paper

Exponential mixing for finite-dimensional approximations of the Schrödinger equation with multiplicative noise

arXiv:0710.3693

Abstract

We study the ergodicity of finite-dimensional approximations of the Schrödinger equation. The system is driven by a multiplicative scalar noise. Under general assumptions over the distribution of the noise, we show that the system has a unique stationary measure on the unit sphere in $\C^n$, and is absolutely continuous with respect to the Riemannian volume on . Moreover, for any initial condition in , the solution converges exponentially fast to the measure in the variational norm.

Exponential mixing for finite-dimensional approximations of the Schrödinger equation with multiplicative noise · wovepaper