Invariance of Gibbs measures under the flows of Hamiltonian equations on the real line
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equationequationsgibbshamiltonianlinemeasuresrealtheorem
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We prove that the Gibbs measures $\rho$ for a class of Hamiltonian equations written $\partial_t u = J (-\triangle u + V'(|u|^2)u)$ on the real line are invariant under the flow of this equation in the sense that there exist random variables $X(t)$ whose laws are $\rho$ (thus independent from $t$) and such that $t\mapsto X(t)$ is a solution to the above equation. Besides, for all $t$, $X(t)$ is almost surely not in $L^2$ which provides as a direct consequence the existence of weak solutions for initial data not in $L^2$. The proof uses Prokhorov's theorem, Skorohod's theorem, as in the strategy in \cite{burqtzv} and Feynman-Kac's integrals.
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