Published 2002
| Submitted
Journal Article
Open
Geometric Ergodicity of Some Hypo-Elliptic Diffusions for Particle Motions
- Creators
- Mattingly, J. C.
-
Stuart, A. M.
Abstract
Two degenerate SDEs arising in statistical physics are studied. The first is a Langevin equation with state-dependent noise and damping. The second is the equation of motion for a particle obeying Stokes' law in a Gaussian random field; this field is chosen to mimic certain features of turbulence. Both equations are hypo-elliptic and smoothness of probability densities may be established. By developing appropriate Lyapunov functions and by studying the necessary control problems, geometric ergodicity is proved.
Additional Information
© 2002 Markov Processes and Related Fields. Supported by the National Science Foundation under grant DMS-9971087. We would like to thank Des Higham, and Wilhelm Huisinga for helpful input.Attached Files
Submitted - Geometric_Ergodicity_of_Some_Hypo-Elliptic_Diffusi.pdf
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Geometric_Ergodicity_of_Some_Hypo-Elliptic_Diffusi.pdf
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Additional details
- Eprint ID
- 78164
- Resolver ID
- CaltechAUTHORS:20170613-125012320
- DMS-9971087
- NSF
- Created
-
2017-06-13Created from EPrint's datestamp field
- Updated
-
2019-10-03Created from EPrint's last_modified field
- Other Numbering System Name
- Andrew Stuart
- Other Numbering System Identifier
- J52