Wednesday, July 25, 2012

0902.4496 (Jonathan C. Mattingly et al.)

Geometric ergodicity of a bead-spring pair with stochastic Stokes

Jonathan C. Mattingly, Scott A. McKinley, Natesh S. Pillai
We consider a simple model for the fluctuating hydrodynamics of a flexible polymer in 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.
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