Concentration of Stationary Measures

CDSNS Colloquium
Friday, November 20, 2015 - 15:00
1 hour (actually 50 minutes)
Skiles 006
University of Alberta & Georgia Tech
The talk concerns limit behaviors of stationary measures of diffusion processes generated from white-noise perturbed systems of ordinary differential equations. By relaxing the notion of Lyapunov functions associated with the stationary Fokker-Planck equations, new existence and non-existence results of stationary measures will be presented. As noises vanish, concentration and limit behaviors of stationary measures will be described with particular attentions paying to the special role played by multiplicative noises. Connections to problems such as stochastic stability, stochastic bifurcations, and thermodynamics limits will also be discussed.