • Published:
Journal of Theoretical Probability Aims and scope Submit manuscript

Abstract

We consider in this work a model conservative system subject to dissipation and Gaussian-type stochastic perturbations. The original conservative system possesses a continuous set of steady states and is thus degenerate. We characterize the long-time limit of our model system as the perturbation parameter tends to zero. The degeneracy in our model system carries features found in some partial differential equations related, for example, to turbulence problems.

This is a preview of subscription content, log in via an institution to check access.

Access this article

Price excludes VAT (USA)
Tax calculation will be finalised during checkout.

Instant access to the full article PDF.

Fig. 1
Fig. 2
Fig. 3

Similar content being viewed by others

Notes

  1. Recall the definition of \(y^\pi (x_0, y_0)\) in Definition 2.1.

References

  1. Arnold, V.I.: Sur la géométrie différentielle des groups de lie de dimension infinite et ses applications à l’hydrodynamique des fluids parfaits. Ann. Inst. Fourier 16, 316–361 (1966)

    Google Scholar 

  2. Arnold, V.I.: Mathematical Methods of Classical Mechanics. Springer, Berlin (1978)

    Google Scholar 

  3. Arnold, V.I., Khesin, B.: Topological Methods in Hydrodynamics. Springer, Berlin (1998)

    MATH  Google Scholar 

  4. Berglund, N.: Kramers’ law: validity, derivations and generalizations. Markov Process. Relat. Fields 19, 459–490 (2013)

    MATH  Google Scholar 

  5. Bouchet, F., Morita, H.: Large-time behavior and asymptotic stability of the 2D Euler and linerized Euler equations. Phys. D 239, 948–966 (2010)

    MathSciNet  MATH  Google Scholar 

  6. Bouchet, F., Sommeria, J.: Emergence of intense jets and Jupiter’s Great Red Spot as maximum-entropy structures. J. Fluid Mech. 464, 165–207 (2002)

    MathSciNet  MATH  Google Scholar 

  7. Bouchet, F., Touchette, H.: Non-classical large deviations for a noisy system with non-isolated attractors. J. Stat. Mech. 2012, P05028 (2012)

  8. Bouchet, F., Venallie, A.: Statistical mechanics of two-dimensional and geophysical flows. Phys. Rep. 515, 227–295 (2012)

    MathSciNet  Google Scholar 

  9. Dolgopyat, D., Koralov, L.: Averaging of Hamiltonian flows with an ergodic component. Ann. Probab. 36, 1999–2049 (2008)

    MathSciNet  MATH  Google Scholar 

  10. Dolgopyat, D., Koralov, L.: Averaging of incompressible flows on two dimensional surfaces. J. Am. Math. Soc. 26(2), 427–449 (2013)

    MathSciNet  MATH  Google Scholar 

  11. Dynkin, E.B.: One-dimensional continuous strong Markov processes. Theory Probab. Appl. IV(1), 1–52 (1959)

    MathSciNet  MATH  Google Scholar 

  12. Elgindi, T., Hu, W., Šverák, V.: On 2d incompressible Euler equations with partial damping. Commun. Math. Phys. 355(1), 145–159 (2017)

    MathSciNet  MATH  Google Scholar 

  13. Ethier, S.N., Kurtz, T.G.: Markov Processes, Characterization and Convergence. Wiley, New York (2005)

    MATH  Google Scholar 

  14. Feller, W.: Generalized second-order differential operators and their lateral conditions. Ill. J. Math. 1, 459–504 (1957)

    MathSciNet  MATH  Google Scholar 

  15. Freidlin, M.: Sublimiting distributions and stabilization of solutions of parabolic equations with a small parameter. Sov. Math. Dokl. 235(5), 1042–1045 (1977)

    MATH  Google Scholar 

  16. Freidlin, M.: On stochastic perturbations of dynamical systems with a “rough” symmetry: hierarchy of Markov chains. J. Stat. Phys. 157(6), 1031–1045 (2014)

    MathSciNet  MATH  Google Scholar 

  17. Freidlin, M., Hu, W.: On perturbations of the generalized Landau–Lifschitz dynamics. J. Stat. Phys. 144, 978–1008 (2011)

    MathSciNet  MATH  Google Scholar 

  18. Freidlin, M., Hu, W.: On stochasticity in nearly-elastic systems. Stoch. Dyn. 12(3), 1150020 (2012)

    MathSciNet  MATH  Google Scholar 

  19. Freidlin, M., Hu, W.: On second order elliptic equations with a small parameter. Commun. Partial Differ. Equ. 38(10), 1712–1736 (2013)

    MathSciNet  MATH  Google Scholar 

  20. Freidlin, M., Hu, W., Wentzell, A.: Small mass asymptotic for the motion with vanishing friction. Stoch. Process. Appl. 123, 45–75 (2013)

    MathSciNet  MATH  Google Scholar 

  21. Freidlin, M., Koralov, L.: Metastable distributions of Markov chains with rare transitions. J. Stat. Phys. 167(6), 1355–1375 (2017)

    MathSciNet  MATH  Google Scholar 

  22. Freidlin, M., Koralov, L., Wentzell, A.: On Diffusions in Media with Pockets of Large Diffusivity. arXiv:1710.03555v1 [math.PR]

  23. Freidlin, M., Koralov, L., Wentzell, A.: On the behavior of diffusion processes with traps. Ann. Probab. 45(5), 3202–3222 (2017)

    MathSciNet  MATH  Google Scholar 

  24. Freidlin, M., Korlaov, L.: On stochastic perturbations of slowly changing dynamical systems. Nonlinearity 30(1), 445 (2016)

