English

Geometric Ergodicity of Two--dimensional Hamiltonian systems with a Lennard--Jones--like Repulsive Potential

Probability 2017-07-06 v3 Mathematical Physics math.MP

Abstract

In this paper we establish the ergodicity of Langevin dynamics for simple two-particle system involving a Lennard-Jones type potential. To the best of our knowledge, this is the first such result for a system operating under this type of potential. Moreover we show that the dynamics are {\it geometrically} ergodic (have a spectral gap) and converge at a geometric rate. Methods from stochastic averaging are used to establish the existence of a Lyapunov function. The existence of a Lyapunov function in this setting seems resistant to more traditional approaches. This is a corrected version of the article.

Keywords

Cite

@article{arxiv.1104.3842,
  title  = {Geometric Ergodicity of Two--dimensional Hamiltonian systems with a Lennard--Jones--like Repulsive Potential},
  author = {Ben Cooke and David P. Herzog and Jonathan C. Mattingly and Scott A. McKinley and Scott C. Schmidler},
  journal= {arXiv preprint arXiv:1104.3842},
  year   = {2017}
}

Comments

20 Pages, 3 Figures. Fixed some typos and improved some explanations. Added some important references which were missing