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2006.272: Geometric ergodicity for dissipative particle dynamics

2006.272: Tony Shardlow and Yubin Yan (2006) Geometric ergodicity for dissipative particle dynamics. Stochastics and Dynamics, 6 (1). pp. 123-154. ISSN 0219-4937

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DOI: 10.1142/S0219493706001670

Abstract

Dissipative particle dynamics is a model of multi-phase fluid flows described by a system of stochastic differential equations. We consider the problem of N particles evolving on the one-dimensional periodic domain of length L and, if the density of particles is large, prove geometric convergence to a unique invariant measure. The proof uses minorization and drift arguments, but allows elements of the drift and diffusion matrix to have compact support, in which case hypoellipticity arguments are not directly available

Item Type:Article
Uncontrolled Keywords:Dissipative particle dynamics; ergodicity; stochastic differential equations
Subjects:MSC 2000 > 34 Ordinary differential equations
MSC 2000 > 65 Numerical analysis
MIMS number:2006.272
Deposited By:Miss Louise Stait
Deposited On:14 August 2006

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