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Gibbsian dynamics and the generalized Langevin equation

Publication ,  Journal Article
Herzog, DP; Mattingly, JC; Nguyen, HD
Published in: Electronic Journal of Probability
January 1, 2023

We study the statistically invariant structures of the nonlinear generalized Langevin equation (GLE) with a power-law memory kernel. For a broad class of memory kernels, including those in the subdiffusive regime, we construct solutions of the GLE using a Gibbsian framework, which does not rely on existing Markovian approximations. Moreover, we provide conditions on the decay of the memory to ensure uniqueness of statistically steady states, generalizing previous known results for the GLE under particular kernels as a sum of exponentials.

Duke Scholars

Published In

Electronic Journal of Probability

DOI

EISSN

1083-6489

Publication Date

January 1, 2023

Volume

28

Related Subject Headings

  • Statistics & Probability
  • 4905 Statistics
  • 0105 Mathematical Physics
  • 0104 Statistics
 

Citation

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ICMJE
MLA
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Herzog, D. P., Mattingly, J. C., & Nguyen, H. D. (2023). Gibbsian dynamics and the generalized Langevin equation. Electronic Journal of Probability, 28. https://doi.org/10.1214/23-EJP904
Herzog, D. P., J. C. Mattingly, and H. D. Nguyen. “Gibbsian dynamics and the generalized Langevin equation.” Electronic Journal of Probability 28 (January 1, 2023). https://doi.org/10.1214/23-EJP904.
Herzog DP, Mattingly JC, Nguyen HD. Gibbsian dynamics and the generalized Langevin equation. Electronic Journal of Probability. 2023 Jan 1;28.
Herzog, D. P., et al. “Gibbsian dynamics and the generalized Langevin equation.” Electronic Journal of Probability, vol. 28, Jan. 2023. Scopus, doi:10.1214/23-EJP904.
Herzog DP, Mattingly JC, Nguyen HD. Gibbsian dynamics and the generalized Langevin equation. Electronic Journal of Probability. 2023 Jan 1;28.

Published In

Electronic Journal of Probability

DOI

EISSN

1083-6489

Publication Date

January 1, 2023

Volume

28

Related Subject Headings

  • Statistics & Probability
  • 4905 Statistics
  • 0105 Mathematical Physics
  • 0104 Statistics