Ergodic properties of classical dissipative systems. I (Q1282110)
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Ergodic properties of classical dissipative systems. I (English)
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6 January 2002
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The authors consider ergodic properties of some classical, dissipative dynamical systems with a finite number of degrees of freedom, near thermal equilibrium. A reduced probabilistic description of the dynamics of the particles based on a stochastic integro-differential equation, namely the Langevin equation is given. The authors overcome the difficulties related to the presence of memory in the Langevin equation, and develop tools for studying the ergodic properties of the Ornstein-Uhlenbeck process when the usual Markovian techniques fail.
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ergodicity
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dissipative dynamical systems
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stochastic integro-differential equation
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Langevin equation
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Ornstein-Uhlenbeck process
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