Ergodic properties of the non-Markovian Langevin equation

DOI10.1023/A:1007307617547MaRDI QIDQ1366438zbMATH OpenOpenAlexFDO

Authors V. Jakšić, C.-A. Pillet

Publication date 30 August 1998

Published in Letters in Mathematical Physics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1023/a:1007307617547

zbMATH Keywords

Brownian motionergodic theoryLangevin equationopen systemsreturn to equilibriumthermal relaxation

Mathematics Subject Classification ID

Brownian motion (60J65) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Spectral problems; spectral geometry; scattering theory on manifolds (58J50) Stochastic methods (Fokker-Planck, Langevin, etc.) applied to problems in time-dependent statistical mechanics (82C31) Classical dynamic and nonequilibrium statistical mechanics (general) (82C05) Ergodic theory (37A99)

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(21)

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• A broad class of nonlinear Langevin equations with drift and diffusion coefficients separable in time and space: generalized \(n\)-moment, ergodicity, Einstein relation, and fluctuations of the system
• The challenge of non-Markovian energy balance models in climate
• Non-Markovian Lévy dynamics and the effect of the underlying time correlation
• On a class of non-Markovian Langevin equations
• Ergodic properties of a kicked damped particle
• Non-Markovian stochastic processes: Colored noise
• Discrete-time simulation of stochastic Volterra equations
• Non-ergodic transitions in many-body Langevin systems: a method of dynamical system reduction
• Exponential mixing under controllability conditions for \textsc{sde}s driven by a degenerate Poisson noise
• On the averaged quantum dynamics by white-noise hamiltonians with and without dissipation
• Ergodicity of non-equilibrium Glauber dynamics in continuum
• LONG-TERM BEHAVIOUR OF LARGE MECHANICAL SYSTEMS WITH RANDOM INITIAL DATA
• Ergodic observables in non-ergodic systems: the example of the harmonic chain
• Ergodic properties of classical dissipative systems. I
• Fractional stochastic differential equations satisfying fluctuation-dissipation theorem
• On the asymptotical normality of statistical solutions for wave equations coupled to a particle
• Ergodicity of stochastic differential equations driven by fractional Brownian motion
• Ergodic properties of quasi-Markovian generalized Langevin equations with configuration dependent noise and non-conservative force
• Ergodic properties of microcanonical observables
• Non-Markovian two-time correlation dynamics and nonergodicity

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