Timeline for Langevin equation with position-dependant damping: existence of an invariant measure?
Current License: CC BY-SA 3.0
8 events
| when toggle format | what | by | license | comment | |
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| Sep 29, 2015 at 19:18 | review | Late answers | |||
| Sep 30, 2015 at 9:17 | |||||
| Apr 15, 2015 at 21:44 | comment | added | megaproba | Is your dynamics time reversible? | |
| Apr 3, 2015 at 17:59 | comment | added | Nown | Not directly, but it is easy to show that the system is irreducible, so uniqueness is not really the issue... | |
| Apr 3, 2015 at 13:49 | comment | added | megaproba | Does your Lyapunov function give uniqueness of the invariant measure? | |
| Apr 3, 2015 at 6:45 | comment | added | Nown | Thanks for the answer. I agree with what is said, but I don't want to assume that $a$ and $b$ satisfy this relation, since in my case $a$ is constant...But I believe I have found the answer to the question, which I asked two years ago: one can prove it by using a Lyapunov function $V = p^2 + q^2 + k p q$ for some appropriate constant $k$... | |
| Apr 2, 2015 at 18:11 | history | edited | megaproba | CC BY-SA 3.0 |
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| Apr 2, 2015 at 17:13 | history | edited | megaproba | CC BY-SA 3.0 |
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| Apr 2, 2015 at 16:24 | history | answered | megaproba | CC BY-SA 3.0 |