Math @ Duke

Publications [#350398] of Matthias Ernst Sachs
Papers Published
 Leimkuhler, B; Sachs, M, Ergodic Properties of QuasiMarkovian Generalized Langevin Equations with Configuration Dependent Noise and Nonconservative Force, edited by Giacomin, G; Olla, S; Saada, E; Spohn, H; Stoltz, G
(2019),
pp. 282330, Springer International Publishing
(last updated on 2021/06/16)
Abstract: We discuss the ergodic properties of quasiMarkovian 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 configurationdependent noise and (non)conservative force.


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