We investigate an example of noise-induced stabilization in the plane that was also considered in (Gawedzki, Herzog, Wehr 2010) and (Birrell,Herzog, Wehr 2011). We show that despite the deterministic system not being globally stable, the addition of additive noise in the vertical direction leads to a unique invariant probability measure to which the system converges at a uniform, exponential rate. These facts are established primarily through the construction of a Lyapunov function which we generate as the solution to a sequence of Poisson equations. Unlike a number of other works, however, our Lyapunov function is constructed in a systematic way, and we present a meta-algorithm we hope will be applicable to other problems. We conclude by proving positivity properties of the transition density by using Malliavin calculus via some unusually explicit calculations. arXiv:1111.175v1 [math.PR]
The cosmos and its laws have fascinated people since the ancient times. Many scientists and philosophers have tried to describe and explain what they saw in the sky. And almost all of them have used mathematics to formulate their ideas and compute predictions for the future. Today, we have made huge progress in understanding and predicting how planets, stars, and galaxies behave. But still, the mysteries of our universe are formulated and resolved in mathematical language and always with new mathematical methods and ideas. In this lecture, you will hear about two of the most famous physicists of all times, Isaac Newton (1643-1727) and Albert Einstein (1879-1955), and about their theories of the universe. You will learn about common features and central differences in their viewpoints and in the mathematics they used to formulate their theories. In passing, you will also encounter the famous mathematician Carl Friedrich Gauß (1777-1855) and his beautiful ideas about curvature.