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Dynamics of flows and maps (continuous and discrete time), including infinite-dimensional dynamics, Hamiltonian dynamics, ergodic theory.

1 vote
1 answer
244 views

Langevin equation with position-dependant damping: existence of an invariant measure?

The usual Langevin equation for a particle in a 1D harmonic potential $dq(t) = p(t)~dt$ $dp(t) = -q(t)~dt + a ~dW(t) - b~p(t)~dt$ admits as an invariant measure the Gibbs measure ${1\over Z}\exp(-{ …
1 vote
0 answers
163 views

Adding a damping term to a dynamical system or Markov process: what happens to invariant mea...

Consider the continuous-time Markov process on ${\mathbb R}^n$ described by the SDE $\dot{x}(t) = F(x(t)) + \xi(t)$ where $F:{\mathbb R}^n \to {\mathbb R}^n$ is a smooth mapping, and $\xi(t)$ is a w …