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