Title of article :
Geometric ergodicity of a bead–spring pair with stochastic Stokes forcing
Author/Authors :
Mattingly، نويسنده , , Jonathan C. and McKinley، نويسنده , , Scott A. and Pillai، نويسنده , , Natesh S.، نويسنده ,
Issue Information :
روزنامه با شماره پیاپی سال 2012
Abstract :
We consider a simple model for the fluctuating hydrodynamics of a flexible polymer in a dilute solution, demonstrating geometric ergodicity for a pair of particles that interact with each other through a nonlinear spring potential while being advected by a stochastic Stokes fluid velocity field. This is a generalization of previous models which have used linear spring forces as well as white-in-time fluid velocity fields.
low previous work combining control theoretic arguments, Lyapunov functions, and hypo-elliptic diffusion theory to prove exponential convergence via a Harris chain argument. In addition we allow the possibility of excluding certain “bad” sets in phase space in which the assumptions are violated but from which the system leaves with a controllable probability. This allows for the treatment of singular drifts, such as those derived from the Lennard-Jones potential, which is a novel feature of this work.
Keywords :
averaging , Lennard-Jones potential , Geometric ergodicity , lyapunov function , stochastic differential equations
Journal title :
Stochastic Processes and their Applications
Journal title :
Stochastic Processes and their Applications