ScholarLens Back to search
2016•arXiv (Cornell University)Open access

Existence of invariant measures for the stochastic damped Schr\\"odinger\n equation

Ibrahim Ekren, Igor Kukavica, Mohammed Ziane

Open full text 0 citations

Abstract

In this paper, we address the long time behaviour of solutions of the\nstochastic Schrodinger equation in $\\mathbb{R}^d$. We prove the existence of an\ninvariant measure and establish asymptotic compactness of solutions, implying\nin particular the existence of an ergodic measure.\n

Open-access reader

About this research paper

What this paper is about

In this paper, we address the long time behaviour of solutions of the\nstochastic Schrodinger equation in $\\mathbb{R}^d$. We prove the existence of an\ninvariant measure and establish asymptotic compactness of solutions, implying\nin particular the existence of an ergodic measure.\n

Why it matters

A significance statement is not available in the OpenAlex record.

Key contribution

A contribution statement is not available in the OpenAlex record.

Method / approach

Method details are not available in the OpenAlex metadata.

Main findings

Findings are not separately available in the OpenAlex metadata.

Limitations

Limitations are not available in the OpenAlex metadata.

Applications

Application details are not available in the OpenAlex metadata.

Available abstract

In this paper, we address the long time behaviour of solutions of the\nstochastic Schrodinger equation in $\\mathbb{R}^d$. We prove the existence of an\ninvariant measure and establish asymptotic compactness of solutions, implying\nin particular the existence of an ergodic measure.\n

Key concepts: Ergodic theory, Invariant measure, Invariant (physics), Mathematics, Compact space, Measure (data warehouse), Schrödinger equation, Schrödinger's cat

Related papers

Related paper 1Related paper 2
Back to paper searchBrowse research topicsOriginal source
Existence of invariant measures for the stochastic damped Schr\\"odinger\n equation — Research Paper | ScholarLens