Ergodic properties of random billiards driven by thermostats

Ergodicity, mixing, rates of mixing (37A25) Ergodic theorems, spectral theory, Markov operators (37A30) Continuum models (systems of particles, etc.) arising in equilibrium statistical mechanics (82B21)

Abstract: We consider a class of mechanical particle systems interacting with thermostats. Particles move freely between collisions with disk-shaped thermostats arranged periodically on the torus. Upon collision, an energy exchange occurs, in which a particle exchanges its tangential component of the velocity for a randomly drawn one from the Gaussian distribution with the variance proportional to the temperature of the thermostat. In the case when all temperatures are equal one can write an explicit formula for the stationary distribution. We consider the general case and show that there exists a unique absolutely continuous stationary distribution. Moreover under rather mild conditions on the initial distribution the corresponding Markov dynamics converges to the equilibrium with exponential rate. One of the main technical difficulties is related to a possible overheating of moving particle. However as we show in the paper non-compactness of the particle velocity can be effectively controlled.

Review text

The authors analyze a random toroidal billiard model of a many ideal Gibbs distributed particles interacting with a finite amount of disk-shaped thermostats having different temperatures. The resulting discrete-time Markov chain \(\Phi \) possesses on the phase space \(\Omega \) \ an invariant unique ergodic measure absolutely continuous with respect to Lebesgue measure, mixing with exponential rate. The original Markov process also allows such a unique and ergodic measure, whose mixing and convergence of initial distributions do not follow directly because some particles can move very slowly. The main proof of the mixing property is based, in particular, on Harris' Ergodic theorem, as well as on the existence of a special potential \(V\). The following main theorem is proved: {Theorem.} The Markov Chain \(\Phi \) admits a unique absolutely continuous invariant probability measure \(\mu.\) Furthermore, there exists a non-negative function \(V\) on \(\Omega\) and constants \(C>0\) and \( \tilde{\gamma}\in (0,1)\) such that \[ \sup_{A\subset \Omega }|P^{n}((r,v_{\perp }),A)-\mu (A)|\leq C\tilde{\gamma} ^{n}(1+V(r,v_{\perp })). \] Its proof uses a slightly weaker formulation of the well-known Harris' Ergodic theorem, known as Geometric Ergodicity Theorem.

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