遍历理论
混合(物理)
数学
乘性噪声
乘法函数
Malliavin微积分
高斯分布
简并能级
高斯噪声
噪音(视频)
数学分析
平稳遍历过程
统计物理学
随机共振
高斯随机场
高斯过程
应用数学
随机过程
摘要
In this paper, we establish the ergodic and mixing properties of stochastic 2D Navier–Stokes equations driven by a highly degenerate multiplicative Gaussian noise. The noise can appear in as few as four directions, and its intensity depends on the solution. The case of additive Gaussian noise was previously treated by Hairer and Mattingly (Ann. of Math. (2) 164 (2006) 993–1032). To derive the ergodic and mixing properties in the present setting, we employ Malliavin calculus to establish the asymptotically strong Feller property. The primary challenge lies in proving the “invertibility” of the Malliavin matrix, which differs fundamentally from the additive case.
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