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 |
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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 |
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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