Geometric ergodicity of a bead–spring pair with stochastic Stokes forcing
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References listed on IDEAS
- Mattingly, J. C. & Stuart, A. M. & Higham, D. J., 2002. "Ergodicity for SDEs and approximations: locally Lipschitz vector fields and degenerate noise," Stochastic Processes and their Applications, Elsevier, vol. 101(2), pages 185-232, October.
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KeywordsGeometric ergodicity; Stochastic differential equations; Lyapunov function; Lennard-Jones potential; Averaging;
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