Department of Mathematics Search | Help | Login | |

Math @ Duke

 ....................... ....................... Webpage

## 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 2021/06/16)

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.

dept@math.duke.edu
ph: 919.660.2800
fax: 919.660.2821

Mathematics Department
Duke University, Box 90320
Durham, NC 27708-0320