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. The main new result is an ergodicity condition for the generalized Langevin equation with configuration-dependent noise.
| Original language | English |
|---|---|
| Title of host publication | Stochastic Dynamics Out of Equilibrium |
| Subtitle of host publication | Institut Henri Poincaré, Paris, France, 2017 |
| Editors | Giambattista Giacomin, Stefano Olla, Ellen Saada, Herbert Spohn, Gabriel Stoltz |
| Publisher | Springer |
| Pages | 282-330 |
| Number of pages | 50 |
| ISBN (Electronic) | 978-3-030-15096-9 |
| ISBN (Print) | 978-3-030-15095-2 |
| DOIs | |
| Publication status | Published - 1 Jul 2019 |
Publication series
| Name | Springer Proceedings in Mathematics & Statistics |
|---|---|
| Publisher | Springer Nature |
| ISSN (Print) | 2194-1009 |
| ISSN (Electronic) | 2194-1017 |
Keywords / Materials (for Non-textual outputs)
- generalized Langevin equation
- heat-bath
- quasi-Markovian model
- molecular dynamics
- non-equilibrium
- ergodicity
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Benedict Leimkuhler
- School of Mathematics - Chair of Applied Mathematics
Person: Academic: Research Active