  With a view to numerical applications we address the following question:
given an ergodic Brownian diffusion with a unique invariant distribution, what
are the invariant distributions of the duplicated system consisting of two
trajectories? We mainly focus on the interesting case where the two
trajectories are driven by the same Brownian path. Under this assumption, we
first show that uniqueness of the invariant distribution (weak confluence) of
the duplicated system is essentially always true in the one-dimensional case.
In the multidimensional case, we begin by exhibiting explicit counter-examples.
Then, we provide a series of weak confluence criterions (of integral type) and
also of a.s. pathwise confluence, depending on the drift and diffusion
coefficients through a non-infinitesimal Lyapunov exponent. As examples, we
apply our criterions to some non-trivially confluent settings such as classes
of gradient systems with non-convex potentials or diffusions where the
confluence is generated by the diffusive component. We finally establish that
the weak confluence property is connected with an optimal transport problem. As
a main application, we apply our results to the optimization of the
Richardson-Romberg extrapolation for the numerical approximation of the
invariant measure of the initial ergodic Brownian diffusion.
