Equivalence of SRB and physical measures for stochastic dynamical systems

Series
CDSNS Colloquium
Time
Wednesday, April 3, 2019 - 11:15am for 1 hour (actually 50 minutes)
Location
Skiles 006
Speaker
Alex Blumenthal – Universith of Maryland
Organizer
Rafael de la Llave

It is anticipated that the invariant statistics of many of smooth dynamical systems with a `chaotic’ asymptotic character are given by invariant measures with the SRB property- a geometric property of invariant measures which, roughly, means that the invariant measure is smooth along unstable directions. However, actually verifying the existence of SRB measures for concrete systems is extremely challenging: indeed, SRB measures need not exist, even for systems exhibiting asymptotic hyperbolicity (e.g., the figure eight attractor).

The study of asymptotic properties for dynamical systems in the presence of noise is considerably simpler. One manifestation of this principle is the theorem of Ledrappier and Young ’89, where it was proved that under very mild conditions, stationary measures for a random dynamical system with a positive Lyapunov exponent are automatically random SRB measures (that is, satisfy the random analogue of the SRB property). I will talk today about a new proof of this result in a joint work with Lai-Sang Young. This new proof has the benefit of being (1) conceptually lucid and to-the-point (the original proof is somewhat indirect) and (2) potentially easily adapted to more general settings, e.g., to appropriate infinite-dimensional random dynamics, such as time-t solutions to certain classes SPDE (this generalization is an ongoing work, joint with LSY).