Random Splitting of Fluid Models: Unique Ergodicity and Convergence


Agazzi, A; Mattingly, JC; Melikechi, O


We introduce a family of stochastic models motivated by the study of nonequilibrium steady states of fluid equations. These models decompose the deterministic dynamics of interest into fundamental building blocks, i.e., minimal vector fields preserving some fundamental aspects of the original dynamics. Randomness is injected by sequentially following each vector field for a random amount of time. We show under general conditions that these random dynamics possess a unique, ergodic invariant measure and converge almost surely to the original, deterministic model in the small noise limit. We apply our construction to the Lorenz-96 equations, often used in studies of chaos and data assimilation, and Galerkin approximations of the 2D Euler and Navier–Stokes equations. An interesting feature of the models developed is that they apply directly to the conservative dynamics and not just those with excitation and dissipation.


Agazzi, A., J. C. Mattingly, and O. Melikechi. “Random Splitting of Fluid Models: Unique Ergodicity and Convergence.” Communications in Mathematical Physics 401, no. 1 (July 1, 2023): 497–549. https://doi.org/10.1007/s00220-023-04645-5.
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