Exponential ergodicity for stochastic Langevin equation with partial dissipative drift

DOI10.1016/j.aml.2017.11.022zbMath1459.60133OpenAlexW2774723486WikidataQ115597970 ScholiaQ115597970MaRDI QIDQ1996375

Longjie Xie

Publication date: 4 March 2021

Published in: Applied Mathematics Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.aml.2017.11.022

zbMATH Keywords

Langevin equationexponential ergodicityKrylov estimate

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Generation, random and stochastic difference and differential equations (37H10)

Related Items

Strong solutions of stochastic differential equations with coefficients in mixed-norm spaces

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Exponential return to equilibrium for hypoelliptic quadratic systems
• Poincaré and logarithmic Sobolev inequalities by decomposition of the energy landscape
• Sobolev differentiable flows of SDEs with local Sobolev and super-linear growth coefficients
• Asymptotic coupling and a general form of Harris' theorem with applications to stochastic delay equations
• Exponential convergence to non-equilibrium stationary states in classical statistical mechanics
• Strong solutions of stochastic equations with singular time dependent drift
• Stochastic Hamiltonian flows with singular coefficients
• Large and moderate deviations and exponential convergence for stochastic damping Hamiltonian systems.
• Propagation of regularity in \(L^p\)-spaces for Kolmogorov-type hypoelliptic operators
• Molecular dynamics. With deterministic and stochastic numerical methods
• Existence and uniqueness of an invariant measure for a chain of oscillators in contact with two heat baths
• Analysis of SPDEs arising in path sampling. II: The nonlinear case
• Ergodicity for SDEs and approximations: locally Lipschitz vector fields and degenerate noise.
• Regularity of stochastic kinetic equations
• Asymptotic analysis for the generalized Langevin equation
• Stochastic non-linear oscillators
• Phase Noise and Noise Induced Frequency Shift in Stochastic Nonlinear Oscillators
• Stochastic Processes and Applications