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Anomalous Dissipation in a Stochastically Forced Infinite-Dimensional System of Coupled Oscillators

Jonathan C. Mattingly, Toufic M. Suidan, Eric Vanden-Eijnden

math-pharXiv:math-ph/0610066

Abstract

We study a system of stochastically forced infinite-dimensional coupled harmonic oscillators. Although this system formally conserves energy and is not explicitly dissipative, we show that it has a nontrivial invariant probability measure. This phenomenon, which has no finite dimensional equivalent, is due to the appearance of some anomalous dissipation mechanism which transports energy to infinity. This prevents the energy from building up locally and allows the system to converge to the invariant measure. The invariant measure is constructed explicitly and some of its properties are analyzed.

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