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arXiv · 1804.04029

Ergodic properties of quasi-Markovian generalized Langevin equations with configuration dependent noise and non-conservative force

Benedict Leimkuhler·Matthias Sachs
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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.

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Benedict Leimkuhler, Matthias Sachs. 2018-04-11. Ergodic properties of quasi-Markovian generalized Langevin equations with configuration dependent noise and non-conservative force. https://arxiv.org/abs/1804.04029

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