Martin Hairer

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The stochastic 2D Navier-Stokes equations on the torus driven by degenerate noise are studied. We characterize the smallest closed invariant subspace for this model and show that the dynamics restricted to that subspace is ergodic. In particular, our results yield a purely geometric characterization of a class of noises for which the equation is ergodic in(More)
We introduce a new notion of “regularity structure” that provides an algebraic framework allowing to describe functions and / or distributions via a kind of “jet” or local Taylor expansion around each point. The main novel idea is to replace the classical polynomial model which is suitable for describing smooth functions by arbitrary models that are(More)
We consider the stochastic Ginzburg-Landau equation in a bounded domain. We assume the stochastic forcing acts only on high spatial frequencies. The low-lying frequencies are then only connected to this forcing through the non-linear (cubic) term of the Ginzburg-Landau equation. Under these assumptions, we show that the stochastic PDE has a unique invariant(More)
The viewpoint taken in this paper is that data assimilation is fundamentally a statistical problem and that this problem should be cast in a Bayesian framework. In the absence of model error, the correct solution to the data assimilation problem is to find the posterior distribution implied by this Bayesian setting. Methods for dealing with data(More)
2 Some Motivating Examples 2 2.1 A model for a random string (polymer) . . . . . . . . . . . . . . . . . . . . . . . . . . . . 2 2.2 The stochastic Navier-Stokes equations . . . . . . . . . . . . . . . . . . . . . . . . . . . 3 2.3 The stochastic heat equation . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 4 2.4 What have we learned? . .(More)
We study the ergodic properties of finite-dimensional systems of SDEs driven by non-degenerate additive fractional Brownian motion with arbitrary Hurst parameter H ∈ (0, 1). A general framework is constructed to make precise the notions of “invariant measure” and “stationary state” for such a system. We then prove under rather weak dissipativity conditions(More)
We study the model of a strongly non-linear chain of particles coupled to two heat baths at different temperatures. Our main result is the existence and uniqueness of a stationary state at all temperatures. This result extends those of Eckmann, Pillet, Rey-Bellet [EPR99a,EPR99b] to potentials with essentially arbitrary growth at infinity. This extension is(More)
In many applications it is important to be able to sample paths of SDEs conditional on observations of various kinds. This paper studies SPDEs which solve such sampling problems. The SPDE may be viewed as an infinite dimensional analogue of the Langevin SDE used in finite dimensional sampling. In this paper nonlinear SDEs, leading to nonlinear SPDEs for the(More)