Geometric ergodicity for dissipative particle dynamics

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

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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 2010, the AMS's Mathematics Subject Classification > 34 Ordinary differential equations MSC 2010, the AMS's Mathematics Subject Classification > 65 Numerical analysis
Depositing User:	Ms Lucy van Russelt
Date Deposited:	14 Aug 2006
Last Modified:	20 Oct 2017 14:12
URI:	https://eprints.maths.manchester.ac.uk/id/eprint/462

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