Asymptotic Problems for non-Markovian Langevin equations
- When?
- Friday 13 November 2009, 16:00
- Where?
- 22AA04
- Open to:
- Students, Staff
Speaker: G.A. Pavliotis, Imperial College London
Abstract: In this talk I will present some recent results on the long time asymptotics of the generalized Langevin equation (gLE). In particular, I will discuss about the ergodic properties of the gLE, I will present a homogenization result (central limit theorem) and I will discuss about the convergence of the gLE dynamics to the (Markovian) Langevin dynamics. The analysis is based on the approximation of the gLE by a high (and possibly infinite) dimensional degenerate Markovian system, and on the analysis of the spectrum of the generator of this Markov process.
