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

Jonathan C. Mattingly, Scott A. McKinley and Natesh S. Pillai

Stochastic Processes and their Applications, 2012, vol. 122, issue 12, 3953-3979

Abstract: 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.

Keywords: Geometric ergodicity; Stochastic differential equations; Lyapunov function; Lennard-Jones potential; Averaging (search for similar items in EconPapers)
Date: 2012
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DOI: 10.1016/j.spa.2012.07.003

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