Bou-Rabee, Nawaf and Owhadi, Houman (2013) Ergodicity of Langevin Processes with Degenerate Diffusion in Momentums. . https://resolver.caltech.edu/CaltechAUTHORS:20160224-103320707
![]() |
PDF
- Submitted Version
See Usage Policy. 539kB |
Use this Persistent URL to link to this item: https://resolver.caltech.edu/CaltechAUTHORS:20160224-103320707
Abstract
This paper introduces a geometric method for proving ergodicity of degenerate noise driven stochastic processes. The driving noise is assumed to be an arbitrary Levy process with non-degenerate diffusion component (but that may be applied to a single degree of freedom of the system). The geometric conditions are the approximate controllability of the process the fact that there exists a point in the phase space where the interior of the image of a point via a secondarily randomized version of the driving noise is non void. The paper applies the method to prove ergodicity of a sliding disk governed by Langevin-type equations (a simple stochastic rigid body system). The paper shows that a key feature of this Langevin process is that even though the diffusion and drift matrices associated to the momentums are degenerate, the system is still at uniform temperature.
Item Type: | Report or Paper (Discussion Paper) | ||||||
---|---|---|---|---|---|---|---|
Related URLs: |
| ||||||
ORCID: |
| ||||||
Additional Information: | (Submitted on 23 Oct 2007 (v1), last revised 10 Apr 2008 (this version, v4). February 16, 2013. | ||||||
Record Number: | CaltechAUTHORS:20160224-103320707 | ||||||
Persistent URL: | https://resolver.caltech.edu/CaltechAUTHORS:20160224-103320707 | ||||||
Usage Policy: | No commercial reproduction, distribution, display or performance rights in this work are provided. | ||||||
ID Code: | 64731 | ||||||
Collection: | CaltechAUTHORS | ||||||
Deposited By: | Ruth Sustaita | ||||||
Deposited On: | 24 Feb 2016 19:11 | ||||||
Last Modified: | 03 Oct 2019 09:40 |
Repository Staff Only: item control page