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Geometric ergodicity of a bead-spring pair with stochastic Stokes forcing

Publication ,  Journal Article
Mattingly, JC; McKinley, SA; Pillai, NS
Published in: Stochastic Processes and their Applications
December 1, 2012

We consider a simple model for the fluctuating hydrodynamics of a flexible polymer in a dilute solution, demonstrating geometric ergodicity for a pair of particles that interact with each other through a nonlinear spring potential while being advected by a stochastic Stokes fluid velocity field. This is a generalization of previous models which have used linear spring forces as well as white-in-time fluid velocity fields. We follow previous work combining control theoretic arguments, Lyapunov functions, and hypo-elliptic diffusion theory to prove exponential convergence via a Harris chain argument. In addition we allow the possibility of excluding certain "bad" sets in phase space in which the assumptions are violated but from which the system leaves with a controllable probability. This allows for the treatment of singular drifts, such as those derived from the Lennard-Jones potential, which is a novel feature of this work. © 2012 Elsevier B.V. All rights reserved.

Duke Scholars

Published In

Stochastic Processes and their Applications

DOI

ISSN

0304-4149

Publication Date

December 1, 2012

Volume

122

Issue

12

Start / End Page

3953 / 3979

Related Subject Headings

  • Statistics & Probability
  • 4905 Statistics
  • 4901 Applied mathematics
  • 1502 Banking, Finance and Investment
  • 0104 Statistics
  • 0102 Applied Mathematics
 

Citation

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Mattingly, J. C., McKinley, S. A., & Pillai, N. S. (2012). Geometric ergodicity of a bead-spring pair with stochastic Stokes forcing. Stochastic Processes and Their Applications, 122(12), 3953–3979. https://doi.org/10.1016/j.spa.2012.07.003
Mattingly, J. C., S. A. McKinley, and N. S. Pillai. “Geometric ergodicity of a bead-spring pair with stochastic Stokes forcing.” Stochastic Processes and Their Applications 122, no. 12 (December 1, 2012): 3953–79. https://doi.org/10.1016/j.spa.2012.07.003.
Mattingly JC, McKinley SA, Pillai NS. Geometric ergodicity of a bead-spring pair with stochastic Stokes forcing. Stochastic Processes and their Applications. 2012 Dec 1;122(12):3953–79.
Mattingly, J. C., et al. “Geometric ergodicity of a bead-spring pair with stochastic Stokes forcing.” Stochastic Processes and Their Applications, vol. 122, no. 12, Dec. 2012, pp. 3953–79. Scopus, doi:10.1016/j.spa.2012.07.003.
Mattingly JC, McKinley SA, Pillai NS. Geometric ergodicity of a bead-spring pair with stochastic Stokes forcing. Stochastic Processes and their Applications. 2012 Dec 1;122(12):3953–3979.
Journal cover image

Published In

Stochastic Processes and their Applications

DOI

ISSN

0304-4149

Publication Date

December 1, 2012

Volume

122

Issue

12

Start / End Page

3953 / 3979

Related Subject Headings

  • Statistics & Probability
  • 4905 Statistics
  • 4901 Applied mathematics
  • 1502 Banking, Finance and Investment
  • 0104 Statistics
  • 0102 Applied Mathematics