Publications [#350398] of Matthias Ernst Sachs

Papers Published

1. Leimkuhler, B; Sachs, M, Ergodic Properties of Quasi-Markovian Generalized Langevin Equations with Configuration Dependent Noise and Non-conservative Force, edited by Giacomin, G; Olla, S; Saada, E; Spohn, H; Stoltz, G (2019), pp. 282-330, Springer International Publishing
   (last updated on 2021/08/03)

   Abstract:
   We discuss the ergodic properties of quasi-Markovian stochastic differential equations, providing general conditions that ensure existence and uniqueness of a smooth invariant distribution and exponential convergence of the evolution operator in suitably weighted $$L^\infty $$spaces, which implies the validity of central limit theorem for the respective solution processes. The main new result is an ergodicity condition for the generalized Langevin equation with configuration-dependent noise and (non-)conservative force.