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    Centre for Research in Statistical Methodology

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    • 2009 »
    • Paper No. 09-13
    University of Warwick

    Paper No. 09-13

    Download 09-13

    JC Mattingly, SA McKinley and NS Pillai

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

    Abstract: We consider a simple model for the uctuating hydrodynamics of a exible 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 uid velocity field. This is a generalization of previous models which have used linear spring forces as well as white-in-time uid 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. To this, we add the possibility of excluding certain \bad" sets in phase space in which the assumptions are violated but from which the systems leaves with a controllable probability. This allows for the treatment of singular drifts, such as those derived from the Lennard-Jones potential, which is an novel feature of this work.


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    Page contact: Paula Matthews Last revised: Thu 7 May 2009
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