    MathSciNet  Google Scholar 

  25. Freidlin, M., Wentzell, A.: On small random perturbations of dynamical systems. Russ. Math. Surv. 25(1), 1–56 (1970)

    MathSciNet  MATH  Google Scholar 

  26. Freidlin, M., Wentzell, A.: Diffusion processes on graphs and the averaging principle. Ann. Probab. 21(4), 2215–2245 (1993)

    MathSciNet  MATH  Google Scholar 

  27. Freidlin, M., Wentzell, A.: Random Perturbations of Hamiltonian Systems. Memoirs of the American Mathematical Society (1994)

  28. Freidlin, M., Wentzell, A.: Random Perturbations of Dynamical Systems, 2nd edn. Springer, Berlin (1998)

    MATH  Google Scholar 

  29. Freidlin, M., Wentzell, A.: On the Neumann problem for PDE’s with a small parameter and the corresponding diffusion processes. Probab. Theory Relat. Fields 152(1–2), 101–140 (2012)

    MathSciNet  MATH  Google Scholar 

  30. Freidlin, M., Wentzell, A.: Random Perturbations of Dynamical Systems, 3rd edn. Springer, Berlin (2012)

    MATH  Google Scholar 

  31. Hu, W.: On metastability in nearly-elastic systems. Asymptot. Anal. 79(1–2), 65–86 (2012)

    MathSciNet  MATH  Google Scholar 

  32. Hu, W., Šverák, V.: Dynamics of geodesic flows with random forcing on lie groups with left-invariant metrics. J. Nonlinear Sci. 28(6), 2249–2274 (2018)

    MathSciNet  MATH  Google Scholar 

  33. Kuksin, S., Shirikyan, A.: Rigorous results in space-periodic two-dimensional turbulence. Phys. Fluids 29, 125106 (2017)

    Google Scholar 

  34. Mandl, P.: Analytical Treatment of One-Dimensional Markov Processes. Springer, Berlin (1968)

    MATH  Google Scholar 

  35. Martiosyan, D.: Large deviations for stationary measures of stochastic non-linear wave equations with smooth white noise. Commun. Pure Appl. Math. 70(9), 1754–1797 (2017)

    Google Scholar 

  36. Miller, J.: Statistical mechanics of Euler equations in two-dimensions. Phys. Rev. Lett. 65, 2137–2140 (1990)

    MathSciNet  MATH  Google Scholar 

  37. Molchanov, S.A.: Martin boundary for invariant Markov processes on a solvable group. Theory Probab. Appl. 12, 310–314 (1967). (English translation)

    MathSciNet  MATH  Google Scholar 

  38. Mouhot, C., Villani, C.: On Landau damping. Acta Math. 207, 29–201 (2011)

    MathSciNet  MATH  Google Scholar 

  39. Revuz, D., Yor, M.: Continuous Martingales and Brownian Motion, 3rd edn. Springer, Berlin (1999)

    MATH  Google Scholar 

  40. Robert, R., Sommeria, J.: Statistical equilibrium states for two-dimensional flows. J. Fluid Mech. 229, 291–310 (1991)

    MathSciNet  MATH  Google Scholar 

  41. Schneider, K., Farge, M.: Final states of decaying 2-d turbulence in bounded domains: influence of the geometry. Phys. D 237, 2228–2233 (2008)

    MathSciNet  MATH  Google Scholar 

  42. Sommeria, J.: Two dimensional turbulence. In: New Trends Turbulence. Les Houches Summer School, New York: Springer, vol. 74, pp. 385–447 (2001)

  43. Šverák, V.: Lecture notes of Selected Topics in Fluid Mechanics. University of Minnesota (2011–2012)

  44. Tabling, P.: Two-dimensional turbulence, a physicist approach. Phys. Rep. 362(1), 1–62 (2002)

    MathSciNet  Google Scholar 

  45. Tao, T.: The Euler–Arnold equation. https://terrytao.wordpress.com/2010/06/07/the-euler-arnold-equation/. Accessed 8 Jan 2018

  46. Willams, R.F.: The structure of Lorentz attractors. Publications Mathématiques de l’I.H.É.S tome 50, 73–99 (1979)

    Google Scholar 

Download references

Acknowledgements

The author would like to thank Professor Vladimír Šverák from University of Minnesota, USA for fruitful discussions on the formulation of his system (3) as the Euler–Arnold equation on the group of all affine transformations of a line, as well as its relation with fluid mechanics. He also would like to thank the anonymous referee, Professor Yong Liu from Peking University, Beijing, China and Professor Yong Ren from Anhui Normal University, Wuhu, Anhui, China for their valuable comments that improve the first version of this work.

Author information

Authors and Affiliations

Authors

Corresponding author

Correspondence to Wenqing Hu.

Additional information

Publisher's Note

Springer Nature remains neutral with regard to jurisdictional claims in published maps and institutional affiliations.

Rights and permissions

Reprints and permissions

About this article

Check for updates. Verify currency and authenticity via CrossMark

Cite this article

Hu, W. On the Long-Time Behavior of a Perturbed Conservative System with Degeneracy. J Theor Probab 33, 1266–1295 (2020). https://doi.org/10.1007/s10959-019-00911-2

Download citation

  • Received:

  • Revised:

  • Published:

  • Issue Date:

  • DOI: https://doi.org/10.1007/s10959-019-00911-2

Keywords

Mathematics Subject Classification (2010)

Navigation