Ergodic Properties of the Non-Markovian Langevin Equation
Pillet, Claude-Alain ; Jaksic, Vojkan
HAL, hal-00005456 / Harvested from HAL
We discuss the dissipative dynamics of a classical particle coupled to an infinitely extended heat reservoir. We announce a number of results concerning the ergodic properties of this model. The novelty of our approach is that it extends beyond Markovian dynamics to the case where the Langevin equation is driven by colored noise. Our method works in arbitrary space dimension, and for fully nonlinear systems.
Publié le : 1997-07-05
Classification:  ergodic theory,  Langevin equation,  thermal relaxation,  return to equilibrium,  open systems,  Brownian motion,  [PHYS.MPHY]Physics [physics]/Mathematical Physics [math-ph],  [MATH.MATH-DS]Mathematics [math]/Dynamical Systems [math.DS],  [MATH.MATH-PR]Mathematics [math]/Probability [math.PR]
@article{hal-00005456,
     author = {Pillet, Claude-Alain and Jaksic, Vojkan},
     title = {Ergodic Properties of the Non-Markovian Langevin Equation},
     journal = {HAL},
     volume = {1997},
     number = {0},
     year = {1997},
     language = {en},
     url = {http://dml.mathdoc.fr/item/hal-00005456}
}
Pillet, Claude-Alain; Jaksic, Vojkan. Ergodic Properties of the Non-Markovian Langevin Equation. HAL, Tome 1997 (1997) no. 0, . http://gdmltest.u-ga.fr/item/hal-00005456/